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BMPIX vs. RYEUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMPIX vs. RYEUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Basic Materials UltraSector Fund (BMPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). The values are adjusted to include any dividend payments, if applicable.

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BMPIX vs. RYEUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMPIX
ProFunds Basic Materials UltraSector Fund
11.87%9.09%-5.35%15.30%-16.22%38.93%18.27%25.13%-26.81%34.96%
RYEUX
Rydex Europe 1.25x Strategy Fund
-5.46%32.95%-2.61%19.53%-12.87%18.73%0.35%29.80%-18.72%28.14%

Returns By Period

In the year-to-date period, BMPIX achieves a 11.87% return, which is significantly higher than RYEUX's -5.46% return. Over the past 10 years, BMPIX has outperformed RYEUX with an annualized return of 10.49%, while RYEUX has yielded a comparatively lower 7.62% annualized return.


BMPIX

1D
0.39%
1M
-11.85%
YTD
11.87%
6M
13.11%
1Y
18.80%
3Y*
7.48%
5Y*
6.04%
10Y*
10.49%

RYEUX

1D
0.54%
1M
-14.25%
YTD
-5.46%
6M
0.04%
1Y
9.74%
3Y*
9.26%
5Y*
7.95%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMPIX vs. RYEUX - Expense Ratio Comparison

BMPIX has a 1.89% expense ratio, which is higher than RYEUX's 1.69% expense ratio.


Return for Risk

BMPIX vs. RYEUX — Risk / Return Rank

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

BMPIX
BMPIX Risk / Return Rank: 2727
Overall Rank
BMPIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BMPIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
BMPIX Omega Ratio Rank: 2626
Omega Ratio Rank
BMPIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
BMPIX Martin Ratio Rank: 2525
Martin Ratio Rank

RYEUX
RYEUX Risk / Return Rank: 1616
Overall Rank
RYEUX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RYEUX Sortino Ratio Rank: 1414
Sortino Ratio Rank
RYEUX Omega Ratio Rank: 1414
Omega Ratio Rank
RYEUX Calmar Ratio Rank: 1818
Calmar Ratio Rank
RYEUX Martin Ratio Rank: 1818
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.

BMPIX vs. RYEUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Basic Materials UltraSector Fund (BMPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). 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.


BMPIXRYEUXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.41

+0.25

Sortino ratio

Return per unit of downside risk

1.13

0.69

+0.44

Omega ratio

Gain probability vs. loss probability

1.14

1.09

+0.05

Calmar ratio

Return relative to maximum drawdown

0.81

0.55

+0.26

Martin ratio

Return relative to average drawdown

2.63

1.94

+0.69

BMPIX vs. RYEUX - Sharpe Ratio Comparison

The current BMPIX Sharpe Ratio is 0.66, which is higher than the RYEUX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BMPIX and RYEUX, 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


BMPIXRYEUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.41

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.39

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.34

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.03

+0.14

Correlation

The correlation between BMPIX and RYEUX is 0.71, 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.


Dividends

BMPIX vs. RYEUX - Dividend Comparison

BMPIX's dividend yield for the trailing twelve months is around 1.62%, less than RYEUX's 6.30% yield.


TTM20252024202320222021202020192018201720162015
BMPIX
ProFunds Basic Materials UltraSector Fund
1.62%1.81%0.94%0.96%0.00%0.00%0.28%0.00%0.00%0.00%0.16%0.00%
RYEUX
Rydex Europe 1.25x Strategy Fund
6.30%5.95%12.32%0.67%0.00%0.00%5.03%0.46%8.58%0.25%0.91%0.15%

Drawdowns

BMPIX vs. RYEUX - Drawdown Comparison

The maximum BMPIX drawdown since its inception was -84.22%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for BMPIX and RYEUX.


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Drawdown Indicators


BMPIXRYEUXDifference

Max Drawdown

Largest peak-to-trough decline

-84.22%

-76.19%

-8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-21.39%

-15.24%

-6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-38.50%

-33.39%

-5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-61.41%

-42.08%

-19.33%

Current Drawdown

Current decline from peak

-12.48%

-14.57%

+2.09%

Average Drawdown

Average peak-to-trough decline

-24.24%

-37.55%

+13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

4.30%

+2.30%

Volatility

BMPIX vs. RYEUX - Volatility Comparison

ProFunds Basic Materials UltraSector Fund (BMPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX) have volatilities of 8.81% and 8.89%, 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


BMPIXRYEUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.81%

8.89%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

18.58%

13.65%

+4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

31.56%

21.55%

+10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.57%

20.69%

+8.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.06%

22.46%

+9.60%