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TQQQ vs. BITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ vs. BITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro QQQ (TQQQ) and 2x Bitcoin Strategy ETF (BITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TQQQ achieves a 38.79% return, which is significantly higher than BITX's -59.63% return.


TQQQ

1D
-14.28%
1M
-4.23%
YTD
38.79%
6M
30.51%
1Y
98.25%
3Y*
60.11%
5Y*
24.09%
10Y*
42.84%

BITX

1D
-10.38%
1M
-44.71%
YTD
-59.63%
6M
-62.06%
1Y
-76.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ vs. BITX - Yearly Performance Comparison


2026 (YTD)202520242023
TQQQ
ProShares UltraPro QQQ
38.79%34.35%58.27%30.16%
BITX
2x Bitcoin Strategy ETF
-59.63%-38.71%163.41%47.23%

Correlation

The correlation between TQQQ and BITX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

0.37

The correlation between TQQQ and BITX shifts across timeframes, from 0.37 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TQQQ vs. BITX — Risk / Return Rank

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

TQQQ
TQQQ Risk / Return Rank: 5656
Overall Rank
TQQQ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5454
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5858
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 5454
Martin Ratio Rank

BITX
BITX Risk / Return Rank: 22
Overall Rank
BITX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITX Sortino Ratio Rank: 11
Sortino Ratio Rank
BITX Omega Ratio Rank: 22
Omega Ratio Rank
BITX Calmar Ratio Rank: 11
Calmar Ratio Rank
BITX Martin Ratio Rank: 11
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. BITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) and 2x Bitcoin Strategy ETF (BITX). 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.


TQQQBITXDifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+3.95

Omega ratioGain probability vs. loss probability

1.33

0.83

+0.50

Calmar ratioReturn relative to maximum drawdown

2.83

-0.92

+3.74

Martin ratioReturn relative to average drawdown

9.20

-1.49

+10.69

TQQQ vs. BITX - Sharpe Ratio Comparison

The current TQQQ Sharpe Ratio is 2.10, which is higher than the BITX Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of TQQQ and BITX, 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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Sharpe Ratios by Period


TQQQBITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

-0.86

+2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

-0.01

+0.73

Drawdowns

TQQQ vs. BITX - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, roughly equal to the maximum BITX drawdown of -82.16%. Use the drawdown chart below to compare losses from any high point for TQQQ and BITX.


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Drawdown Indicators


TQQQBITXDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-82.16%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

-82.16%

+45.19%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

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

-16.25%

-82.16%

+65.91%

Average Drawdown

Average peak-to-trough decline

-18.52%

-31.83%

+13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

50.55%

-39.22%

Volatility

TQQQ vs. BITX - Volatility Comparison

ProShares UltraPro QQQ (TQQQ) and 2x Bitcoin Strategy ETF (BITX) have volatilities of 20.42% and 20.21%, 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


TQQQBITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.42%

20.21%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

39.33%

68.69%

-29.36%

Volatility (1Y)

Calculated over the trailing 1-year period

49.81%

87.44%

-37.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.79%

98.39%

-31.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.11%

98.39%

-32.28%

TQQQ vs. BITX - Expense Ratio Comparison

TQQQ has a 0.95% expense ratio, which is lower than BITX's 2.38% expense ratio.


Dividends

TQQQ vs. BITX - Dividend Comparison

TQQQ's dividend yield for the trailing twelve months is around 0.43%, less than BITX's 39.27% yield.


PositionTTM20252024202320222021202020192018201720162015
BITX
2x Bitcoin Strategy ETF
39.27%21.69%10.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.43%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


TQQQ and BITX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (20.42%) compared to BITX (20.21%). In terms of maximum drawdown, TQQQ dropped -81.66% vs BITX's -82.16%.

On 1-year performance, TQQQ leads with 98.25% vs -76.33% for BITX. On fees, TQQQ is cheaper at 0.95% per year. On volatility, BITX has been the lower-risk option at 20.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TQQQ has performed better with a 98.25% return vs -76.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ is cheaper with a 0.95% expense ratio, compared with 2.38% for BITX.

BITX has the higher dividend yield at 39.27%, compared with 0.43% for TQQQ.

TQQQ is categorized as Leveraged Equities, while BITX is Cryptocurrency. TQQQ tracks NASDAQ-100 Index (300%), while BITX tracks S&P CME Bitcoin Futures Daily Roll Index (200%). They also come from different issuers: ProShares and Volatility Shares. Their fees differ too: 0.95% for TQQQ and 2.38% for BITX.

TQQQ currently has the higher Sharpe Ratio (2.10 vs -0.86), 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

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