OTPIX vs. AAPL
Compare and contrast key facts about ProFunds NASDAQ-100 Fund (OTPIX) and Apple Inc (AAPL).
OTPIX is managed by ProFunds. It was launched on Aug 7, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OTPIX or AAPL.
Key characteristics
| OTPIX | AAPL | |
|---|---|---|
| YTD Return | 22.71% | 19.12% |
| 1Y Return | 30.36% | 21.98% |
| 3Y Return (Ann) | 6.21% | 15.68% |
| 5Y Return (Ann) | 17.27% | 28.87% |
| 10Y Return (Ann) | 15.23% | 24.61% |
| Sharpe Ratio | 1.75 | 1.00 |
| Sortino Ratio | 2.35 | 1.56 |
| Omega Ratio | 1.32 | 1.19 |
| Calmar Ratio | 2.22 | 1.35 |
| Martin Ratio | 7.86 | 3.16 |
| Ulcer Index | 3.87% | 7.07% |
| Daily Std Dev | 17.42% | 22.45% |
| Max Drawdown | -72.58% | -81.80% |
| Current Drawdown | -1.06% | -3.39% |
Correlation
The correlation between OTPIX and AAPL is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
OTPIX vs. AAPL - Performance Comparison
In the year-to-date period, OTPIX achieves a 22.71% return, which is significantly higher than AAPL's 19.12% return. Over the past 10 years, OTPIX has underperformed AAPL with an annualized return of 15.23%, while AAPL has yielded a comparatively higher 24.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
OTPIX vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds NASDAQ-100 Fund (OTPIX) and Apple Inc (AAPL). 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.
Dividends
OTPIX vs. AAPL - Dividend Comparison
OTPIX has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTPIX ProFunds NASDAQ-100 Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
OTPIX vs. AAPL - Drawdown Comparison
The maximum OTPIX drawdown since its inception was -72.58%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for OTPIX and AAPL. For additional features, visit the drawdowns tool.
Volatility
OTPIX vs. AAPL - Volatility Comparison
ProFunds NASDAQ-100 Fund (OTPIX) and Apple Inc (AAPL) have volatilities of 4.97% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.