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 5.64%/yr vs 57.45%/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 34.95% return, which is significantly higher than BTC-USD's -28.58% return. Over the past 10 years, ENPIX has underperformed BTC-USD with an annualized return of 5.64%, while BTC-USD has yielded a comparatively higher 57.45% annualized return.
ENPIX
- 1D
- 0.72%
- 1M
- -5.81%
- 6M
- 28.25%
- YTD
- 34.95%
- 1Y
- 35.59%
- 3Y*
- 13.50%
- 5Y*
- 23.12%
- 10Y*
- 5.64%
BTC-USD
- 1D
- -1.96%
- 1M
- -3.01%
- 6M
- -31.47%
- YTD
- -28.58%
- 1Y
- -47.54%
- 3Y*
- 27.25%
- 5Y*
- 13.75%
- 10Y*
- 57.45%
ENPIX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENPIX ProFunds UltraSector Oil & Gas Fund | 34.95% | 4.99% | 2.30% | -7.46% | 92.17% | 82.32% | -53.71% | 10.35% | -30.54% | -5.59% |
BTC-USD Bitcoin | -28.58% | -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 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
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 28, 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 | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +3.36 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.83 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.90 | +2.49 |
| Martin ratioReturn relative to average drawdown | 4.26 | -1.46 | +5.72 |
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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 | -23.01% | -53.08% | +30.07% |
Max Drawdown (3Y)Largest decline over 3 years | -32.27% | -53.08% | +20.81% |
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 | -18.13% | -49.89% | +31.76% |
Average DrawdownAverage peak-to-trough decline | -36.83% | -42.55% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.60% | 28.99% | -20.39% |
Volatility
ENPIX vs. BTC-USD - Volatility Comparison
ProFunds UltraSector Oil & Gas Fund (ENPIX) has a higher volatility of 10.34% compared to Bitcoin (BTC-USD) at 8.86%. 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.
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Volatility by Period
| ENPIX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.34% | 8.86% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 25.08% | 34.96% | -9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.24% | 35.56% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.64% | 43.94% | -5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.68% | 56.32% | -11.64% |
Frequently Asked Questions
ENPIX and BTC-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENPIX has higher volatility (10.34%) compared to BTC-USD (8.86%). In terms of maximum drawdown, ENPIX dropped -90.12% vs BTC-USD's -85.30%.
ENPIX currently has the higher Sharpe Ratio (1.18 vs -1.11), 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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