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REPIX vs. RYNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REPIX vs. RYNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Real Estate UltraSector Fund (REPIX) and Rydex Nova Fund (RYNVX). The values are adjusted to include any dividend payments, if applicable.

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REPIX vs. RYNVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REPIX
ProFunds Real Estate UltraSector Fund
-0.91%-1.98%0.89%10.34%-38.59%59.56%-15.75%41.02%-9.97%11.32%
RYNVX
Rydex Nova Fund
-11.41%21.42%33.14%35.31%-29.96%42.56%19.64%45.58%-10.24%31.17%

Returns By Period

In the year-to-date period, REPIX achieves a -0.91% return, which is significantly higher than RYNVX's -11.41% return. Over the past 10 years, REPIX has underperformed RYNVX with an annualized return of 2.46%, while RYNVX has yielded a comparatively higher 16.20% annualized return.


REPIX

1D
0.64%
1M
-11.72%
YTD
-0.91%
6M
-6.93%
1Y
-6.55%
3Y*
2.51%
5Y*
-0.91%
10Y*
2.46%

RYNVX

1D
-0.59%
1M
-11.64%
YTD
-11.41%
6M
-8.94%
1Y
16.27%
3Y*
20.70%
5Y*
12.22%
10Y*
16.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REPIX vs. RYNVX - Expense Ratio Comparison

REPIX has a 1.55% expense ratio, which is higher than RYNVX's 1.23% expense ratio.


Return for Risk

REPIX vs. RYNVX — Risk / Return Rank

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

REPIX
REPIX Risk / Return Rank: 33
Overall Rank
REPIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
REPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
REPIX Omega Ratio Rank: 33
Omega Ratio Rank
REPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
REPIX Martin Ratio Rank: 33
Martin Ratio Rank

RYNVX
RYNVX Risk / Return Rank: 3030
Overall Rank
RYNVX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RYNVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
RYNVX Omega Ratio Rank: 3333
Omega Ratio Rank
RYNVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RYNVX Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REPIX vs. RYNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Real Estate UltraSector Fund (REPIX) and Rydex Nova Fund (RYNVX). 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.


REPIXRYNVXDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.64

-0.85

Sortino ratio

Return per unit of downside risk

-0.13

1.07

-1.20

Omega ratio

Gain probability vs. loss probability

0.98

1.16

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.30

0.77

-1.06

Martin ratio

Return relative to average drawdown

-0.92

3.48

-4.40

REPIX vs. RYNVX - Sharpe Ratio Comparison

The current REPIX Sharpe Ratio is -0.21, which is lower than the RYNVX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of REPIX and RYNVX, 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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Sharpe Ratios by Period


REPIXRYNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.64

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.47

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.59

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.38

-0.26

Correlation

The correlation between REPIX and RYNVX is 0.64, 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.


Dividends

REPIX vs. RYNVX - Dividend Comparison

REPIX's dividend yield for the trailing twelve months is around 1.24%, more than RYNVX's 0.85% yield.


TTM20252024202320222021202020192018201720162015
REPIX
ProFunds Real Estate UltraSector Fund
1.24%1.23%1.98%1.43%3.31%12.77%0.89%2.57%1.28%0.00%3.66%0.17%
RYNVX
Rydex Nova Fund
0.85%0.76%0.66%0.59%22.11%9.07%0.53%0.00%0.00%1.97%1.22%0.13%

Drawdowns

REPIX vs. RYNVX - Drawdown Comparison

The maximum REPIX drawdown since its inception was -91.23%, which is greater than RYNVX's maximum drawdown of -76.54%. Use the drawdown chart below to compare losses from any high point for REPIX and RYNVX.


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Drawdown Indicators


REPIXRYNVXDifference

Max Drawdown

Largest peak-to-trough decline

-91.23%

-76.54%

-14.69%

Max Drawdown (1Y)

Largest decline over 1 year

-17.51%

-17.91%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-51.35%

-40.92%

-10.43%

Max Drawdown (10Y)

Largest decline over 10 years

-58.17%

-48.58%

-9.59%

Current Drawdown

Current decline from peak

-33.61%

-13.84%

-19.77%

Average Drawdown

Average peak-to-trough decline

-32.36%

-19.72%

-12.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

3.94%

+1.72%

Volatility

REPIX vs. RYNVX - Volatility Comparison

ProFunds Real Estate UltraSector Fund (REPIX) and Rydex Nova Fund (RYNVX) have volatilities of 6.31% and 6.38%, 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.


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Volatility by Period


REPIXRYNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

6.38%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

13.61%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

27.19%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.21%

25.89%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.58%

27.33%

+3.25%