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FTAI vs. BULZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FTAI vs. BULZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FTAI
Fortress Transportation and Infrastructure Investors LLC
27.12%38.01%214.72%181.65%-36.67%7.99%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
-28.68%60.09%54.09%394.22%-92.26%12.62%

Returns By Period

In the year-to-date period, FTAI achieves a 27.12% return, which is significantly higher than BULZ's -28.68% return.


FTAI

1D
1.96%
1M
-16.07%
YTD
27.12%
6M
44.86%
1Y
121.81%
3Y*
111.14%
5Y*
59.91%
10Y*
46.68%

BULZ

1D
5.23%
1M
-12.77%
YTD
-28.68%
6M
-31.57%
1Y
72.81%
3Y*
59.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FTAI vs. BULZ — Risk / Return Rank

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

FTAI
FTAI Risk / Return Rank: 8888
Overall Rank
FTAI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FTAI Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTAI Omega Ratio Rank: 8585
Omega Ratio Rank
FTAI Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTAI Martin Ratio Rank: 9191
Martin Ratio Rank

BULZ
BULZ Risk / Return Rank: 5050
Overall Rank
BULZ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 6060
Sortino Ratio Rank
BULZ Omega Ratio Rank: 5656
Omega Ratio Rank
BULZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
BULZ Martin Ratio Rank: 4040
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.

FTAI vs. BULZ - Risk-Adjusted Trends 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.


FTAIBULZDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.79

+1.01

Sortino ratio

Return per unit of downside risk

2.43

1.58

+0.85

Omega ratio

Gain probability vs. loss probability

1.34

1.22

+0.12

Calmar ratio

Return relative to maximum drawdown

4.50

1.43

+3.07

Martin ratio

Return relative to average drawdown

11.87

3.83

+8.03

FTAI vs. BULZ - Sharpe Ratio Comparison

The current FTAI Sharpe Ratio is 1.80, which is higher than the BULZ Sharpe Ratio of 0.79. 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.


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Sharpe Ratios by Period


FTAIBULZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.79

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

-0.06

+0.80

Correlation

The correlation between FTAI and BULZ is 0.42, 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.


Dividends

FTAI vs. BULZ - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.54%, while BULZ has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.54%0.64%0.83%2.59%7.54%4.56%5.63%6.76%9.21%6.62%9.92%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%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.


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Drawdown Indicators


FTAIBULZDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-94.44%

+21.65%

Max Drawdown (1Y)

Largest decline over 1 year

-28.20%

-54.22%

+26.02%

Max Drawdown (5Y)

Largest decline over 5 years

-54.08%

Max Drawdown (10Y)

Largest decline over 10 years

-72.79%

Current Drawdown

Current decline from peak

-19.29%

-46.52%

+27.23%

Average Drawdown

Average peak-to-trough decline

-17.33%

-60.15%

+42.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.69%

20.25%

-9.56%

Volatility

FTAI vs. BULZ - Volatility Comparison

The current volatility for Fortress Transportation and Infrastructure Investors LLC (FTAI) is 19.86%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 29.26%. 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.


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Volatility by Period


FTAIBULZDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.86%

29.26%

-9.40%

Volatility (6M)

Calculated over the trailing 6-month period

40.21%

60.63%

-20.42%

Volatility (1Y)

Calculated over the trailing 1-year period

67.95%

92.48%

-24.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.50%

91.56%

-37.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.03%

91.56%

-41.53%