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GOOX vs. TTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOX vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and UltraPro Short 20+ Year Treasury (TTT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOOX achieves a 27.57% return, which is significantly higher than TTT's 3.08% return.


GOOX

1D
7.36%
1M
-9.11%
YTD
27.57%
6M
22.03%
1Y
295.95%
3Y*
5Y*
10Y*

TTT

1D
-0.49%
1M
-0.84%
YTD
3.08%
6M
8.60%
1Y
-2.36%
3Y*
9.59%
5Y*
17.18%
10Y*
-1.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOX vs. TTT - Yearly Performance Comparison


2026 (YTD)20252024
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
27.57%121.41%46.80%
TTT
UltraPro Short 20+ Year Treasury
3.08%-7.89%28.11%

Correlation

The correlation between GOOX and TTT is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

-0.03

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Return for Risk

GOOX vs. TTT — Risk / Return Rank

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

GOOX
GOOX Risk / Return Rank: 9494
Overall Rank
GOOX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GOOX Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOX Omega Ratio Rank: 9292
Omega Ratio Rank
GOOX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOOX Martin Ratio Rank: 9494
Martin Ratio Rank

TTT
TTT Risk / Return Rank: 88
Overall Rank
TTT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 99
Sortino Ratio Rank
TTT Omega Ratio Rank: 99
Omega Ratio Rank
TTT Calmar Ratio Rank: 88
Calmar Ratio Rank
TTT Martin Ratio Rank: 88
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.

GOOX vs. TTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and UltraPro Short 20+ Year Treasury (TTT). 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.


GOOXTTTDifference
Sharpe ratioReturn per unit of total volatility

+5.25

Sortino ratioReturn per unit of downside risk

+4.99

Omega ratioGain probability vs. loss probability

1.60

1.01

+0.59

Calmar ratioReturn relative to maximum drawdown

7.65

-0.11

+7.75

Martin ratioReturn relative to average drawdown

25.83

-0.20

+26.03

GOOX vs. TTT - Sharpe Ratio Comparison

The current GOOX Sharpe Ratio is 5.17, which is higher than the TTT Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of GOOX and TTT, 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


GOOXTTTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.17

-0.08

+5.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

-0.23

+1.58

Drawdowns

GOOX vs. TTT - Drawdown Comparison

The maximum GOOX drawdown since its inception was -52.46%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for GOOX and TTT.


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Drawdown Indicators


GOOXTTTDifference

Max Drawdown

Largest peak-to-trough decline

-52.46%

-94.00%

+41.54%

Max Drawdown (1Y)

Largest decline over 1 year

-38.98%

-22.18%

-16.80%

Max Drawdown (3Y)

Largest decline over 3 years

-49.69%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

Current Drawdown

Current decline from peak

-15.21%

-78.38%

+63.17%

Average Drawdown

Average peak-to-trough decline

-17.04%

-70.36%

+53.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

11.77%

-0.25%

Volatility

GOOX vs. TTT - Volatility Comparison

T-Rex 2X Long Alphabet Daily Target ETF (GOOX) has a higher volatility of 17.76% compared to UltraPro Short 20+ Year Treasury (TTT) at 8.59%. This indicates that GOOX's price experiences larger fluctuations and is considered to be riskier than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOXTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.76%

8.59%

+9.17%

Volatility (6M)

Calculated over the trailing 6-month period

40.63%

19.49%

+21.14%

Volatility (1Y)

Calculated over the trailing 1-year period

57.72%

29.26%

+28.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.49%

47.14%

+13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.49%

43.38%

+17.11%

GOOX vs. TTT - Expense Ratio Comparison

GOOX has a 1.05% expense ratio, which is higher than TTT's 0.95% expense ratio.


Dividends

GOOX vs. TTT - Dividend Comparison

GOOX's dividend yield for the trailing twelve months is around 0.24%, less than TTT's 9.38% yield.


PositionTTM20252024202320222021202020192018
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
0.24%0.30%16.78%0.00%0.00%0.00%0.00%0.00%0.00%
TTT
UltraPro Short 20+ Year Treasury
9.38%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%

Frequently Asked Questions


GOOX and TTT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOX has higher volatility (17.76%) compared to TTT (8.59%). In terms of maximum drawdown, GOOX dropped -52.46% vs TTT's -94.00%.

On 1-year performance, GOOX leads with 295.95% vs -2.36% for TTT. On fees, TTT is cheaper at 0.95% per year. On volatility, TTT has been the lower-risk option at 8.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GOOX has performed better with a 295.95% return vs -2.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TTT is cheaper with a 0.95% expense ratio, compared with 1.05% for GOOX.

TTT has the higher dividend yield at 9.38%, compared with 0.24% for GOOX.

They also come from different issuers: T-Rex and ProShares. Their fees differ too: 1.05% for GOOX and 0.95% for TTT.

GOOX currently has the higher Sharpe Ratio (5.17 vs -0.08), 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

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