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RYVVX vs. ULPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RYVVXULPIX
YTD Return13.51%49.11%
1Y Return31.67%78.20%
3Y Return (Ann)4.91%7.29%
5Y Return (Ann)6.65%15.57%
10Y Return (Ann)5.66%16.14%
Sharpe Ratio2.022.95
Sortino Ratio2.933.41
Omega Ratio1.361.51
Calmar Ratio1.512.23
Martin Ratio9.6119.08
Ulcer Index3.20%3.95%
Daily Std Dev15.20%25.53%
Max Drawdown-76.18%-89.55%
Current Drawdown-0.33%0.00%

Correlation

-0.50.00.51.00.8

The correlation between RYVVX and ULPIX is 0.84, 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.

Performance

RYVVX vs. ULPIX - Performance Comparison

In the year-to-date period, RYVVX achieves a 13.51% return, which is significantly lower than ULPIX's 49.11% return. Over the past 10 years, RYVVX has underperformed ULPIX with an annualized return of 5.66%, while ULPIX has yielded a comparatively higher 16.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
8.42%
27.35%
RYVVX
ULPIX

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RYVVX vs. ULPIX - Expense Ratio Comparison

RYVVX has a 2.26% expense ratio, which is higher than ULPIX's 1.46% expense ratio.


RYVVX
Rydex S&P 500 Pure Value Fund
Expense ratio chart for RYVVX: current value at 2.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.26%
Expense ratio chart for ULPIX: current value at 1.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.46%

Risk-Adjusted Performance

RYVVX vs. ULPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Value Fund (RYVVX) and ProFunds UltraBull Fund (ULPIX). 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.


RYVVX
Sharpe ratio
The chart of Sharpe ratio for RYVVX, currently valued at 2.02, compared to the broader market0.002.004.002.02
Sortino ratio
The chart of Sortino ratio for RYVVX, currently valued at 2.93, compared to the broader market0.005.0010.002.93
Omega ratio
The chart of Omega ratio for RYVVX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for RYVVX, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.0025.001.51
Martin ratio
The chart of Martin ratio for RYVVX, currently valued at 9.61, compared to the broader market0.0020.0040.0060.0080.00100.009.61
ULPIX
Sharpe ratio
The chart of Sharpe ratio for ULPIX, currently valued at 2.95, compared to the broader market0.002.004.002.95
Sortino ratio
The chart of Sortino ratio for ULPIX, currently valued at 3.41, compared to the broader market0.005.0010.003.41
Omega ratio
The chart of Omega ratio for ULPIX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for ULPIX, currently valued at 2.23, compared to the broader market0.005.0010.0015.0020.0025.002.23
Martin ratio
The chart of Martin ratio for ULPIX, currently valued at 19.08, compared to the broader market0.0020.0040.0060.0080.00100.0019.08

RYVVX vs. ULPIX - Sharpe Ratio Comparison

The current RYVVX Sharpe Ratio is 2.02, which is lower than the ULPIX Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of RYVVX and ULPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.02
2.95
RYVVX
ULPIX

Dividends

RYVVX vs. ULPIX - Dividend Comparison

RYVVX's dividend yield for the trailing twelve months is around 1.97%, more than ULPIX's 0.60% yield.


TTM20232022202120202019201820172016201520142013
RYVVX
Rydex S&P 500 Pure Value Fund
1.97%2.24%2.86%2.87%1.13%1.17%1.96%0.37%1.04%1.72%0.11%0.19%
ULPIX
ProFunds UltraBull Fund
0.60%0.02%0.00%0.00%0.49%0.42%0.13%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RYVVX vs. ULPIX - Drawdown Comparison

The maximum RYVVX drawdown since its inception was -76.18%, smaller than the maximum ULPIX drawdown of -89.55%. Use the drawdown chart below to compare losses from any high point for RYVVX and ULPIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.33%
0
RYVVX
ULPIX

Volatility

RYVVX vs. ULPIX - Volatility Comparison

The current volatility for Rydex S&P 500 Pure Value Fund (RYVVX) is 5.62%, while ProFunds UltraBull Fund (ULPIX) has a volatility of 7.82%. This indicates that RYVVX experiences smaller price fluctuations and is considered to be less risky than ULPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
5.62%
7.82%
RYVVX
ULPIX