FTFT vs. BULZ
FTFT (Future FinTech Group Inc.) is a stock, while BULZ (MicroSectors Solactive FANG & Innovation 3X Leveraged ETN) is Leveraged Equities fund tracking the Solactive FANG Innovation. Over the past 3 years, FTFT returned -72.26%/yr vs 100.25%/yr for BULZ. At a 0.26 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 -64.03% return, which is significantly lower than BULZ's 92.22% return.
FTFT
- 1D
- -5.13%
- 1M
- -28.39%
- YTD
- -64.03%
- 6M
- -77.07%
- 1Y
- -79.29%
- 3Y*
- -72.26%
- 5Y*
- -71.90%
- 10Y*
- -43.91%
BULZ
- 1D
- -4.32%
- 1M
- 33.43%
- YTD
- 92.22%
- 6M
- 82.15%
- 1Y
- 239.73%
- 3Y*
- 100.25%
- 5Y*
- —
- 10Y*
- —
FTFT vs. BULZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FTFT Future FinTech Group Inc. | -64.03% | -75.11% | -83.07% | -1.61% | -72.03% | -47.43% |
BULZ MicroSectors Solactive FANG & Innovation 3X Leveraged ETN | 92.22% | 60.09% | 54.09% | 394.22% | -92.26% | 12.62% |
Correlation
The correlation between FTFT and BULZ 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 | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2021 | 0.26 |
The correlation between FTFT and BULZ shifts across timeframes, from 0.19 (3 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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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 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 | BULZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.40 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 4.45 | -5.31 |
| Martin ratioReturn relative to average drawdown | -1.14 | 11.93 | -13.07 |
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
| FTFT | BULZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 3.24 | -3.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.18 | -0.18 |
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 | -92.96% | -54.22% | -38.74% |
Max Drawdown (3Y)Largest decline over 3 years | -98.63% | -67.96% | -30.67% |
Max Drawdown (5Y)Largest decline over 5 years | -99.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -9.44% | -90.56% |
Average DrawdownAverage peak-to-trough decline | -93.46% | -58.38% | -35.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.40% | 20.20% | +49.20% |
Volatility
FTFT vs. BULZ - Volatility Comparison
Future FinTech Group Inc. (FTFT) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) have volatilities of 23.63% and 22.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 23.63% | 22.83% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 71.90% | 56.98% | +14.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 194.72% | 74.46% | +120.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 121.97% | 91.22% | +30.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.56% | 91.22% | +68.34% |
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 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTFT has higher volatility (23.63%) compared to BULZ (22.83%). In terms of maximum drawdown, FTFT dropped -100.00% vs BULZ's -94.44%.
BULZ currently has the higher Sharpe Ratio (3.24 vs -0.41), 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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