PortfoliosLab logoPortfoliosLab logo
SHPIX vs. UOPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHPIX vs. UOPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Short Small Cap ProFund (SHPIX) and ProFunds UltraNASDAQ-100 Fund (UOPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SHPIX vs. UOPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHPIX
ProFunds Short Small Cap ProFund
2.74%-9.61%-8.36%-11.01%16.39%-19.78%-31.60%-20.89%9.96%-14.49%
UOPIX
ProFunds UltraNASDAQ-100 Fund
-18.95%30.26%41.75%115.97%-60.70%48.28%86.57%80.53%-9.41%68.58%

Returns By Period

In the year-to-date period, SHPIX achieves a 2.74% return, which is significantly higher than UOPIX's -18.95% return. Over the past 10 years, SHPIX has underperformed UOPIX with an annualized return of -11.86%, while UOPIX has yielded a comparatively higher 27.11% annualized return.


SHPIX

1D
1.48%
1M
8.78%
YTD
2.74%
6M
1.16%
1Y
-16.75%
3Y*
-8.22%
5Y*
-3.92%
10Y*
-11.86%

UOPIX

1D
-1.59%
1M
-16.01%
YTD
-18.95%
6M
-16.55%
1Y
28.80%
3Y*
31.70%
5Y*
13.21%
10Y*
27.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SHPIX vs. UOPIX - Expense Ratio Comparison

SHPIX has a 1.78% expense ratio, which is higher than UOPIX's 1.47% expense ratio.


Return for Risk

SHPIX vs. UOPIX — Risk / Return Rank

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

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

UOPIX
UOPIX Risk / Return Rank: 3232
Overall Rank
UOPIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UOPIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
UOPIX Omega Ratio Rank: 3737
Omega Ratio Rank
UOPIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
UOPIX Martin Ratio Rank: 2828
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.

SHPIX vs. UOPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Short Small Cap ProFund (SHPIX) and ProFunds UltraNASDAQ-100 Fund (UOPIX). 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.


SHPIXUOPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.71

0.64

-1.35

Sortino ratio

Return per unit of downside risk

-0.90

1.19

-2.09

Omega ratio

Gain probability vs. loss probability

0.89

1.17

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.42

0.88

-1.30

Martin ratio

Return relative to average drawdown

-0.57

2.94

-3.51

SHPIX vs. UOPIX - Sharpe Ratio Comparison

The current SHPIX Sharpe Ratio is -0.71, which is lower than the UOPIX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of SHPIX and UOPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SHPIXUOPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

0.64

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.29

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.62

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.09

-0.23

Correlation

The correlation between SHPIX and UOPIX is -0.77. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SHPIX vs. UOPIX - Dividend Comparison

SHPIX's dividend yield for the trailing twelve months is around 14.75%, less than UOPIX's 22.54% yield.


TTM20252024202320222021202020192018
SHPIX
ProFunds Short Small Cap ProFund
14.75%5.70%0.00%17.01%0.00%0.00%0.00%0.85%0.00%
UOPIX
ProFunds UltraNASDAQ-100 Fund
22.54%18.27%0.41%0.00%5.64%11.03%9.78%5.78%6.73%

Drawdowns

SHPIX vs. UOPIX - Drawdown Comparison

The maximum SHPIX drawdown since its inception was -99.27%, roughly equal to the maximum UOPIX drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for SHPIX and UOPIX.


Loading graphics...

Drawdown Indicators


SHPIXUOPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.27%

-99.80%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-34.74%

-24.97%

-9.77%

Max Drawdown (5Y)

Largest decline over 5 years

-83.16%

-65.01%

-18.15%

Max Drawdown (10Y)

Largest decline over 10 years

-93.19%

-65.01%

-28.18%

Current Drawdown

Current decline from peak

-97.02%

-67.57%

-29.45%

Average Drawdown

Average peak-to-trough decline

-77.77%

-85.01%

+7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.32%

7.47%

+17.85%

Volatility

SHPIX vs. UOPIX - Volatility Comparison

The current volatility for ProFunds Short Small Cap ProFund (SHPIX) is 6.54%, while ProFunds UltraNASDAQ-100 Fund (UOPIX) has a volatility of 10.78%. This indicates that SHPIX experiences smaller price fluctuations and is considered to be less risky than UOPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SHPIXUOPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

10.78%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

24.90%

-10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

45.01%

-21.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

193.64%

45.05%

+148.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.90%

44.02%

+93.88%