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

Correlation

The correlation between FTFT and BULZ is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FTFT vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future FinTech Group Inc. (FTFT) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-97.62%
-30.26%
FTFT
BULZ

Key characteristics

Sharpe Ratio

FTFT:

-0.68

BULZ:

0.98

Sortino Ratio

FTFT:

-1.09

BULZ:

1.56

Omega Ratio

FTFT:

0.88

BULZ:

1.20

Calmar Ratio

FTFT:

-0.73

BULZ:

0.97

Martin Ratio

FTFT:

-1.06

BULZ:

3.47

Ulcer Index

FTFT:

68.85%

BULZ:

20.42%

Daily Std Dev

FTFT:

108.13%

BULZ:

72.07%

Max Drawdown

FTFT:

-99.91%

BULZ:

-94.44%

Current Drawdown

FTFT:

-99.90%

BULZ:

-50.81%

Returns By Period

In the year-to-date period, FTFT achieves a -83.53% return, which is significantly lower than BULZ's 61.79% return.


FTFT

YTD

-83.53%

1M

-29.10%

6M

-47.22%

1Y

-73.79%

5Y*

-33.73%

10Y*

-38.62%

BULZ

YTD

61.79%

1M

6.23%

6M

8.03%

1Y

62.01%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FTFT vs. BULZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Future FinTech Group Inc. (FTFT) 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 FTFT, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.680.98
The chart of Sortino ratio for FTFT, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.091.56
The chart of Omega ratio for FTFT, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.20
The chart of Calmar ratio for FTFT, currently valued at -0.74, compared to the broader market0.002.004.006.00-0.740.97
The chart of Martin ratio for FTFT, currently valued at -1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.063.47
FTFT
BULZ

The current FTFT Sharpe Ratio is -0.68, which is lower than the BULZ Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FTFT 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
0.98
FTFT
BULZ

Dividends

FTFT vs. BULZ - Dividend Comparison

Neither FTFT nor BULZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTFT vs. BULZ - Drawdown Comparison

The maximum FTFT drawdown since its inception was -99.91%, 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. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-97.88%
-50.81%
FTFT
BULZ

Volatility

FTFT vs. BULZ - Volatility Comparison

Future FinTech Group Inc. (FTFT) has a higher volatility of 33.58% compared to MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) at 21.81%. 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.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
33.58%
21.81%
FTFT
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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