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SBIT vs. TQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBIT vs. TQQQ - Performance Comparison

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

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SBIT vs. TQQQ - Yearly Performance Comparison


2026 (YTD)20252024
SBIT
Proshares Ultrashort Bitcoin ETF
31.57%-25.11%-73.13%
TQQQ
ProShares UltraPro QQQ
-17.87%34.35%32.64%

Returns By Period

In the year-to-date period, SBIT achieves a 31.57% return, which is significantly higher than TQQQ's -17.87% return.


SBIT

1D
-1.03%
1M
-1.33%
YTD
31.57%
6M
111.14%
1Y
-5.28%
3Y*
5Y*
10Y*

TQQQ

1D
3.72%
1M
-12.88%
YTD
-17.87%
6M
-17.28%
1Y
48.52%
3Y*
46.87%
5Y*
13.55%
10Y*
35.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBIT vs. TQQQ - Expense Ratio Comparison

Both SBIT and TQQQ have an expense ratio of 0.95%.


Return for Risk

SBIT vs. TQQQ — Risk / Return Rank

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

SBIT
SBIT Risk / Return Rank: 1313
Overall Rank
SBIT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 2020
Sortino Ratio Rank
SBIT Omega Ratio Rank: 1818
Omega Ratio Rank
SBIT Calmar Ratio Rank: 99
Calmar Ratio Rank
SBIT Martin Ratio Rank: 1010
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 4747
Overall Rank
TQQQ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5050
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5353
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 4444
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.

SBIT vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Bitcoin ETF (SBIT) 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.


SBITTQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.72

-0.78

Sortino ratio

Return per unit of downside risk

0.57

1.41

-0.84

Omega ratio

Gain probability vs. loss probability

1.07

1.20

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.17

1.41

-1.57

Martin ratio

Return relative to average drawdown

-0.24

4.28

-4.52

SBIT vs. TQQQ - Sharpe Ratio Comparison

The current SBIT Sharpe Ratio is -0.06, which is lower than the TQQQ Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SBIT and TQQQ, 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


SBITTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.72

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.65

-1.14

Correlation

The correlation between SBIT and TQQQ is -0.43. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SBIT vs. TQQQ - Dividend Comparison

SBIT's dividend yield for the trailing twelve months is around 3.42%, more than TQQQ's 0.73% yield.


TTM20252024202320222021202020192018201720162015
SBIT
Proshares Ultrashort Bitcoin ETF
3.42%0.52%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.73%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Drawdowns

SBIT vs. TQQQ - Drawdown Comparison

The maximum SBIT drawdown since its inception was -91.35%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for SBIT and TQQQ.


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Drawdown Indicators


SBITTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-91.35%

-81.66%

-9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-67.11%

-36.97%

-30.14%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-79.12%

-28.08%

-51.04%

Average Drawdown

Average peak-to-trough decline

-67.28%

-18.66%

-48.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.12%

12.13%

+34.99%

Volatility

SBIT vs. TQQQ - Volatility Comparison

Proshares Ultrashort Bitcoin ETF (SBIT) has a higher volatility of 26.24% compared to ProShares UltraPro QQQ (TQQQ) at 19.74%. This indicates that SBIT's price experiences larger fluctuations and is considered to be riskier than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBITTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.24%

19.74%

+6.50%

Volatility (6M)

Calculated over the trailing 6-month period

72.98%

38.50%

+34.48%

Volatility (1Y)

Calculated over the trailing 1-year period

90.40%

67.35%

+23.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

99.58%

66.53%

+33.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.58%

65.83%

+33.75%