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FTAI vs. BULZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTAI and BULZ is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FTAI vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortress Transportation and Infrastructure Investors LLC (FTAI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
42.30%
5.27%
FTAI
BULZ

Key characteristics

Sharpe Ratio

FTAI:

4.45

BULZ:

0.80

Sortino Ratio

FTAI:

4.24

BULZ:

1.40

Omega Ratio

FTAI:

1.58

BULZ:

1.18

Calmar Ratio

FTAI:

7.00

BULZ:

0.79

Martin Ratio

FTAI:

34.53

BULZ:

2.85

Ulcer Index

FTAI:

5.59%

BULZ:

20.39%

Daily Std Dev

FTAI:

43.42%

BULZ:

72.26%

Max Drawdown

FTAI:

-72.79%

BULZ:

-94.44%

Current Drawdown

FTAI:

-25.05%

BULZ:

-51.93%

Returns By Period

In the year-to-date period, FTAI achieves a 186.55% return, which is significantly higher than BULZ's 58.11% return.


FTAI

YTD

186.55%

1M

-23.32%

6M

42.30%

1Y

198.31%

5Y*

60.70%

10Y*

N/A

BULZ

YTD

58.11%

1M

1.79%

6M

5.27%

1Y

66.98%

5Y*

N/A

10Y*

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FTAI vs. BULZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). 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.


Sharpe ratio
The chart of Sharpe ratio for FTAI, currently valued at 4.45, compared to the broader market-4.00-2.000.002.004.450.80
The chart of Sortino ratio for FTAI, currently valued at 4.24, compared to the broader market-4.00-2.000.002.004.004.241.40
The chart of Omega ratio for FTAI, currently valued at 1.58, compared to the broader market0.501.001.502.001.581.18
The chart of Calmar ratio for FTAI, currently valued at 7.00, compared to the broader market0.002.004.006.007.000.79
The chart of Martin ratio for FTAI, currently valued at 34.53, compared to the broader market0.0010.0020.0034.532.85
FTAI
BULZ

The current FTAI Sharpe Ratio is 4.45, which is higher than the BULZ Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FTAI and BULZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
4.45
0.80
FTAI
BULZ

Dividends

FTAI vs. BULZ - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.92%, while BULZ has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.92%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTAI vs. BULZ - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for FTAI and BULZ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.05%
-51.93%
FTAI
BULZ

Volatility

FTAI vs. BULZ - Volatility Comparison

The current volatility for Fortress Transportation and Infrastructure Investors LLC (FTAI) is 14.34%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 21.82%. This indicates that FTAI experiences smaller price fluctuations and is considered to be less risky than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
14.34%
21.82%
FTAI
BULZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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