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TTT vs. UUP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTT and UUP is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

TTT vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-77.11%
44.13%
TTT
UUP

Key characteristics

Sharpe Ratio

TTT:

-0.12

UUP:

-0.17

Sortino Ratio

TTT:

0.13

UUP:

-0.17

Omega Ratio

TTT:

1.01

UUP:

0.98

Calmar Ratio

TTT:

-0.06

UUP:

-0.13

Martin Ratio

TTT:

-0.28

UUP:

-0.44

Ulcer Index

TTT:

19.03%

UUP:

2.81%

Daily Std Dev

TTT:

43.11%

UUP:

7.30%

Max Drawdown

TTT:

-94.00%

UUP:

-22.19%

Current Drawdown

TTT:

-78.85%

UUP:

-8.48%

Returns By Period

The year-to-date returns for both stocks are quite close, with TTT having a -7.09% return and UUP slightly lower at -7.14%. Over the past 10 years, TTT has underperformed UUP with an annualized return of -4.75%, while UUP has yielded a comparatively higher 2.20% annualized return.


TTT

YTD

-7.09%

1M

3.48%

6M

9.98%

1Y

-7.72%

5Y*

26.94%

10Y*

-4.75%

UUP

YTD

-7.14%

1M

-4.21%

6M

-2.15%

1Y

-0.93%

5Y*

2.44%

10Y*

2.20%

*Annualized

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TTT vs. UUP - Expense Ratio Comparison

TTT has a 0.95% expense ratio, which is higher than UUP's 0.75% expense ratio.


Expense ratio chart for TTT: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TTT: 0.95%
Expense ratio chart for UUP: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UUP: 0.75%

Risk-Adjusted Performance

TTT vs. UUP — Risk-Adjusted Performance Rank

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

TTT
The Risk-Adjusted Performance Rank of TTT is 1919
Overall Rank
The Sharpe Ratio Rank of TTT is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of TTT is 2222
Sortino Ratio Rank
The Omega Ratio Rank of TTT is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TTT is 1818
Calmar Ratio Rank
The Martin Ratio Rank of TTT is 1717
Martin Ratio Rank

UUP
The Risk-Adjusted Performance Rank of UUP is 1313
Overall Rank
The Sharpe Ratio Rank of UUP is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of UUP is 1212
Sortino Ratio Rank
The Omega Ratio Rank of UUP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of UUP is 1313
Calmar Ratio Rank
The Martin Ratio Rank of UUP is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTT vs. UUP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.


The chart of Sharpe ratio for TTT, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
TTT: -0.12
UUP: -0.17
The chart of Sortino ratio for TTT, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
TTT: 0.13
UUP: -0.17
The chart of Omega ratio for TTT, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
TTT: 1.01
UUP: 0.98
The chart of Calmar ratio for TTT, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
TTT: -0.06
UUP: -0.13
The chart of Martin ratio for TTT, currently valued at -0.28, compared to the broader market0.0020.0040.0060.00
TTT: -0.28
UUP: -0.44

The current TTT Sharpe Ratio is -0.12, which is comparable to the UUP Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of TTT and UUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.12
-0.17
TTT
UUP

Dividends

TTT vs. UUP - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 5.93%, more than UUP's 4.82% yield.


TTM20242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
5.93%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
4.82%4.48%6.45%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

TTT vs. UUP - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for TTT and UUP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-78.85%
-8.48%
TTT
UUP

Volatility

TTT vs. UUP - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 17.44% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 3.70%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.44%
3.70%
TTT
UUP