PortfoliosLab logoPortfoliosLab logo
ECOIX vs. OEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECOIX vs. OEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecofin Global Renewables Infrastructure Fund (ECOIX) and Oil Equipment & Services UltraSector ProFund (OEPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ECOIX vs. OEPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ECOIX
Ecofin Global Renewables Infrastructure Fund
4.78%25.37%-3.91%-8.55%-10.92%3.59%26.86%
OEPIX
Oil Equipment & Services UltraSector ProFund
65.25%-1.85%-15.41%-3.76%88.50%14.90%-69.53%

Returns By Period

In the year-to-date period, ECOIX achieves a 4.78% return, which is significantly lower than OEPIX's 65.25% return.


ECOIX

1D
1.18%
1M
-3.87%
YTD
4.78%
6M
5.49%
1Y
27.05%
3Y*
4.90%
5Y*
1.70%
10Y*

OEPIX

1D
-4.86%
1M
3.27%
YTD
65.25%
6M
96.48%
1Y
90.65%
3Y*
15.75%
5Y*
17.42%
10Y*
-20.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ECOIX vs. OEPIX - Expense Ratio Comparison

ECOIX has a 0.91% expense ratio, which is lower than OEPIX's 1.65% expense ratio.


Return for Risk

ECOIX vs. OEPIX — Risk / Return Rank

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

ECOIX
ECOIX Risk / Return Rank: 8989
Overall Rank
ECOIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ECOIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ECOIX Omega Ratio Rank: 8585
Omega Ratio Rank
ECOIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
ECOIX Martin Ratio Rank: 8888
Martin Ratio Rank

OEPIX
OEPIX Risk / Return Rank: 7676
Overall Rank
OEPIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
OEPIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
OEPIX Omega Ratio Rank: 7676
Omega Ratio Rank
OEPIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OEPIX Martin Ratio Rank: 5858
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.

ECOIX vs. OEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecofin Global Renewables Infrastructure Fund (ECOIX) and Oil Equipment & Services UltraSector ProFund (OEPIX). 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.


ECOIXOEPIXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.52

+0.31

Sortino ratio

Return per unit of downside risk

2.40

1.97

+0.43

Omega ratio

Gain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratio

Return relative to maximum drawdown

3.15

2.18

+0.97

Martin ratio

Return relative to average drawdown

9.55

5.61

+3.94

ECOIX vs. OEPIX - Sharpe Ratio Comparison

The current ECOIX Sharpe Ratio is 1.83, which is comparable to the OEPIX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ECOIX and OEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ECOIXOEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.52

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.30

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.25

+0.56

Correlation

The correlation between ECOIX and OEPIX is 0.27, 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

ECOIX vs. OEPIX - Dividend Comparison

ECOIX's dividend yield for the trailing twelve months is around 3.57%, more than OEPIX's 0.53% yield.


TTM2025202420232022202120202019201820172016
ECOIX
Ecofin Global Renewables Infrastructure Fund
3.57%3.74%3.26%3.75%3.11%4.26%1.29%0.00%0.00%0.00%0.00%
OEPIX
Oil Equipment & Services UltraSector ProFund
0.53%0.87%0.00%0.00%0.00%0.00%0.16%0.00%2.56%2.36%0.05%

Drawdowns

ECOIX vs. OEPIX - Drawdown Comparison

The maximum ECOIX drawdown since its inception was -38.64%, smaller than the maximum OEPIX drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for ECOIX and OEPIX.


Loading graphics...

Drawdown Indicators


ECOIXOEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.64%

-99.30%

+60.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-39.36%

+30.45%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-65.50%

+27.90%

Max Drawdown (10Y)

Largest decline over 10 years

-97.79%

Current Drawdown

Current decline from peak

-4.26%

-97.86%

+93.60%

Average Drawdown

Average peak-to-trough decline

-15.22%

-71.84%

+56.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

15.28%

-12.34%

Volatility

ECOIX vs. OEPIX - Volatility Comparison

The current volatility for Ecofin Global Renewables Infrastructure Fund (ECOIX) is 5.24%, while Oil Equipment & Services UltraSector ProFund (OEPIX) has a volatility of 11.57%. This indicates that ECOIX experiences smaller price fluctuations and is considered to be less risky than OEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ECOIXOEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

11.57%

-6.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

33.14%

-24.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

60.15%

-45.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

57.70%

-40.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

66.61%

-49.16%