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

Key characteristics


FTFTBULZ
YTD Return-82.51%64.20%
1Y Return-59.83%131.44%
3Y Return (Ann)-68.61%-20.09%
Sharpe Ratio-0.591.87
Sortino Ratio-0.632.22
Omega Ratio0.931.30
Calmar Ratio-0.581.67
Martin Ratio-0.926.66
Ulcer Index62.98%19.82%
Daily Std Dev97.55%70.47%
Max Drawdown-99.90%-94.44%
Current Drawdown-99.89%-50.08%

Correlation

-0.50.00.51.00.3

The correlation between FTFT and BULZ is 0.27, 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.

Performance

FTFT vs. BULZ - Performance Comparison

In the year-to-date period, FTFT achieves a -82.51% return, which is significantly lower than BULZ's 64.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-59.00%
41.93%
FTFT
BULZ

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.


FTFT
Sharpe ratio
The chart of Sharpe ratio for FTFT, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.59
Sortino ratio
The chart of Sortino ratio for FTFT, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.006.00-0.63
Omega ratio
The chart of Omega ratio for FTFT, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for FTFT, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.59
Martin ratio
The chart of Martin ratio for FTFT, currently valued at -0.92, compared to the broader market-10.000.0010.0020.0030.00-0.92
BULZ
Sharpe ratio
The chart of Sharpe ratio for BULZ, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.001.87
Sortino ratio
The chart of Sortino ratio for BULZ, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for BULZ, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for BULZ, currently valued at 1.67, compared to the broader market0.002.004.006.001.67
Martin ratio
The chart of Martin ratio for BULZ, currently valued at 6.66, compared to the broader market-10.000.0010.0020.0030.006.66

FTFT vs. BULZ - Sharpe Ratio Comparison

The current FTFT Sharpe Ratio is -0.59, which is lower than the BULZ Sharpe Ratio of 1.87. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.59
1.87
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 -99.90%, 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%JuneJulyAugustSeptemberOctoberNovember
-97.75%
-50.08%
FTFT
BULZ

Volatility

FTFT vs. BULZ - Volatility Comparison

The current volatility for Future FinTech Group Inc. (FTFT) is 14.29%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 21.79%. This indicates that FTFT 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%JuneJulyAugustSeptemberOctoberNovember
14.29%
21.79%
FTFT
BULZ