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UGPIX vs. CNPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UGPIX vs. CNPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraChina (UGPIX) and ProFunds Consumer Goods UltraSector Fund (CNPIX). The values are adjusted to include any dividend payments, if applicable.

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UGPIX vs. CNPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGPIX
ProFunds UltraChina
-27.95%36.28%-21.79%-11.49%-53.03%-73.86%76.47%40.07%-46.51%105.73%
CNPIX
ProFunds Consumer Goods UltraSector Fund
7.61%-3.43%12.77%2.93%-36.57%26.52%188.12%40.51%-22.66%20.89%

Returns By Period

In the year-to-date period, UGPIX achieves a -27.95% return, which is significantly lower than CNPIX's 7.61% return. Over the past 10 years, UGPIX has underperformed CNPIX with an annualized return of -14.29%, while CNPIX has yielded a comparatively higher 13.60% annualized return.


UGPIX

1D
-0.76%
1M
-18.68%
YTD
-27.95%
6M
-48.28%
1Y
-30.96%
3Y*
-15.66%
5Y*
-37.37%
10Y*
-14.29%

CNPIX

1D
0.08%
1M
-12.92%
YTD
7.61%
6M
5.95%
1Y
-1.30%
3Y*
3.23%
5Y*
-1.15%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UGPIX vs. CNPIX - Expense Ratio Comparison

UGPIX has a 1.74% expense ratio, which is lower than CNPIX's 1.78% expense ratio.


Return for Risk

UGPIX vs. CNPIX — Risk / Return Rank

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

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

CNPIX
CNPIX Risk / Return Rank: 66
Overall Rank
CNPIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CNPIX Sortino Ratio Rank: 66
Sortino Ratio Rank
CNPIX Omega Ratio Rank: 66
Omega Ratio Rank
CNPIX Calmar Ratio Rank: 66
Calmar Ratio Rank
CNPIX Martin Ratio Rank: 66
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.

UGPIX vs. CNPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraChina (UGPIX) and ProFunds Consumer Goods UltraSector Fund (CNPIX). 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.


UGPIXCNPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.04

-0.59

Sortino ratio

Return per unit of downside risk

-0.51

0.21

-0.71

Omega ratio

Gain probability vs. loss probability

0.94

1.02

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.69

0.01

-0.70

Martin ratio

Return relative to average drawdown

-1.49

0.03

-1.52

UGPIX vs. CNPIX - Sharpe Ratio Comparison

The current UGPIX Sharpe Ratio is -0.55, which is lower than the CNPIX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of UGPIX and CNPIX, 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


UGPIXCNPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.04

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.05

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.34

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.37

-0.42

Correlation

The correlation between UGPIX and CNPIX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UGPIX vs. CNPIX - Dividend Comparison

UGPIX's dividend yield for the trailing twelve months is around 8.39%, more than CNPIX's 0.56% yield.


TTM20252024202320222021202020192018201720162015
UGPIX
ProFunds UltraChina
8.39%6.05%2.91%3.25%0.00%0.00%0.00%0.08%0.00%0.77%0.00%0.00%
CNPIX
ProFunds Consumer Goods UltraSector Fund
0.56%0.60%1.55%1.59%0.00%1.45%0.00%2.77%1.64%0.07%0.00%0.50%

Drawdowns

UGPIX vs. CNPIX - Drawdown Comparison

The maximum UGPIX drawdown since its inception was -99.66%, which is greater than CNPIX's maximum drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for UGPIX and CNPIX.


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Drawdown Indicators


UGPIXCNPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.66%

-60.04%

-39.62%

Max Drawdown (1Y)

Largest decline over 1 year

-51.12%

-14.46%

-36.66%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-45.40%

-53.12%

Max Drawdown (10Y)

Largest decline over 10 years

-99.10%

-46.56%

-52.54%

Current Drawdown

Current decline from peak

-97.95%

-27.40%

-70.55%

Average Drawdown

Average peak-to-trough decline

-82.60%

-12.84%

-69.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.70%

6.51%

+17.19%

Volatility

UGPIX vs. CNPIX - Volatility Comparison

ProFunds UltraChina (UGPIX) has a higher volatility of 15.79% compared to ProFunds Consumer Goods UltraSector Fund (CNPIX) at 6.02%. This indicates that UGPIX's price experiences larger fluctuations and is considered to be riskier than CNPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGPIXCNPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.79%

6.02%

+9.77%

Volatility (6M)

Calculated over the trailing 6-month period

36.85%

13.90%

+22.95%

Volatility (1Y)

Calculated over the trailing 1-year period

57.63%

20.72%

+36.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

390.11%

23.63%

+366.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

277.87%

40.37%

+237.50%