PortfoliosLab logoPortfoliosLab logo
GBTC vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GBTC achieves a -27.25% return, which is significantly lower than TQQQ's 42.48% return. Over the past 10 years, GBTC has outperformed TQQQ with an annualized return of 49.90%, while TQQQ has yielded a comparatively lower 40.86% annualized return.


GBTC

1D
0.61%
1M
4.39%
6M
-16.57%
YTD
-27.25%
1Y
-44.89%
3Y*
37.28%
5Y*
8.08%
10Y*
49.90%
ALL TIME*
54.71%

TQQQ

1D
10.09%
1M
2.00%
6M
43.02%
YTD
42.48%
1Y
72.20%
3Y*
55.55%
5Y*
17.84%
10Y*
40.86%
ALL TIME*
43.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$77.84M$75.78M$100.19M
$4.74B$4.51B$5.37B

GBTC vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
-27.25%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%
TQQQ
ProShares UltraPro QQQ
42.48%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between GBTC and TQQQ is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.44

Correlation (10Y)
Provides a long-term view across more market conditions.

0.29

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.26

Over the past year, GBTC and TQQQ have become more correlated (0.49) than their long-term average of 0.26, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

GBTC vs. TQQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 4545
Overall Rank
TQQQ Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 4444
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 4242
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GBTC vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and ProShares UltraPro QQQ (TQQQ). 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.


GBTCTQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.30

Omega ratioGain probability vs. loss probability

0.83

1.22

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.84

1.96

-2.80

Martin ratioReturn relative to average drawdown

-1.28

5.43

-6.71

GBTC vs. TQQQ - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -1.02, which is lower than the TQQQ Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GBTC and TQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GBTC vs. TQQQ - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for GBTC and TQQQ.


Loading charts...

Drawdown Indicators


GBTCTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-81.66%

-8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-53.75%

-36.97%

-16.78%

Max Drawdown (3Y)

Largest decline over 3 years

-53.75%

-58.04%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

-81.66%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

-81.66%

-8.25%

Current Drawdown

Current decline from peak

-49.48%

-14.02%

-35.46%

Average Drawdown

Average peak-to-trough decline

-43.52%

-18.49%

-25.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.20%

13.34%

+21.86%

Volatility

GBTC vs. TQQQ - Volatility Comparison

The current volatility for Grayscale Bitcoin Trust ETF (GBTC) is 8.10%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 22.54%. This indicates that GBTC experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GBTCTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

22.54%

-14.44%

Volatility (6M)

Calculated over the trailing 6-month period

32.98%

48.77%

-15.79%

Volatility (1Y)

Calculated over the trailing 1-year period

44.30%

58.29%

-13.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.53%

68.25%

-7.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.15%

66.68%

+14.47%

GBTC vs. TQQQ - Expense Ratio Comparison

GBTC has a 1.50% expense ratio, which is higher than TQQQ's 0.95% expense ratio.


Dividends

GBTC vs. TQQQ - Dividend Comparison

GBTC has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM20252024202320222021202020192018201720162015
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.50%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


GBTC and TQQQ have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (22.54%) compared to GBTC (8.10%). In terms of maximum drawdown, GBTC dropped -89.91% vs TQQQ's -81.66%.

On 10-year performance, GBTC leads with 49.90% vs 40.86% for TQQQ. On fees, TQQQ is cheaper at 0.95% per year. On volatility, GBTC has been the lower-risk option at 8.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 49.90% return vs 40.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ is cheaper with a 0.95% expense ratio, compared with 1.50% for GBTC.

TQQQ has the higher dividend yield at 0.50%, compared with 0.00% for GBTC.

GBTC is categorized as Cryptocurrency, while TQQQ is Leveraged Equities. GBTC tracks CoinDesk Bitcoin Benchmark Rate Index, while TQQQ tracks NASDAQ-100 Index (300%). They also come from different issuers: Grayscale and ProShares. Their fees differ too: 1.50% for GBTC and 0.95% for TQQQ.

TQQQ currently has the higher Sharpe Ratio (1.25 vs -1.02), 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.

Portfolio Optimizer

Find the right allocation for GBTC and TQQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer