FTAI vs. USD
FTAI (Fortress Transportation and Infrastructure Investors LLC) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, FTAI returned 45.19%/yr vs 61.24%/yr for USD. At a 0.32 correlation, their price movements are largely independent.
Performance
FTAI vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, FTAI achieves a 27.48% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, FTAI has underperformed USD with an annualized return of 45.19%, while USD has yielded a comparatively higher 61.24% annualized return.
FTAI
- 1D
- 1.25%
- 1M
- 2.51%
- YTD
- 27.48%
- 6M
- 42.71%
- 1Y
- 105.20%
- 3Y*
- 109.36%
- 5Y*
- 58.91%
- 10Y*
- 45.19%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
FTAI vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTAI Fortress Transportation and Infrastructure Investors LLC | 27.48% | 38.01% | 214.72% | 181.65% | -36.67% | 29.27% | 33.15% | 48.05% | -22.18% | 62.27% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between FTAI and USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 18, 2015 | 0.32 |
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Return for Risk
FTAI vs. USD — Risk / Return Rank
FTAI
USD
FTAI vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) and ProShares Ultra Semiconductors (USD). 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.
| FTAI | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.48 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 7.94 | -4.55 |
| Martin ratioReturn relative to average drawdown | 8.43 | 22.96 | -14.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTAI | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 4.12 | -2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.89 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.89 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.49 | +0.23 |
Drawdowns
FTAI vs. USD - Drawdown Comparison
The maximum FTAI drawdown since its inception was -72.79%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FTAI and USD.
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Drawdown Indicators
| FTAI | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.79% | -88.63% | +15.84% |
Max Drawdown (1Y)Largest decline over 1 year | -31.15% | -31.80% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -52.11% | -64.46% | +12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -54.08% | -77.85% | +23.77% |
Max Drawdown (10Y)Largest decline over 10 years | -72.79% | -77.85% | +5.06% |
Current DrawdownCurrent decline from peak | -19.06% | -6.07% | -12.99% |
Average DrawdownAverage peak-to-trough decline | -17.36% | -32.35% | +14.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.52% | 10.98% | +1.54% |
Volatility
FTAI vs. USD - Volatility Comparison
Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 23.39% compared to ProShares Ultra Semiconductors (USD) at 21.29%. This indicates that FTAI's price experiences larger fluctuations and is considered to be riskier than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTAI | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.39% | 21.29% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 46.47% | 46.74% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.09% | 61.28% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.22% | 76.56% | -20.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.03% | 69.24% | -18.21% |
Dividends
FTAI vs. USD - Dividend Comparison
FTAI's dividend yield for the trailing twelve months is around 0.60%, more than USD's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.60% | 0.64% | 0.83% | 2.59% | 7.54% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.92% | 4.26% |
USD ProShares Ultra Semiconductors | 0.23% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
FTAI and USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTAI has higher volatility (23.39%) compared to USD (21.29%). In terms of maximum drawdown, FTAI dropped -72.79% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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