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SMPIX vs. RYEUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMPIX vs. RYEUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Semiconductor UltraSector Fund (SMPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). The values are adjusted to include any dividend payments, if applicable.

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SMPIX vs. RYEUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMPIX
ProFunds Semiconductor UltraSector Fund
-5.24%56.35%81.41%155.37%-54.31%80.17%60.77%77.97%-17.56%42.78%
RYEUX
Rydex Europe 1.25x Strategy Fund
-5.46%32.95%-2.61%19.53%-12.87%18.73%0.35%29.80%-18.72%28.14%

Returns By Period

The year-to-date returns for both stocks are quite close, with SMPIX having a -5.24% return and RYEUX slightly lower at -5.46%. Over the past 10 years, SMPIX has outperformed RYEUX with an annualized return of 39.30%, while RYEUX has yielded a comparatively lower 7.62% annualized return.


SMPIX

1D
8.42%
1M
-8.20%
YTD
-5.24%
6M
-0.48%
1Y
103.55%
3Y*
64.41%
5Y*
36.63%
10Y*
39.30%

RYEUX

1D
0.54%
1M
-14.25%
YTD
-5.46%
6M
0.04%
1Y
9.74%
3Y*
9.26%
5Y*
7.95%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMPIX vs. RYEUX - Expense Ratio Comparison

SMPIX has a 1.49% expense ratio, which is lower than RYEUX's 1.69% expense ratio.


Return for Risk

SMPIX vs. RYEUX — Risk / Return Rank

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

SMPIX
SMPIX Risk / Return Rank: 9090
Overall Rank
SMPIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SMPIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SMPIX Omega Ratio Rank: 8282
Omega Ratio Rank
SMPIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMPIX Martin Ratio Rank: 9595
Martin Ratio Rank

RYEUX
RYEUX Risk / Return Rank: 1616
Overall Rank
RYEUX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RYEUX Sortino Ratio Rank: 1414
Sortino Ratio Rank
RYEUX Omega Ratio Rank: 1414
Omega Ratio Rank
RYEUX Calmar Ratio Rank: 1818
Calmar Ratio Rank
RYEUX Martin Ratio Rank: 1818
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.

SMPIX vs. RYEUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Semiconductor UltraSector Fund (SMPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). 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.


SMPIXRYEUXDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.41

+1.41

Sortino ratio

Return per unit of downside risk

2.43

0.69

+1.73

Omega ratio

Gain probability vs. loss probability

1.33

1.09

+0.24

Calmar ratio

Return relative to maximum drawdown

4.56

0.55

+4.01

Martin ratio

Return relative to average drawdown

12.94

1.94

+11.00

SMPIX vs. RYEUX - Sharpe Ratio Comparison

The current SMPIX Sharpe Ratio is 1.82, which is higher than the RYEUX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SMPIX and RYEUX, 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


SMPIXRYEUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.41

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.39

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.34

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.03

+0.04

Correlation

The correlation between SMPIX and RYEUX is 0.58, 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

SMPIX vs. RYEUX - Dividend Comparison

SMPIX's dividend yield for the trailing twelve months is around 13.73%, more than RYEUX's 6.30% yield.


TTM20252024202320222021202020192018201720162015
SMPIX
ProFunds Semiconductor UltraSector Fund
13.73%13.02%0.16%0.00%0.00%6.57%0.00%2.26%40.03%0.11%0.45%0.68%
RYEUX
Rydex Europe 1.25x Strategy Fund
6.30%5.95%12.32%0.67%0.00%0.00%5.03%0.46%8.58%0.25%0.91%0.15%

Drawdowns

SMPIX vs. RYEUX - Drawdown Comparison

The maximum SMPIX drawdown since its inception was -94.09%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for SMPIX and RYEUX.


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Drawdown Indicators


SMPIXRYEUXDifference

Max Drawdown

Largest peak-to-trough decline

-94.09%

-76.19%

-17.90%

Max Drawdown (1Y)

Largest decline over 1 year

-22.78%

-15.24%

-7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-94.09%

-33.39%

-60.70%

Max Drawdown (10Y)

Largest decline over 10 years

-94.09%

-42.08%

-52.01%

Current Drawdown

Current decline from peak

-84.58%

-14.57%

-70.01%

Average Drawdown

Average peak-to-trough decline

-57.42%

-37.55%

-19.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.03%

4.30%

+3.73%

Volatility

SMPIX vs. RYEUX - Volatility Comparison

ProFunds Semiconductor UltraSector Fund (SMPIX) has a higher volatility of 16.71% compared to Rydex Europe 1.25x Strategy Fund (RYEUX) at 8.89%. This indicates that SMPIX's price experiences larger fluctuations and is considered to be riskier than RYEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMPIXRYEUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.71%

8.89%

+7.82%

Volatility (6M)

Calculated over the trailing 6-month period

36.99%

13.65%

+23.34%

Volatility (1Y)

Calculated over the trailing 1-year period

58.76%

21.55%

+37.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

332.54%

20.69%

+311.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

237.08%

22.46%

+214.62%