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ENPIX vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ENPIX and BTC-USD is 0.03, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

ENPIX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraSector Oil & Gas Fund (ENPIX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
60.97%
171,506,468.56%
ENPIX
BTC-USD

Key characteristics

Sharpe Ratio

ENPIX:

-0.58

BTC-USD:

1.16

Sortino Ratio

ENPIX:

-0.59

BTC-USD:

1.81

Omega Ratio

ENPIX:

0.92

BTC-USD:

1.18

Calmar Ratio

ENPIX:

-0.47

BTC-USD:

0.86

Martin Ratio

ENPIX:

-1.81

BTC-USD:

5.33

Ulcer Index

ENPIX:

11.81%

BTC-USD:

11.02%

Daily Std Dev

ENPIX:

36.64%

BTC-USD:

42.72%

Max Drawdown

ENPIX:

-90.12%

BTC-USD:

-93.07%

Current Drawdown

ENPIX:

-40.54%

BTC-USD:

-20.02%

Returns By Period

In the year-to-date period, ENPIX achieves a -8.56% return, which is significantly higher than BTC-USD's -9.13% return. Over the past 10 years, ENPIX has underperformed BTC-USD with an annualized return of -1.38%, while BTC-USD has yielded a comparatively higher 80.22% annualized return.


ENPIX

YTD

-8.56%

1M

-17.82%

6M

-15.49%

1Y

-20.68%

5Y*

29.08%

10Y*

-1.38%

BTC-USD

YTD

-9.13%

1M

-2.25%

6M

24.08%

1Y

33.67%

5Y*

63.89%

10Y*

80.22%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ENPIX vs. BTC-USD — Risk-Adjusted Performance Rank

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

ENPIX
The Risk-Adjusted Performance Rank of ENPIX is 44
Overall Rank
The Sharpe Ratio Rank of ENPIX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ENPIX is 66
Sortino Ratio Rank
The Omega Ratio Rank of ENPIX is 66
Omega Ratio Rank
The Calmar Ratio Rank of ENPIX is 22
Calmar Ratio Rank
The Martin Ratio Rank of ENPIX is 11
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8888
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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.

ENPIX vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraSector Oil & Gas Fund (ENPIX) and Bitcoin (BTC-USD). 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.


Sharpe ratio
The chart of Sharpe ratio for ENPIX, currently valued at -0.48, compared to the broader market-1.000.001.002.003.00
ENPIX: -0.48
BTC-USD: 1.16
The chart of Sortino ratio for ENPIX, currently valued at -0.41, compared to the broader market-2.000.002.004.006.008.00
ENPIX: -0.41
BTC-USD: 1.81
The chart of Omega ratio for ENPIX, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.00
ENPIX: 0.94
BTC-USD: 1.18
The chart of Calmar ratio for ENPIX, currently valued at -0.47, compared to the broader market0.002.004.006.008.0010.00
ENPIX: -0.47
BTC-USD: 0.86
The chart of Martin ratio for ENPIX, currently valued at -1.74, compared to the broader market0.0010.0020.0030.0040.0050.00
ENPIX: -1.74
BTC-USD: 5.33

The current ENPIX Sharpe Ratio is -0.58, which is lower than the BTC-USD Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ENPIX and BTC-USD, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.48
1.16
ENPIX
BTC-USD

Drawdowns

ENPIX vs. BTC-USD - Drawdown Comparison

The maximum ENPIX drawdown since its inception was -90.12%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ENPIX and BTC-USD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.36%
-20.02%
ENPIX
BTC-USD

Volatility

ENPIX vs. BTC-USD - Volatility Comparison

ProFunds UltraSector Oil & Gas Fund (ENPIX) has a higher volatility of 25.46% compared to Bitcoin (BTC-USD) at 16.06%. This indicates that ENPIX's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.46%
16.06%
ENPIX
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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