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KOLD vs. BITO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KOLD vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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KOLD vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KOLD
ProShares UltraShort Bloomberg Natural Gas
-38.45%-17.48%-11.34%249.82%-88.62%48.77%
BITO
ProShares Bitcoin Strategy ETF
-23.25%-11.19%104.45%137.33%-63.91%-31.09%

Returns By Period

In the year-to-date period, KOLD achieves a -38.45% return, which is significantly lower than BITO's -23.25% return.


KOLD

1D
-0.73%
1M
-7.42%
YTD
-38.45%
6M
-37.60%
1Y
10.94%
3Y*
-15.68%
5Y*
-43.73%
10Y*
-29.03%

BITO

1D
1.75%
1M
2.92%
YTD
-23.25%
6M
-41.96%
1Y
-21.48%
3Y*
24.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KOLD vs. BITO - Expense Ratio Comparison

Both KOLD and BITO have an expense ratio of 0.95%.


Return for Risk

KOLD vs. BITO — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 2323
Overall Rank
KOLD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 3838
Sortino Ratio Rank
KOLD Omega Ratio Rank: 3434
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1515
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1414
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 55
Overall Rank
BITO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 55
Sortino Ratio Rank
BITO Omega Ratio Rank: 55
Omega Ratio Rank
BITO Calmar Ratio Rank: 55
Calmar Ratio Rank
BITO Martin Ratio Rank: 55
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.

KOLD vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) 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.


KOLDBITODifference

Sharpe ratio

Return per unit of total volatility

0.09

-0.48

+0.57

Sortino ratio

Return per unit of downside risk

1.02

-0.43

+1.45

Omega ratio

Gain probability vs. loss probability

1.13

0.95

+0.18

Calmar ratio

Return relative to maximum drawdown

0.11

-0.46

+0.57

Martin ratio

Return relative to average drawdown

0.27

-0.97

+1.24

KOLD vs. BITO - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.09, which is higher than the BITO Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of KOLD and BITO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KOLDBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

-0.48

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.08

-0.07

Correlation

The correlation between KOLD and BITO is 0.01, 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.


Dividends

KOLD vs. BITO - Dividend Comparison

KOLD has not paid dividends to shareholders, while BITO's dividend yield for the trailing twelve months is around 84.71%.


TTM202520242023
KOLD
ProShares UltraShort Bloomberg Natural Gas
0.00%0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF
84.71%78.29%61.59%15.14%

Drawdowns

KOLD vs. BITO - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for KOLD and BITO.


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Drawdown Indicators


KOLDBITODifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-77.86%

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-50.05%

-22.45%

Max Drawdown (5Y)

Largest decline over 5 years

-98.91%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

Current Drawdown

Current decline from peak

-97.48%

-47.07%

-50.41%

Average Drawdown

Average peak-to-trough decline

-69.15%

-36.56%

-32.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.16%

23.55%

+7.61%

Volatility

KOLD vs. BITO - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 29.18% compared to ProShares Bitcoin Strategy ETF (BITO) at 12.89%. This indicates that KOLD'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


KOLDBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

29.18%

12.89%

+16.29%

Volatility (6M)

Calculated over the trailing 6-month period

101.24%

36.69%

+64.55%

Volatility (1Y)

Calculated over the trailing 1-year period

120.63%

45.35%

+75.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.49%

55.79%

+62.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.91%

55.79%

+46.12%