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ENPIX vs. CORN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ENPIX and CORN is 0.09, 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.


Performance

ENPIX vs. CORN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ENPIX:

-0.38

CORN:

-0.83

Sortino Ratio

ENPIX:

-0.32

CORN:

-0.90

Omega Ratio

ENPIX:

0.96

CORN:

0.90

Calmar Ratio

ENPIX:

-0.33

CORN:

-0.16

Martin Ratio

ENPIX:

-1.23

CORN:

-0.98

Ulcer Index

ENPIX:

12.25%

CORN:

11.28%

Daily Std Dev

ENPIX:

37.42%

CORN:

15.70%

Max Drawdown

ENPIX:

-90.22%

CORN:

-78.09%

Current Drawdown

ENPIX:

-36.13%

CORN:

-65.48%

Returns By Period

In the year-to-date period, ENPIX achieves a -1.78% return, which is significantly higher than CORN's -3.14% return. Over the past 10 years, ENPIX has outperformed CORN with an annualized return of -0.47%, while CORN has yielded a comparatively lower -2.53% annualized return.


ENPIX

YTD

-1.78%

1M

12.57%

6M

-13.83%

1Y

-14.09%

5Y*

29.20%

10Y*

-0.47%

CORN

YTD

-3.14%

1M

-7.15%

6M

-0.38%

1Y

-13.01%

5Y*

8.96%

10Y*

-2.53%

*Annualized

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ENPIX vs. CORN - Expense Ratio Comparison

ENPIX has a 1.51% expense ratio, which is lower than CORN's 2.19% expense ratio.


Risk-Adjusted Performance

ENPIX vs. CORN — 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 55
Sortino Ratio Rank
The Omega Ratio Rank of ENPIX is 55
Omega Ratio Rank
The Calmar Ratio Rank of ENPIX is 33
Calmar Ratio Rank
The Martin Ratio Rank of ENPIX is 11
Martin Ratio Rank

CORN
The Risk-Adjusted Performance Rank of CORN is 33
Overall Rank
The Sharpe Ratio Rank of CORN is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CORN is 11
Sortino Ratio Rank
The Omega Ratio Rank of CORN is 22
Omega Ratio Rank
The Calmar Ratio Rank of CORN is 88
Calmar Ratio Rank
The Martin Ratio Rank of CORN is 44
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. CORN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraSector Oil & Gas Fund (ENPIX) and Teucrium Corn Fund (CORN). 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.


The current ENPIX Sharpe Ratio is -0.38, which is higher than the CORN Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of ENPIX and CORN, 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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Dividends

ENPIX vs. CORN - Dividend Comparison

ENPIX's dividend yield for the trailing twelve months is around 3.25%, while CORN has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
ENPIX
ProFunds UltraSector Oil & Gas Fund
3.25%3.19%0.87%1.76%1.59%1.76%1.34%1.76%0.84%0.57%0.56%
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENPIX vs. CORN - Drawdown Comparison

The maximum ENPIX drawdown since its inception was -90.22%, which is greater than CORN's maximum drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for ENPIX and CORN. For additional features, visit the drawdowns tool.


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Volatility

ENPIX vs. CORN - Volatility Comparison

ProFunds UltraSector Oil & Gas Fund (ENPIX) has a higher volatility of 10.08% compared to Teucrium Corn Fund (CORN) at 3.64%. This indicates that ENPIX's price experiences larger fluctuations and is considered to be riskier than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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