ENPIX vs. BTC-USD
ENPIX (ProFunds UltraSector Oil & Gas Fund) is Leveraged Equities fund managed by ProFunds, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ENPIX returned 6.08%/yr vs 57.41%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
ENPIX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ENPIX achieves a 31.64% return, which is significantly higher than BTC-USD's -28.07% return. Over the past 10 years, ENPIX has underperformed BTC-USD with an annualized return of 6.08%, while BTC-USD has yielded a comparatively higher 57.41% annualized return.
ENPIX
- 1D
- 1.94%
- 1M
- -12.82%
- YTD
- 31.64%
- 6M
- 32.56%
- 1Y
- 39.24%
- 3Y*
- 16.63%
- 5Y*
- 21.40%
- 10Y*
- 6.08%
BTC-USD
- 1D
- -1.58%
- 1M
- -18.24%
- YTD
- -28.07%
- 6M
- -28.01%
- 1Y
- -40.30%
- 3Y*
- 27.25%
- 5Y*
- 12.68%
- 10Y*
- 57.41%
ENPIX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENPIX ProFunds UltraSector Oil & Gas Fund | 31.64% | 4.99% | 2.30% | -7.46% | 92.17% | 82.32% | -53.71% | 10.35% | -30.54% | -5.59% |
BTC-USD Bitcoin | -28.07% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between ENPIX and BTC-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2012 | 0.04 |
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Return for Risk
ENPIX vs. BTC-USD — Risk / Return Rank
ENPIX
BTC-USD
ENPIX vs. BTC-USD - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENPIX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.86 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | -0.79 | +2.36 |
| Martin ratioReturn relative to average drawdown | 4.69 | -1.32 | +6.02 |
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Drawdowns
ENPIX vs. BTC-USD - Drawdown Comparison
The maximum ENPIX drawdown since its inception was -90.12%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ENPIX and BTC-USD.
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Drawdown Indicators
| ENPIX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.12% | -85.30% | -4.82% |
Max Drawdown (1Y)Largest decline over 1 year | -21.66% | -51.21% | +29.55% |
Max Drawdown (3Y)Largest decline over 3 years | -32.27% | -51.21% | +18.94% |
Max Drawdown (5Y)Largest decline over 5 years | -36.48% | -76.67% | +40.19% |
Max Drawdown (10Y)Largest decline over 10 years | -84.54% | -83.80% | -0.74% |
Current DrawdownCurrent decline from peak | -20.13% | -49.54% | +29.41% |
Average DrawdownAverage peak-to-trough decline | -36.86% | -42.40% | +5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.30% | 31.29% | -23.99% |
Volatility
ENPIX vs. BTC-USD - Volatility Comparison
The current volatility for ProFunds UltraSector Oil & Gas Fund (ENPIX) is 10.63%, while Bitcoin (BTC-USD) has a volatility of 12.23%. This indicates that ENPIX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENPIX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 12.23% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 25.33% | 34.57% | -9.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.44% | 35.70% | -4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.74% | 44.26% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.75% | 56.41% | -11.66% |
Frequently Asked Questions
ENPIX and BTC-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.23%) compared to ENPIX (10.63%). In terms of maximum drawdown, ENPIX dropped -90.12% vs BTC-USD's -85.30%.
ENPIX currently has the higher Sharpe Ratio (1.09 vs -0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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