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TBX vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TBX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBX achieves a 3.50% return, which is significantly higher than BTC-USD's -27.00% return. Over the past 10 years, TBX has underperformed BTC-USD with an annualized return of 2.19%, while BTC-USD has yielded a comparatively higher 57.64% annualized return.


TBX

1D
-0.06%
1M
0.30%
6M
2.94%
YTD
3.50%
1Y
2.47%
3Y*
4.48%
5Y*
6.52%
10Y*
2.19%

BTC-USD

1D
0.16%
1M
-0.89%
6M
-33.12%
YTD
-27.00%
1Y
-46.45%
3Y*
28.84%
5Y*
14.98%
10Y*
57.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBX
ProShares Short 7-10 Year Treasury
3.50%-1.15%8.52%3.99%18.31%1.70%-9.96%-5.20%1.25%-2.61%
BTC-USD
Bitcoin
-27.00%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between TBX and BTC-USD 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 (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2012

-0.00

The correlation between TBX and BTC-USD shifts across timeframes, from -0.11 (1 year) to -0.00 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

TBX vs. BTC-USD — Risk / Return Rank

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

TBX
TBX Risk / Return Rank: 2020
Overall Rank
TBX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TBX Omega Ratio Rank: 1717
Omega Ratio Rank
TBX Calmar Ratio Rank: 2424
Calmar Ratio Rank
TBX Martin Ratio Rank: 2121
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD 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.

TBX vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) and Bitcoin (BTC-USD). 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.


TBXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.09

0.83

+0.26

Calmar ratioReturn relative to maximum drawdown

0.92

-0.88

+1.80

Martin ratioReturn relative to average drawdown

1.92

-1.41

+3.33

TBX vs. BTC-USD - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.52, which is higher than the BTC-USD Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of TBX and BTC-USD, 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

TBX vs. BTC-USD - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for TBX and BTC-USD.


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Drawdown Indicators


TBXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-85.30%

+44.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-53.08%

+50.39%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-53.08%

+45.31%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-76.67%

+68.90%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-83.80%

+64.34%

Current Drawdown

Current decline from peak

-16.75%

-48.79%

+32.04%

Average Drawdown

Average peak-to-trough decline

-26.56%

-42.59%

+16.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

29.41%

-28.06%

Volatility

TBX vs. BTC-USD - Volatility Comparison

The current volatility for ProShares Short 7-10 Year Treasury (TBX) is 1.47%, while Bitcoin (BTC-USD) has a volatility of 9.63%. This indicates that TBX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

9.63%

-8.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.67%

34.90%

-31.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

35.73%

-31.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

43.96%

-35.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

56.33%

-49.22%

Frequently Asked Questions


TBX and BTC-USD 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.

BTC-USD has higher volatility (9.63%) compared to TBX (1.47%). In terms of maximum drawdown, TBX dropped -41.04% vs BTC-USD's -85.30%.

TBX currently has the higher Sharpe Ratio (0.52 vs -1.08), 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

Find the right allocation for TBX and BTC-USD

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