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TQQQ vs. BITO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQQQ vs. BITO - Performance Comparison

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

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TQQQ vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TQQQ
ProShares UltraPro QQQ
-17.87%34.35%58.27%198.04%-79.09%16.44%
BITO
ProShares Bitcoin Strategy ETF
-22.79%-11.19%104.45%137.33%-63.91%-31.09%

Returns By Period

In the year-to-date period, TQQQ achieves a -17.87% return, which is significantly higher than BITO's -22.79% return.


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%

BITO

1D
0.60%
1M
-1.72%
YTD
-22.79%
6M
-43.10%
1Y
-23.27%
3Y*
24.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQQQ vs. BITO - Expense Ratio Comparison

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


Return for Risk

TQQQ vs. BITO — Risk / Return Rank

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

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

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

TQQQ vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) 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.


TQQQBITODifference

Sharpe ratio

Return per unit of total volatility

0.72

-0.52

+1.24

Sortino ratio

Return per unit of downside risk

1.41

-0.50

+1.91

Omega ratio

Gain probability vs. loss probability

1.20

0.94

+0.26

Calmar ratio

Return relative to maximum drawdown

1.41

-0.42

+1.82

Martin ratio

Return relative to average drawdown

4.28

-0.89

+5.17

TQQQ vs. BITO - Sharpe Ratio Comparison

The current TQQQ Sharpe Ratio is 0.72, which is higher than the BITO Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of TQQQ 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


TQQQBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

-0.52

+1.24

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

0.65

-0.08

+0.72

Correlation

The correlation between TQQQ and BITO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TQQQ vs. BITO - Dividend Comparison

TQQQ's dividend yield for the trailing twelve months is around 0.73%, less than BITO's 80.47% yield.


TTM20252024202320222021202020192018201720162015
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%
BITO
ProShares Bitcoin Strategy ETF
80.47%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TQQQ vs. BITO - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, roughly equal to the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for TQQQ and BITO.


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Drawdown Indicators


TQQQBITODifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-77.86%

-3.80%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

-50.05%

+13.08%

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

-28.08%

-46.75%

+18.67%

Average Drawdown

Average peak-to-trough decline

-18.66%

-36.57%

+17.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.13%

23.73%

-11.60%

Volatility

TQQQ vs. BITO - Volatility Comparison

ProShares UltraPro QQQ (TQQQ) has a higher volatility of 19.74% compared to ProShares Bitcoin Strategy ETF (BITO) at 12.84%. This indicates that TQQQ'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


TQQQBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.74%

12.84%

+6.90%

Volatility (6M)

Calculated over the trailing 6-month period

38.50%

36.71%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

67.35%

45.32%

+22.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.53%

55.77%

+10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.83%

55.77%

+10.06%