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CNPIX vs. FNPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNPIX vs. FNPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Consumer Goods UltraSector Fund (CNPIX) and ProFunds Financials UltraSector Fund (FNPIX). The values are adjusted to include any dividend payments, if applicable.

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CNPIX vs. FNPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNPIX
ProFunds Consumer Goods UltraSector Fund
7.61%-3.43%12.77%2.93%-36.57%26.52%188.12%40.51%-22.66%20.89%
FNPIX
ProFunds Financials UltraSector Fund
-17.62%16.39%38.51%18.34%-23.84%57.11%-9.83%46.49%-17.23%27.19%

Returns By Period

In the year-to-date period, CNPIX achieves a 7.61% return, which is significantly higher than FNPIX's -17.62% return. Both investments have delivered pretty close results over the past 10 years, with CNPIX having a 13.60% annualized return and FNPIX not far behind at 13.01%.


CNPIX

1D
0.08%
1M
-12.92%
YTD
7.61%
6M
5.95%
1Y
-1.30%
3Y*
3.23%
5Y*
-1.15%
10Y*
13.60%

FNPIX

1D
1.61%
1M
-8.68%
YTD
-17.62%
6M
-16.27%
1Y
-7.81%
3Y*
18.00%
5Y*
9.78%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNPIX vs. FNPIX - Expense Ratio Comparison

CNPIX has a 1.78% expense ratio, which is higher than FNPIX's 1.72% expense ratio.


Return for Risk

CNPIX vs. FNPIX — Risk / Return Rank

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

CNPIX
CNPIX Risk / Return Rank: 66
Overall Rank
CNPIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CNPIX Sortino Ratio Rank: 66
Sortino Ratio Rank
CNPIX Omega Ratio Rank: 66
Omega Ratio Rank
CNPIX Calmar Ratio Rank: 66
Calmar Ratio Rank
CNPIX Martin Ratio Rank: 66
Martin Ratio Rank

FNPIX
FNPIX Risk / Return Rank: 33
Overall Rank
FNPIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FNPIX Sortino Ratio Rank: 44
Sortino Ratio Rank
FNPIX Omega Ratio Rank: 44
Omega Ratio Rank
FNPIX Calmar Ratio Rank: 22
Calmar Ratio Rank
FNPIX Martin Ratio Rank: 22
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.

CNPIX vs. FNPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Consumer Goods UltraSector Fund (CNPIX) 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.


CNPIXFNPIXDifference

Sharpe ratio

Return per unit of total volatility

0.04

-0.21

+0.25

Sortino ratio

Return per unit of downside risk

0.21

-0.10

+0.30

Omega ratio

Gain probability vs. loss probability

1.02

0.99

+0.04

Calmar ratio

Return relative to maximum drawdown

0.01

-0.39

+0.41

Martin ratio

Return relative to average drawdown

0.03

-1.18

+1.20

CNPIX vs. FNPIX - Sharpe Ratio Comparison

The current CNPIX Sharpe Ratio is 0.04, which is higher than the FNPIX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CNPIX 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.


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Sharpe Ratios by Period


CNPIXFNPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

-0.21

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.36

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.43

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.09

+0.28

Correlation

The correlation between CNPIX and FNPIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CNPIX vs. FNPIX - Dividend Comparison

CNPIX's dividend yield for the trailing twelve months is around 0.56%, while FNPIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CNPIX
ProFunds Consumer Goods UltraSector Fund
0.56%0.60%1.55%1.59%0.00%1.45%0.00%2.77%1.64%0.07%0.00%0.50%
FNPIX
ProFunds Financials UltraSector Fund
0.00%0.00%0.49%0.25%0.00%13.10%0.00%1.70%0.00%0.00%0.00%0.00%

Drawdowns

CNPIX vs. FNPIX - Drawdown Comparison

The maximum CNPIX drawdown since its inception was -60.04%, smaller than the maximum FNPIX drawdown of -93.14%. Use the drawdown chart below to compare losses from any high point for CNPIX and FNPIX.


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Drawdown Indicators


CNPIXFNPIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.04%

-93.14%

+33.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.46%

-22.37%

+7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-37.80%

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-46.56%

-58.23%

+11.67%

Current Drawdown

Current decline from peak

-27.40%

-21.12%

-6.28%

Average Drawdown

Average peak-to-trough decline

-12.84%

-36.37%

+23.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

7.50%

-0.99%

Volatility

CNPIX vs. FNPIX - Volatility Comparison

ProFunds Consumer Goods UltraSector Fund (CNPIX) and ProFunds Financials UltraSector Fund (FNPIX) have volatilities of 6.02% and 6.14%, 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


CNPIXFNPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

6.14%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

16.85%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

28.86%

-8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

27.38%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.37%

30.68%

+9.69%