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TQQQ vs. GBTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQQQ vs. GBTC - Performance Comparison

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

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TQQQ vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TQQQ
ProShares UltraPro QQQ
-17.68%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%
GBTC
Grayscale Bitcoin Trust (BTC)
-23.71%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Returns By Period

In the year-to-date period, TQQQ achieves a -17.68% return, which is significantly higher than GBTC's -23.71% return. Over the past 10 years, TQQQ has underperformed GBTC with an annualized return of 35.51%, while GBTC has yielded a comparatively higher 57.65% annualized return.


TQQQ

1D
0.23%
1M
-9.77%
YTD
-17.68%
6M
-18.09%
1Y
45.61%
3Y*
47.33%
5Y*
13.60%
10Y*
35.51%

GBTC

1D
-1.70%
1M
-1.94%
YTD
-23.71%
6M
-45.06%
1Y
-24.09%
3Y*
48.11%
5Y*
0.50%
10Y*
57.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TQQQ vs. GBTC — Risk / Return Rank

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

TQQQ
TQQQ Risk / Return Rank: 4141
Overall Rank
TQQQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 4646
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 4646
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 3636
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 2020
Overall Rank
GBTC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 1818
Sortino Ratio Rank
GBTC Omega Ratio Rank: 1919
Omega Ratio Rank
GBTC Calmar Ratio Rank: 2525
Calmar Ratio Rank
GBTC Martin Ratio Rank: 2323
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. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) and Grayscale Bitcoin Trust (BTC) (GBTC). 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.


TQQQGBTCDifference

Sharpe ratio

Return per unit of total volatility

0.68

-0.54

+1.22

Sortino ratio

Return per unit of downside risk

1.36

-0.53

+1.89

Omega ratio

Gain probability vs. loss probability

1.19

0.94

+0.25

Calmar ratio

Return relative to maximum drawdown

1.32

-0.45

+1.77

Martin ratio

Return relative to average drawdown

3.99

-0.95

+4.94

TQQQ vs. GBTC - Sharpe Ratio Comparison

The current TQQQ Sharpe Ratio is 0.68, which is higher than the GBTC Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of TQQQ and GBTC, 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


TQQQGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.54

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.01

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.70

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.67

-0.03

Correlation

The correlation between TQQQ and GBTC is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TQQQ vs. GBTC - Dividend Comparison

TQQQ's dividend yield for the trailing twelve months is around 0.73%, while GBTC has not paid dividends to shareholders.


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%
GBTC
Grayscale Bitcoin Trust (BTC)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%0.00%0.00%

Drawdowns

TQQQ vs. GBTC - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for TQQQ and GBTC.


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Drawdown Indicators


TQQQGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-89.91%

+8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

-49.55%

+12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

-85.80%

+4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

-89.91%

+8.25%

Current Drawdown

Current decline from peak

-27.92%

-47.02%

+19.10%

Average Drawdown

Average peak-to-trough decline

-18.67%

-43.48%

+24.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.26%

23.57%

-11.31%

Volatility

TQQQ vs. GBTC - Volatility Comparison

ProShares UltraPro QQQ (TQQQ) has a higher volatility of 19.09% compared to Grayscale Bitcoin Trust (BTC) (GBTC) at 10.84%. This indicates that TQQQ's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQQQGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.09%

10.84%

+8.25%

Volatility (6M)

Calculated over the trailing 6-month period

38.47%

36.69%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

67.32%

45.22%

+22.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.51%

64.17%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.81%

82.54%

-16.73%