PortfoliosLab logo
UDPIX vs. INPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UDPIX and INPIX is 0.80, 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

UDPIX vs. INPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Ultra Dow 30 ProFund (UDPIX) and ProFunds Internet UltraSector Fund (INPIX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

UDPIX:

0.43

INPIX:

1.00

Sortino Ratio

UDPIX:

0.68

INPIX:

1.30

Omega Ratio

UDPIX:

1.09

INPIX:

1.18

Calmar Ratio

UDPIX:

0.33

INPIX:

0.65

Martin Ratio

UDPIX:

1.00

INPIX:

2.63

Ulcer Index

UDPIX:

10.44%

INPIX:

12.01%

Daily Std Dev

UDPIX:

34.64%

INPIX:

38.74%

Max Drawdown

UDPIX:

-81.97%

INPIX:

-96.74%

Current Drawdown

UDPIX:

-15.44%

INPIX:

-21.42%

Returns By Period

In the year-to-date period, UDPIX achieves a -4.85% return, which is significantly lower than INPIX's 1.55% return. Both investments have delivered pretty close results over the past 10 years, with UDPIX having a 16.27% annualized return and INPIX not far ahead at 16.28%.


UDPIX

YTD

-4.85%

1M

7.24%

6M

-15.07%

1Y

11.25%

3Y*

11.81%

5Y*

21.41%

10Y*

16.27%

INPIX

YTD

1.55%

1M

10.11%

6M

1.86%

1Y

38.85%

3Y*

25.67%

5Y*

7.64%

10Y*

16.28%

*Annualized

Compare stocks, funds, or ETFs

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


ProFunds Ultra Dow 30 ProFund

UDPIX vs. INPIX - Expense Ratio Comparison

UDPIX has a 1.54% expense ratio, which is higher than INPIX's 1.48% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

UDPIX vs. INPIX — Risk-Adjusted Performance Rank

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

UDPIX
The Risk-Adjusted Performance Rank of UDPIX is 3030
Overall Rank
The Sharpe Ratio Rank of UDPIX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of UDPIX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of UDPIX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of UDPIX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of UDPIX is 2727
Martin Ratio Rank

INPIX
The Risk-Adjusted Performance Rank of INPIX is 6666
Overall Rank
The Sharpe Ratio Rank of INPIX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of INPIX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of INPIX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of INPIX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of INPIX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UDPIX vs. INPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Dow 30 ProFund (UDPIX) and ProFunds Internet UltraSector Fund (INPIX). 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.


The current UDPIX Sharpe Ratio is 0.43, which is lower than the INPIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of UDPIX and INPIX, 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 data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

UDPIX vs. INPIX - Dividend Comparison

UDPIX's dividend yield for the trailing twelve months is around 2.45%, while INPIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
UDPIX
ProFunds Ultra Dow 30 ProFund
2.45%2.33%0.95%0.00%6.28%1.97%1.96%0.93%1.81%0.00%0.00%0.00%
INPIX
ProFunds Internet UltraSector Fund
0.00%0.00%0.00%0.00%17.50%21.43%0.13%0.00%9.34%0.18%6.69%0.85%

Drawdowns

UDPIX vs. INPIX - Drawdown Comparison

The maximum UDPIX drawdown since its inception was -81.97%, smaller than the maximum INPIX drawdown of -96.74%. Use the drawdown chart below to compare losses from any high point for UDPIX and INPIX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

UDPIX vs. INPIX - Volatility Comparison

ProFunds Ultra Dow 30 ProFund (UDPIX) has a higher volatility of 9.16% compared to ProFunds Internet UltraSector Fund (INPIX) at 8.56%. This indicates that UDPIX's price experiences larger fluctuations and is considered to be riskier than INPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...