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RYVNX vs. USPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYVNX vs. USPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). The values are adjusted to include any dividend payments, if applicable.

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RYVNX vs. USPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
21.11%-35.24%-34.30%-57.09%65.14%-45.41%-69.71%-50.05%-9.71%-44.28%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
20.94%-35.26%-38.20%-57.06%61.80%-46.20%-96.36%-50.15%-9.56%-44.56%

Returns By Period

The year-to-date returns for both stocks are quite close, with RYVNX having a 21.11% return and USPIX slightly lower at 20.94%. Over the past 10 years, RYVNX has outperformed USPIX with an annualized return of -35.53%, while USPIX has yielded a comparatively lower -56.07% annualized return.


RYVNX

1D
1.54%
1M
17.79%
YTD
21.11%
6M
15.51%
1Y
-33.38%
3Y*
-31.18%
5Y*
-26.34%
10Y*
-35.53%

USPIX

1D
1.64%
1M
17.98%
YTD
20.94%
6M
15.43%
1Y
-33.37%
3Y*
-32.54%
5Y*
-27.66%
10Y*
-56.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYVNX vs. USPIX - Expense Ratio Comparison

RYVNX has a 2.49% expense ratio, which is higher than USPIX's 1.68% expense ratio.


Return for Risk

RYVNX vs. USPIX — Risk / Return Rank

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

RYVNX
RYVNX Risk / Return Rank: 11
Overall Rank
RYVNX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYVNX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYVNX Omega Ratio Rank: 11
Omega Ratio Rank
RYVNX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYVNX Martin Ratio Rank: 44
Martin Ratio Rank

USPIX
USPIX Risk / Return Rank: 11
Overall Rank
USPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
USPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
USPIX Omega Ratio Rank: 11
Omega Ratio Rank
USPIX Calmar Ratio Rank: 22
Calmar Ratio Rank
USPIX Martin Ratio Rank: 44
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.

RYVNX vs. USPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). 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.


RYVNXUSPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.74

-0.75

0.00

Sortino ratio

Return per unit of downside risk

-0.89

-0.89

+0.01

Omega ratio

Gain probability vs. loss probability

0.87

0.87

0.00

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.51

0.00

Martin ratio

Return relative to average drawdown

-0.60

-0.61

0.00

RYVNX vs. USPIX - Sharpe Ratio Comparison

The current RYVNX Sharpe Ratio is -0.74, which is comparable to the USPIX Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of RYVNX and USPIX, 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


RYVNXUSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

-0.75

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

-0.62

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

-0.97

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

-0.71

+0.11

Correlation

The correlation between RYVNX and USPIX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RYVNX vs. USPIX - Dividend Comparison

RYVNX's dividend yield for the trailing twelve months is around 8.77%, more than USPIX's 2.24% yield.


TTM2025202420232022202120202019
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
8.77%10.62%6.03%4.56%0.00%0.00%0.25%0.03%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
2.24%2.71%0.00%5.92%0.00%0.00%0.07%0.36%

Drawdowns

RYVNX vs. USPIX - Drawdown Comparison

The maximum RYVNX drawdown since its inception was -100.00%, roughly equal to the maximum USPIX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for RYVNX and USPIX.


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Drawdown Indicators


RYVNXUSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-58.82%

-58.80%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-84.44%

-85.38%

+0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-99.16%

-99.98%

+0.82%

Current Drawdown

Current decline from peak

-99.99%

-100.00%

+0.01%

Average Drawdown

Average peak-to-trough decline

-89.49%

-96.42%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.21%

49.18%

+0.03%

Volatility

RYVNX vs. USPIX - Volatility Comparison

Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX) have volatilities of 10.66% and 10.54%, 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


RYVNXUSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.66%

10.54%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

24.61%

24.61%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

45.06%

44.88%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.09%

45.13%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.94%

57.96%

-13.02%