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FFTY vs. BIS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTY vs. BIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and ProShares UltraShort Nasdaq Biotechnology (BIS). The values are adjusted to include any dividend payments, if applicable.

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FFTY vs. BIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-16.76%37.62%
BIS
ProShares UltraShort Nasdaq Biotechnology
-6.20%-45.95%4.79%-6.54%-2.14%-14.74%-56.01%-41.01%5.14%-36.98%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly higher than BIS's -6.20% return. Over the past 10 years, FFTY has outperformed BIS with an annualized return of 5.25%, while BIS has yielded a comparatively lower -24.45% annualized return.


FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%

BIS

1D
-8.92%
1M
5.69%
YTD
-6.20%
6M
-31.27%
1Y
-50.91%
3Y*
-21.67%
5Y*
-15.13%
10Y*
-24.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTY vs. BIS - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is lower than BIS's 0.95% expense ratio.


Return for Risk

FFTY vs. BIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
Martin Ratio Rank

BIS
BIS Risk / Return Rank: 11
Overall Rank
BIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BIS Sortino Ratio Rank: 00
Sortino Ratio Rank
BIS Omega Ratio Rank: 11
Omega Ratio Rank
BIS Calmar Ratio Rank: 11
Calmar Ratio Rank
BIS Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFTY vs. BIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and ProShares UltraShort Nasdaq Biotechnology (BIS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FFTYBISDifference

Sharpe ratio

Return per unit of total volatility

0.74

-1.09

+1.83

Sortino ratio

Return per unit of downside risk

1.14

-1.73

+2.87

Omega ratio

Gain probability vs. loss probability

1.15

0.81

+0.34

Calmar ratio

Return relative to maximum drawdown

1.04

-0.76

+1.81

Martin ratio

Return relative to average drawdown

3.05

-1.06

+4.11

FFTY vs. BIS - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.74, which is higher than the BIS Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of FFTY and BIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFTYBISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-1.09

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.35

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

-0.53

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.68

+0.80

Correlation

The correlation between FFTY and BIS is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FFTY vs. BIS - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, less than BIS's 4.91% yield.


TTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
BIS
ProShares UltraShort Nasdaq Biotechnology
4.91%5.25%3.73%1.75%0.00%0.00%0.45%2.11%0.37%0.00%

Drawdowns

FFTY vs. BIS - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, smaller than the maximum BIS drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for FFTY and BIS.


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Drawdown Indicators


FFTYBISDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-99.86%

+40.40%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-64.06%

+40.77%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-73.87%

+14.41%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

-95.07%

+35.61%

Current Drawdown

Current decline from peak

-32.35%

-99.85%

+67.50%

Average Drawdown

Average peak-to-trough decline

-22.38%

-89.92%

+67.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

46.28%

-38.31%

Volatility

FFTY vs. BIS - Volatility Comparison

The current volatility for Innovator IBD 50 ETF (FFTY) is 14.46%, while ProShares UltraShort Nasdaq Biotechnology (BIS) has a volatility of 17.39%. This indicates that FFTY experiences smaller price fluctuations and is considered to be less risky than BIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYBISDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

17.39%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

29.15%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

47.18%

-12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

43.50%

-14.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

46.64%

-19.47%