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ENPIX vs. UGPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENPIX vs. UGPIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, ENPIX achieves a 48.84% return, which is significantly higher than UGPIX's -32.30% return. Both investments have delivered pretty close results over the past 10 years, with ENPIX having a 7.88% annualized return and UGPIX not far behind at 7.63%.


ENPIX

1D
0.83%
1M
15.87%
6M
22.86%
YTD
48.84%
1Y
59.39%
3Y*
14.50%
5Y*
28.19%
10Y*
7.88%
ALL TIME*
5.22%

UGPIX

1D
1.36%
1M
19.83%
6M
-35.18%
YTD
-32.30%
1Y
-24.92%
3Y*
-18.59%
5Y*
10.33%
10Y*
7.63%
ALL TIME*
-1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ENPIX vs. UGPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENPIX
ProFunds UltraSector Oil & Gas Fund
48.84%4.99%2.30%-7.46%92.17%82.32%-53.71%10.35%-30.54%-5.59%
UGPIX
ProFunds UltraChina
-32.30%36.28%-21.79%785.09%-53.03%-73.86%76.47%40.07%-46.51%105.73%

Correlation

The correlation between ENPIX and UGPIX is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2000

0.21

The correlation between ENPIX and UGPIX shifts across timeframes, from -0.05 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ENPIX vs. UGPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ENPIX
ENPIX Risk / Return Rank: 6363
Overall Rank
ENPIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ENPIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
ENPIX Omega Ratio Rank: 6262
Omega Ratio Rank
ENPIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
ENPIX Martin Ratio Rank: 4343
Martin Ratio Rank

UGPIX
UGPIX Risk / Return Rank: 22
Overall Rank
UGPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UGPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UGPIX Omega Ratio Rank: 22
Omega Ratio Rank
UGPIX Calmar Ratio Rank: 11
Calmar Ratio Rank
UGPIX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENPIX vs. UGPIX - Risk-Adjusted Trends Comparison

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


ENPIXUGPIXDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.27

0.95

+0.32

Calmar ratioReturn relative to maximum drawdown

2.35

-0.41

+2.76

Martin ratioReturn relative to average drawdown

6.10

-0.73

+6.83

ENPIX vs. UGPIX - Sharpe Ratio Comparison

The current ENPIX Sharpe Ratio is 1.71, which is higher than the UGPIX Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ENPIX and UGPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ENPIX vs. UGPIX - Drawdown Comparison

The maximum ENPIX drawdown since its inception was -90.12%, smaller than the maximum UGPIX drawdown of -98.56%. Use the drawdown chart below to compare losses from any high point for ENPIX and UGPIX.


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Drawdown Indicators


ENPIXUGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-98.56%

+8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-23.01%

-65.51%

+42.50%

Max Drawdown (3Y)

Largest decline over 3 years

-32.27%

-65.51%

+33.24%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

-88.22%

+51.74%

Max Drawdown (10Y)

Largest decline over 10 years

-84.54%

-96.22%

+11.68%

Current Drawdown

Current decline from peak

-9.70%

-80.75%

+71.05%

Average Drawdown

Average peak-to-trough decline

-36.77%

-79.77%

+43.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.88%

36.83%

-27.95%

Volatility

ENPIX vs. UGPIX - Volatility Comparison

The current volatility for ProFunds UltraSector Oil & Gas Fund (ENPIX) is 9.02%, while ProFunds UltraChina (UGPIX) has a volatility of 13.99%. This indicates that ENPIX experiences smaller price fluctuations and is considered to be less risky than UGPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENPIXUGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

13.99%

-4.97%

Volatility (6M)

Calculated over the trailing 6-month period

25.12%

37.67%

-12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

31.65%

53.08%

-21.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.45%

387.93%

-349.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.70%

276.46%

-231.76%

ENPIX vs. UGPIX - Expense Ratio Comparison

ENPIX has a 1.51% expense ratio, which is lower than UGPIX's 1.74% expense ratio.


Dividends

ENPIX vs. UGPIX - Dividend Comparison

ENPIX's dividend yield for the trailing twelve months is around 1.86%, less than UGPIX's 8.93% yield.


PositionTTM20252024202320222021202020192018201720162015
ENPIX
ProFunds UltraSector Oil & Gas Fund
1.86%2.76%3.19%0.87%2.76%1.59%1.76%1.34%1.76%0.84%0.57%0.56%
UGPIX
ProFunds UltraChina
8.93%6.05%2.91%3.25%0.00%0.00%0.00%0.08%0.00%0.77%0.00%0.00%

Frequently Asked Questions


ENPIX and UGPIX 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.

UGPIX has higher volatility (13.99%) compared to ENPIX (9.02%). In terms of maximum drawdown, ENPIX dropped -90.12% vs UGPIX's -98.56%.

ENPIX currently has the higher Sharpe Ratio (1.71 vs -0.51), 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.

Portfolio Optimizer

Find the right allocation for ENPIX and UGPIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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