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LOUP vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOUP vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Deepwater Frontier Tech ETF (LOUP) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOUP achieves a 11.39% return, which is significantly lower than BITI's 27.11% return.


LOUP

1D
-1.29%
1M
-11.40%
6M
9.89%
YTD
11.39%
1Y
37.12%
3Y*
27.47%
5Y*
10.70%
10Y*
ALL TIME*
16.49%

BITI

1D
3.01%
1M
-2.58%
6M
22.77%
YTD
27.11%
1Y
58.64%
3Y*
-31.77%
5Y*
10Y*
ALL TIME*
-35.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.10M$26.49M$38.71M
$926.73K$920.97K$1.38M

LOUP vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
LOUP
Innovator Deepwater Frontier Tech ETF
11.39%43.24%21.80%51.31%-2.34%
BITI
ProShares Short Bitcoin ETF
27.11%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between LOUP and BITI is -0.51, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.51

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

-0.39

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

-0.41

The correlation between LOUP and BITI shifts across timeframes, from -0.51 (1 year) to -0.39 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LOUP vs. BITI — Risk / Return Rank

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

LOUP
LOUP Risk / Return Rank: 4242
Overall Rank
LOUP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LOUP Sortino Ratio Rank: 4141
Sortino Ratio Rank
LOUP Omega Ratio Rank: 3838
Omega Ratio Rank
LOUP Calmar Ratio Rank: 4444
Calmar Ratio Rank
LOUP Martin Ratio Rank: 4242
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 6161
Overall Rank
BITI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 6060
Sortino Ratio Rank
BITI Omega Ratio Rank: 5555
Omega Ratio Rank
BITI Calmar Ratio Rank: 7373
Calmar Ratio Rank
BITI Martin Ratio Rank: 5353
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.

LOUP vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Deepwater Frontier Tech ETF (LOUP) and ProShares Short Bitcoin ETF (BITI). 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.


LOUPBITIDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.55

2.53

-0.98

Martin ratioReturn relative to average drawdown

4.59

6.17

-1.58

LOUP vs. BITI - Sharpe Ratio Comparison

The current LOUP Sharpe Ratio is 1.05, which is comparable to the BITI Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of LOUP and BITI, 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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Drawdowns

LOUP vs. BITI - Drawdown Comparison

The maximum LOUP drawdown since its inception was -58.68%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for LOUP and BITI.


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Drawdown Indicators


LOUPBITIDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-92.16%

+33.48%

Max Drawdown (1Y)

Largest decline over 1 year

-21.00%

-25.28%

+4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-35.23%

-84.63%

+49.40%

Max Drawdown (5Y)

Largest decline over 5 years

-55.63%

Current Drawdown

Current decline from peak

-14.75%

-86.12%

+71.37%

Average Drawdown

Average peak-to-trough decline

-19.79%

-68.59%

+48.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.09%

10.35%

-3.26%

Volatility

LOUP vs. BITI - Volatility Comparison

Innovator Deepwater Frontier Tech ETF (LOUP) and ProShares Short Bitcoin ETF (BITI) have volatilities of 9.47% and 9.13%, 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


LOUPBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

9.13%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

25.04%

33.31%

-8.27%

Volatility (1Y)

Calculated over the trailing 1-year period

31.22%

44.23%

-13.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.84%

52.03%

-19.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.07%

52.03%

-19.96%

LOUP vs. BITI - Expense Ratio Comparison

LOUP has a 0.70% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

LOUP vs. BITI - Dividend Comparison

LOUP has not paid dividends to shareholders, while BITI's dividend yield for the trailing twelve months is around 15.30%.


PositionTTM2025202420232022
BITI
ProShares Short Bitcoin ETF
15.17%1.60%3.91%3.33%0.06%
LOUP
Innovator Deepwater Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LOUP and BITI have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOUP has higher volatility (9.47%) compared to BITI (9.13%). In terms of maximum drawdown, LOUP dropped -58.68% vs BITI's -92.16%.

On 3-year performance, LOUP leads with 27.47% vs -31.77% for BITI. On fees, LOUP is cheaper at 0.70% per year. On volatility, BITI has been the lower-risk option at 9.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, LOUP has performed better with a 27.47% return vs -31.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LOUP is cheaper with a 0.70% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.17%, compared with 0.00% for LOUP.

LOUP is categorized as Technology Equities, while BITI is Cryptocurrency. LOUP tracks Deepwater Frontier Tech Index, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.70% for LOUP and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.45 vs 1.05), 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 LOUP and BITI

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

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