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FUTR.L vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUTR.L vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Future plc (FUTR.L) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FUTR.L is traded in GBp, while BITO is traded in USD. To make them comparable, the BITO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FUTR.L achieves a -41.80% return, which is significantly lower than BITO's -26.10% return.


FUTR.L

1D
-4.20%
1M
-10.83%
YTD
-41.80%
6M
-48.89%
1Y
-54.74%
3Y*
-25.09%
5Y*
-36.12%
10Y*
11.20%

BITO

1D
-2.69%
1M
-17.95%
YTD
-26.10%
6M
-31.18%
1Y
-40.60%
3Y*
22.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTR.L vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FUTR.L
Future plc
-41.80%-42.99%17.05%-37.07%-66.89%7.71%
BITO
ProShares Bitcoin Strategy ETF
-26.10%-17.52%108.02%125.47%-59.62%-29.79%

Correlation

The correlation between FUTR.L and BITO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2021

0.13

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Return for Risk

FUTR.L vs. BITO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FUTR.L
FUTR.L Risk / Return Rank: 44
Overall Rank
FUTR.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FUTR.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FUTR.L Omega Ratio Rank: 33
Omega Ratio Rank
FUTR.L Calmar Ratio Rank: 88
Calmar Ratio Rank
FUTR.L Martin Ratio Rank: 33
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUTR.L vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Future plc (FUTR.L) and ProShares Bitcoin Strategy ETF (BITO). 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.


FUTR.LBITODifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

0.76

0.85

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.81

-0.05

Martin ratioReturn relative to average drawdown

-1.64

-1.41

-0.23

FUTR.L vs. BITO - Sharpe Ratio Comparison

The current FUTR.L Sharpe Ratio is -1.17, which is comparable to the BITO Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of FUTR.L and BITO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FUTR.LBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.17

-0.96

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.08

-0.07

Drawdowns

FUTR.L vs. BITO - Drawdown Comparison

The maximum FUTR.L drawdown since its inception was -98.91%, which is greater than BITO's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for FUTR.L and BITO.


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Drawdown Indicators


FUTR.LBITODifference

Max Drawdown

Largest peak-to-trough decline

-98.91%

-74.61%

-24.30%

Max Drawdown (1Y)

Largest decline over 1 year

-63.65%

-50.23%

-13.42%

Max Drawdown (3Y)

Largest decline over 3 years

-75.10%

-50.23%

-24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-92.65%

Max Drawdown (10Y)

Largest decline over 10 years

-92.65%

Current Drawdown

Current decline from peak

-95.48%

-49.00%

-46.48%

Average Drawdown

Average peak-to-trough decline

-86.12%

-35.05%

-51.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.41%

28.88%

+4.53%

Volatility

FUTR.L vs. BITO - Volatility Comparison

Future plc (FUTR.L) has a higher volatility of 21.73% compared to ProShares Bitcoin Strategy ETF (BITO) at 9.75%. This indicates that FUTR.L's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUTR.LBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.73%

9.75%

+11.98%

Volatility (6M)

Calculated over the trailing 6-month period

43.25%

33.28%

+9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

46.81%

42.54%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.48%

53.89%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.88%

53.89%

-1.01%

Dividends

FUTR.L vs. BITO - Dividend Comparison

FUTR.L's dividend yield for the trailing twelve months is around 5.74%, less than BITO's 67.63% yield.


PositionTTM2025202420232022202120202019
BITO
ProShares Bitcoin Strategy ETF
67.63%78.29%61.59%15.14%0.00%0.00%0.00%0.00%
FUTR.L
Future plc
5.74%0.65%0.37%0.43%0.22%0.04%0.06%0.03%

Frequently Asked Questions


FUTR.L and BITO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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