FTFT vs. BULZ
FTFT (Future FinTech Group Inc.) is a stock, while BULZ (MicroSectors FANG & Innovation 3X Leveraged ETNs) is Leveraged Equities fund tracking the Solactive FANG Innovation Index (300%). Over the past 3 years, FTFT returned -79.10%/yr vs 75.13%/yr for BULZ. At a 0.25 correlation, their price movements are largely independent.
Performance
FTFT vs. BULZ - Performance Comparison
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Returns By Period
In the year-to-date period, FTFT achieves a -83.90% return, which is significantly lower than BULZ's 49.22% return.
FTFT
- 1D
- 3.48%
- 1M
- -41.05%
- 6M
- -83.45%
- YTD
- -83.90%
- 1Y
- -96.85%
- 3Y*
- -79.10%
- 5Y*
- -75.56%
- 10Y*
- -50.12%
BULZ
- 1D
- 0.89%
- 1M
- -3.70%
- 6M
- 39.80%
- YTD
- 49.22%
- 1Y
- 114.26%
- 3Y*
- 75.13%
- 5Y*
- —
- 10Y*
- —
FTFT vs. BULZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FTFT Future FinTech Group Inc. | -83.90% | -75.11% | -83.07% | -1.61% | -72.03% | -46.80% |
BULZ MicroSectors FANG & Innovation 3X Leveraged ETNs | 49.22% | 60.09% | 54.09% | 394.22% | -92.26% | 9.17% |
Correlation
The correlation between FTFT and BULZ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2021 | 0.25 |
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Return for Risk
FTFT vs. BULZ — Risk / Return Rank
FTFT
BULZ
FTFT vs. BULZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Future FinTech Group Inc. (FTFT) and MicroSectors FANG & Innovation 3X Leveraged ETNs (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTFT | BULZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.25 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.14 | -3.09 |
| Martin ratioReturn relative to average drawdown | -1.21 | 5.23 | -6.45 |
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Drawdowns
FTFT vs. BULZ - Drawdown Comparison
The maximum FTFT drawdown since its inception was -100.00%, which is greater than BULZ's maximum drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for FTFT and BULZ.
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Drawdown Indicators
| FTFT | BULZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -94.44% | -5.56% |
Max Drawdown (1Y)Largest decline over 1 year | -96.95% | -54.22% | -42.73% |
Max Drawdown (3Y)Largest decline over 3 years | -99.41% | -67.96% | -31.45% |
Max Drawdown (5Y)Largest decline over 5 years | -99.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -29.70% | -70.30% |
Average DrawdownAverage peak-to-trough decline | -80.43% | -57.77% | -22.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.48% | 22.15% | +53.33% |
Volatility
FTFT vs. BULZ - Volatility Comparison
Future FinTech Group Inc. (FTFT) has a higher volatility of 33.50% compared to MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) at 29.25%. This indicates that FTFT's price experiences larger fluctuations and is considered to be riskier 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
| FTFT | BULZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.50% | 29.25% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 76.66% | 64.97% | +11.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 195.91% | 80.58% | +115.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 122.65% | 91.67% | +30.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 158.94% | 91.67% | +67.27% |
Dividends
FTFT vs. BULZ - Dividend Comparison
Neither FTFT nor BULZ has paid dividends to shareholders.
Frequently Asked Questions
FTFT and BULZ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTFT has higher volatility (33.50%) compared to BULZ (29.25%). In terms of maximum drawdown, FTFT dropped -100.00% vs BULZ's -94.44%.
BULZ currently has the higher Sharpe Ratio (1.44 vs -0.47), 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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