UDPIX vs. RYRUX
UDPIX (ProFunds Ultra Dow 30 ProFund) and RYRUX (Rydex Russell 2000 2x Strategy Fund) are both Leveraged Equities funds. Over the past 10 years, UDPIX returned 20.59%/yr vs 10.46%/yr for RYRUX. Their correlation of 0.81 means they have usually moved in the same direction. UDPIX charges 1.54%/yr vs 1.86%/yr for RYRUX.
Performance
UDPIX vs. RYRUX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UDPIX achieves a 14.63% return, which is significantly lower than RYRUX's 34.42% return. Over the past 10 years, UDPIX has outperformed RYRUX with an annualized return of 20.59%, while RYRUX has yielded a comparatively lower 10.46% annualized return.
UDPIX
- 1D
- 2.36%
- 1M
- -3.08%
- 6M
- 11.31%
- YTD
- 14.63%
- 1Y
- 37.09%
- 3Y*
- 21.53%
- 5Y*
- 13.56%
- 10Y*
- 20.59%
- ALL TIME*
- 12.10%
RYRUX
- 1D
- 2.71%
- 1M
- -3.87%
- 6M
- 21.97%
- YTD
- 34.42%
- 1Y
- 70.85%
- 3Y*
- 18.51%
- 5Y*
- 2.59%
- 10Y*
- 10.46%
- ALL TIME*
- 7.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
UDPIX vs. RYRUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UDPIX ProFunds Ultra Dow 30 ProFund | 14.63% | 19.96% | 18.13% | 23.94% | -19.89% | 52.21% | 15.74% | 47.47% | -13.82% | 54.86% |
RYRUX Rydex Russell 2000 2x Strategy Fund | 34.42% | 12.62% | 10.94% | 22.65% | -43.88% | 20.72% | 16.41% | 47.20% | -26.63% | 25.55% |
Correlation
The correlation between UDPIX and RYRUX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.81 |
The correlation between UDPIX and RYRUX has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UDPIX vs. RYRUX — Risk / Return Rank
UDPIX
RYRUX
UDPIX vs. RYRUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Dow 30 ProFund (UDPIX) and Rydex Russell 2000 2x Strategy Fund (RYRUX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UDPIX | RYRUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.73 | -1.09 |
| Martin ratioReturn relative to average drawdown | 6.02 | 9.27 | -3.26 |
Loading charts...
Drawdowns
UDPIX vs. RYRUX - Drawdown Comparison
The maximum UDPIX drawdown since its inception was -81.97%, smaller than the maximum RYRUX drawdown of -88.49%. Use the drawdown chart below to compare losses from any high point for UDPIX and RYRUX.
Loading charts...
Drawdown Indicators
| UDPIX | RYRUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.97% | -88.49% | +6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -22.39% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -33.41% | -49.91% | +16.50% |
Max Drawdown (5Y)Largest decline over 5 years | -40.44% | -62.41% | +21.97% |
Max Drawdown (10Y)Largest decline over 10 years | -63.40% | -71.68% | +8.28% |
Current DrawdownCurrent decline from peak | -3.65% | -5.74% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -17.47% | -31.07% | +13.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 6.58% | -1.29% |
Volatility
UDPIX vs. RYRUX - Volatility Comparison
ProFunds Ultra Dow 30 ProFund (UDPIX) and Rydex Russell 2000 2x Strategy Fund (RYRUX) have volatilities of 7.48% and 7.62%, 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.
Loading charts...
Volatility by Period
| UDPIX | RYRUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 7.62% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 19.71% | 28.24% | -8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 38.80% | -13.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 45.04% | -14.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.13% | 46.81% | -11.68% |
UDPIX vs. RYRUX - Expense Ratio Comparison
UDPIX has a 1.54% expense ratio, which is lower than RYRUX's 1.86% expense ratio.
Dividends
UDPIX vs. RYRUX - Dividend Comparison
UDPIX's dividend yield for the trailing twelve months is around 3.40%, more than RYRUX's 2.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRUX Rydex Russell 2000 2x Strategy Fund | 2.74% | 3.68% | 2.93% | 0.35% | 0.00% | 0.20% | 0.00% | 0.27% | 0.00% | 2.57% | 0.00% | 28.79% |
UDPIX ProFunds Ultra Dow 30 ProFund | 3.40% | 3.90% | 0.00% | 0.95% | 0.00% | 13.43% | 14.53% | 1.96% | 0.93% | 0.02% | 0.00% | 0.00% |
Frequently Asked Questions
UDPIX and RYRUX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYRUX has higher volatility (7.62%) compared to UDPIX (7.48%). In terms of maximum drawdown, UDPIX dropped -81.97% vs RYRUX's -88.49%.
RYRUX currently has the higher Sharpe Ratio (1.57 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for UDPIX and RYRUX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer