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PMPIX vs. OLA.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PMPIX and OLA.TO is 0.12, 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

PMPIX vs. OLA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Precious Metals UltraSector Fund (PMPIX) and Orla Mining Ltd. (OLA.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PMPIX:

1.13

OLA.TO:

2.86

Sortino Ratio

PMPIX:

1.62

OLA.TO:

3.00

Omega Ratio

PMPIX:

1.21

OLA.TO:

1.40

Calmar Ratio

PMPIX:

0.67

OLA.TO:

4.21

Martin Ratio

PMPIX:

3.91

OLA.TO:

18.73

Ulcer Index

PMPIX:

14.45%

OLA.TO:

7.82%

Daily Std Dev

PMPIX:

51.01%

OLA.TO:

52.78%

Max Drawdown

PMPIX:

-94.11%

OLA.TO:

-97.30%

Current Drawdown

PMPIX:

-72.66%

OLA.TO:

-12.56%

Returns By Period

In the year-to-date period, PMPIX achieves a 70.26% return, which is significantly lower than OLA.TO's 78.39% return. Over the past 10 years, PMPIX has underperformed OLA.TO with an annualized return of 7.36%, while OLA.TO has yielded a comparatively higher 63.35% annualized return.


PMPIX

YTD

70.26%

1M

2.18%

6M

48.48%

1Y

57.12%

3Y*

11.18%

5Y*

4.47%

10Y*

7.36%

OLA.TO

YTD

78.39%

1M

-1.93%

6M

110.06%

1Y

150.44%

3Y*

40.32%

5Y*

32.71%

10Y*

63.35%

*Annualized

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Orla Mining Ltd.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PMPIX vs. OLA.TO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PMPIX
The Risk-Adjusted Performance Rank of PMPIX is 7676
Overall Rank
The Sharpe Ratio Rank of PMPIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of PMPIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PMPIX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of PMPIX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PMPIX is 7777
Martin Ratio Rank

OLA.TO
The Risk-Adjusted Performance Rank of OLA.TO is 9696
Overall Rank
The Sharpe Ratio Rank of OLA.TO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of OLA.TO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of OLA.TO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of OLA.TO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of OLA.TO is 9898
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.

PMPIX vs. OLA.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Precious Metals UltraSector Fund (PMPIX) and Orla Mining Ltd. (OLA.TO). 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 PMPIX Sharpe Ratio is 1.13, which is lower than the OLA.TO Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of PMPIX and OLA.TO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PMPIX vs. OLA.TO - Dividend Comparison

PMPIX's dividend yield for the trailing twelve months is around 1.11%, while OLA.TO has not paid dividends to shareholders.


TTM202420232022
PMPIX
ProFunds Precious Metals UltraSector Fund
1.11%1.89%1.31%0.00%
OLA.TO
Orla Mining Ltd.
0.00%0.00%0.00%0.00%

Drawdowns

PMPIX vs. OLA.TO - Drawdown Comparison

The maximum PMPIX drawdown since its inception was -94.11%, roughly equal to the maximum OLA.TO drawdown of -97.30%. Use the drawdown chart below to compare losses from any high point for PMPIX and OLA.TO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PMPIX vs. OLA.TO - Volatility Comparison

The current volatility for ProFunds Precious Metals UltraSector Fund (PMPIX) is 19.51%, while Orla Mining Ltd. (OLA.TO) has a volatility of 25.61%. This indicates that PMPIX experiences smaller price fluctuations and is considered to be less risky than OLA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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