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^DJT vs. FNPIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJT and FNPIX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

^DJT vs. FNPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Transportation Average (^DJT) and ProFunds Financials UltraSector Fund (FNPIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
403.85%
92.92%
^DJT
FNPIX

Key characteristics

Sharpe Ratio

^DJT:

-0.43

FNPIX:

0.90

Sortino Ratio

^DJT:

-0.48

FNPIX:

1.36

Omega Ratio

^DJT:

0.94

FNPIX:

1.20

Calmar Ratio

^DJT:

-0.36

FNPIX:

1.18

Martin Ratio

^DJT:

-1.04

FNPIX:

4.22

Ulcer Index

^DJT:

10.00%

FNPIX:

6.48%

Daily Std Dev

^DJT:

23.94%

FNPIX:

30.51%

Max Drawdown

^DJT:

-60.92%

FNPIX:

-93.14%

Current Drawdown

^DJT:

-22.37%

FNPIX:

-8.83%

Returns By Period

In the year-to-date period, ^DJT achieves a -13.30% return, which is significantly lower than FNPIX's 1.78% return. Over the past 10 years, ^DJT has underperformed FNPIX with an annualized return of 4.64%, while FNPIX has yielded a comparatively higher 11.06% annualized return.


^DJT

YTD

-13.30%

1M

6.14%

6M

-21.08%

1Y

-10.71%

5Y*

10.63%

10Y*

4.64%

FNPIX

YTD

1.78%

1M

17.99%

6M

-3.88%

1Y

24.63%

5Y*

19.87%

10Y*

11.06%

*Annualized

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Risk-Adjusted Performance

^DJT vs. FNPIX — Risk-Adjusted Performance Rank

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

^DJT
The Risk-Adjusted Performance Rank of ^DJT is 1010
Overall Rank
The Sharpe Ratio Rank of ^DJT is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJT is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ^DJT is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ^DJT is 88
Calmar Ratio Rank
The Martin Ratio Rank of ^DJT is 88
Martin Ratio Rank

FNPIX
The Risk-Adjusted Performance Rank of FNPIX is 7878
Overall Rank
The Sharpe Ratio Rank of FNPIX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FNPIX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FNPIX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FNPIX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FNPIX is 8080
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.

^DJT vs. FNPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and ProFunds Financials UltraSector Fund (FNPIX). 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 current ^DJT Sharpe Ratio is -0.43, which is lower than the FNPIX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ^DJT and FNPIX, 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-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.45
0.81
^DJT
FNPIX

Drawdowns

^DJT vs. FNPIX - Drawdown Comparison

The maximum ^DJT drawdown since its inception was -60.92%, smaller than the maximum FNPIX drawdown of -93.14%. Use the drawdown chart below to compare losses from any high point for ^DJT and FNPIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-22.37%
-8.83%
^DJT
FNPIX

Volatility

^DJT vs. FNPIX - Volatility Comparison

The current volatility for Dow Jones Transportation Average (^DJT) is 13.07%, while ProFunds Financials UltraSector Fund (FNPIX) has a volatility of 14.23%. This indicates that ^DJT experiences smaller price fluctuations and is considered to be less risky than FNPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.07%
14.23%
^DJT
FNPIX