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UJPIX vs. BIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJPIX vs. BIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraJapan Fund (UJPIX) and ProFunds Biotechnology UltraSector Fund (BIPIX). The values are adjusted to include any dividend payments, if applicable.

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UJPIX vs. BIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJPIX
ProFunds UltraJapan Fund
8.67%60.72%28.67%70.81%-21.63%6.44%23.36%40.42%-25.61%39.72%
BIPIX
ProFunds Biotechnology UltraSector Fund
5.27%47.99%-5.81%9.55%-13.43%5.00%19.94%23.65%-12.15%34.71%

Returns By Period

In the year-to-date period, UJPIX achieves a 8.67% return, which is significantly higher than BIPIX's 5.27% return. Over the past 10 years, UJPIX has outperformed BIPIX with an annualized return of 22.46%, while BIPIX has yielded a comparatively lower 9.43% annualized return.


UJPIX

1D
7.66%
1M
-16.00%
YTD
8.67%
6M
37.03%
1Y
110.58%
3Y*
46.52%
5Y*
22.54%
10Y*
22.46%

BIPIX

1D
11.19%
1M
0.61%
YTD
5.27%
6M
37.75%
1Y
96.10%
3Y*
20.88%
5Y*
6.71%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UJPIX vs. BIPIX - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than BIPIX's 1.49% expense ratio.


Return for Risk

UJPIX vs. BIPIX — Risk / Return Rank

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

UJPIX
UJPIX Risk / Return Rank: 9191
Overall Rank
UJPIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
UJPIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
UJPIX Omega Ratio Rank: 8484
Omega Ratio Rank
UJPIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
UJPIX Martin Ratio Rank: 9494
Martin Ratio Rank

BIPIX
BIPIX Risk / Return Rank: 9090
Overall Rank
BIPIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BIPIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
BIPIX Omega Ratio Rank: 7979
Omega Ratio Rank
BIPIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BIPIX Martin Ratio Rank: 9494
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.

UJPIX vs. BIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and ProFunds Biotechnology UltraSector Fund (BIPIX). 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.


UJPIXBIPIXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.97

+0.10

Sortino ratio

Return per unit of downside risk

2.63

2.54

+0.09

Omega ratio

Gain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratio

Return relative to maximum drawdown

3.83

3.61

+0.21

Martin ratio

Return relative to average drawdown

12.62

12.86

-0.23

UJPIX vs. BIPIX - Sharpe Ratio Comparison

The current UJPIX Sharpe Ratio is 2.07, which is comparable to the BIPIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of UJPIX and BIPIX, 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


UJPIXBIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.97

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.18

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.27

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.18

-0.10

Correlation

The correlation between UJPIX and BIPIX is 0.46, 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

UJPIX vs. BIPIX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 36.54%, more than BIPIX's 0.35% yield.


TTM202520242023202220212020201920182017
UJPIX
ProFunds UltraJapan Fund
36.54%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%0.00%
BIPIX
ProFunds Biotechnology UltraSector Fund
0.35%0.37%28.81%6.69%0.00%0.79%12.09%3.26%5.52%7.19%

Drawdowns

UJPIX vs. BIPIX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, which is greater than BIPIX's maximum drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for UJPIX and BIPIX.


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Drawdown Indicators


UJPIXBIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-84.51%

-5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-19.79%

-7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-43.92%

-54.56%

+10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-54.56%

-2.43%

Current Drawdown

Current decline from peak

-21.53%

-5.66%

-15.87%

Average Drawdown

Average peak-to-trough decline

-50.23%

-36.73%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

5.78%

+2.44%

Volatility

UJPIX vs. BIPIX - Volatility Comparison

ProFunds UltraJapan Fund (UJPIX) has a higher volatility of 20.55% compared to ProFunds Biotechnology UltraSector Fund (BIPIX) at 17.20%. This indicates that UJPIX's price experiences larger fluctuations and is considered to be riskier than BIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJPIXBIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.55%

17.20%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

37.99%

28.74%

+9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

52.24%

44.01%

+8.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.25%

37.70%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.55%

35.50%

+6.05%