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TTT vs. BITO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTT vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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TTT vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TTT
UltraPro Short 20+ Year Treasury
1.05%-7.89%38.07%-11.25%150.17%-12.29%
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, TTT achieves a 1.05% return, which is significantly higher than BITO's -22.79% return.


TTT

1D
-0.01%
1M
10.63%
YTD
1.05%
6M
7.36%
1Y
10.71%
3Y*
12.82%
5Y*
15.06%
10Y*
-2.26%

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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TTT vs. BITO - Expense Ratio Comparison

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


Return for Risk

TTT vs. BITO — Risk / Return Rank

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

TTT
TTT Risk / Return Rank: 1919
Overall Rank
TTT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 2323
Sortino Ratio Rank
TTT Omega Ratio Rank: 2020
Omega Ratio Rank
TTT Calmar Ratio Rank: 1818
Calmar Ratio Rank
TTT Martin Ratio Rank: 1515
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.

TTT vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) 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.


TTTBITODifference

Sharpe ratio

Return per unit of total volatility

0.31

-0.52

+0.83

Sortino ratio

Return per unit of downside risk

0.72

-0.50

+1.21

Omega ratio

Gain probability vs. loss probability

1.08

0.94

+0.14

Calmar ratio

Return relative to maximum drawdown

0.28

-0.42

+0.70

Martin ratio

Return relative to average drawdown

0.49

-0.89

+1.37

TTT vs. BITO - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is 0.31, which is higher than the BITO Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of TTT 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


TTTBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

-0.52

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

-0.08

-0.16

Correlation

The correlation between TTT and BITO is 0.01, 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

TTT vs. BITO - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 9.57%, less than BITO's 80.47% yield.


TTM20252024202320222021202020192018
TTT
UltraPro Short 20+ Year Treasury
9.57%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%
BITO
ProShares Bitcoin Strategy ETF
80.47%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TTT vs. BITO - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for TTT and BITO.


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Drawdown Indicators


TTTBITODifference

Max Drawdown

Largest peak-to-trough decline

-94.00%

-77.86%

-16.14%

Max Drawdown (1Y)

Largest decline over 1 year

-25.97%

-50.05%

+24.08%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

Current Drawdown

Current decline from peak

-78.81%

-46.75%

-32.06%

Average Drawdown

Average peak-to-trough decline

-70.26%

-36.57%

-33.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.08%

23.73%

-8.65%

Volatility

TTT vs. BITO - Volatility Comparison

The current volatility for UltraPro Short 20+ Year Treasury (TTT) is 10.82%, while ProShares Bitcoin Strategy ETF (BITO) has a volatility of 12.84%. This indicates that TTT experiences smaller price fluctuations and is considered to be less risky 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


TTTBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

12.84%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

36.71%

-17.00%

Volatility (1Y)

Calculated over the trailing 1-year period

34.30%

45.32%

-11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.21%

55.77%

-8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.46%

55.77%

-12.31%