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UJPIX vs. USPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJPIX vs. USPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraJapan Fund (UJPIX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). The values are adjusted to include any dividend payments, if applicable.

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UJPIX vs. USPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJPIX
ProFunds UltraJapan Fund
0.94%60.72%28.67%70.81%-21.63%6.44%23.36%40.42%-25.61%39.72%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
20.94%-35.26%-38.20%-57.06%61.80%-46.20%-96.36%-50.15%-9.56%-44.56%

Returns By Period

In the year-to-date period, UJPIX achieves a 0.94% return, which is significantly lower than USPIX's 20.94% return. Over the past 10 years, UJPIX has outperformed USPIX with an annualized return of 21.56%, while USPIX has yielded a comparatively lower -56.07% annualized return.


UJPIX

1D
-1.04%
1M
-24.63%
YTD
0.94%
6M
27.16%
1Y
92.73%
3Y*
42.96%
5Y*
21.27%
10Y*
21.56%

USPIX

1D
1.64%
1M
17.98%
YTD
20.94%
6M
15.43%
1Y
-33.37%
3Y*
-32.54%
5Y*
-27.66%
10Y*
-56.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UJPIX vs. USPIX - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than USPIX's 1.68% expense ratio.


Return for Risk

UJPIX vs. USPIX — Risk / Return Rank

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

UJPIX
UJPIX Risk / Return Rank: 8787
Overall Rank
UJPIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UJPIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
UJPIX Omega Ratio Rank: 8080
Omega Ratio Rank
UJPIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
UJPIX Martin Ratio Rank: 8888
Martin Ratio Rank

USPIX
USPIX Risk / Return Rank: 11
Overall Rank
USPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
USPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
USPIX Omega Ratio Rank: 11
Omega Ratio Rank
USPIX Calmar Ratio Rank: 22
Calmar Ratio Rank
USPIX Martin Ratio Rank: 44
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. USPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). 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.


UJPIXUSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.73

-0.75

+2.48

Sortino ratio

Return per unit of downside risk

2.34

-0.89

+3.24

Omega ratio

Gain probability vs. loss probability

1.31

0.87

+0.44

Calmar ratio

Return relative to maximum drawdown

2.91

-0.51

+3.42

Martin ratio

Return relative to average drawdown

9.56

-0.61

+10.17

UJPIX vs. USPIX - Sharpe Ratio Comparison

The current UJPIX Sharpe Ratio is 1.73, which is higher than the USPIX Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of UJPIX and USPIX, 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


UJPIXUSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

-0.75

+2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.62

+1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

-0.97

+1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.71

+0.78

Correlation

The correlation between UJPIX and USPIX is -0.62. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

UJPIX vs. USPIX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 39.34%, more than USPIX's 2.24% yield.


TTM20252024202320222021202020192018
UJPIX
ProFunds UltraJapan Fund
39.34%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
2.24%2.71%0.00%5.92%0.00%0.00%0.07%0.36%0.00%

Drawdowns

UJPIX vs. USPIX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, smaller than the maximum USPIX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UJPIX and USPIX.


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Drawdown Indicators


UJPIXUSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-100.00%

+10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-58.80%

+31.69%

Max Drawdown (5Y)

Largest decline over 5 years

-43.92%

-85.38%

+41.46%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-99.98%

+42.99%

Current Drawdown

Current decline from peak

-27.11%

-100.00%

+72.89%

Average Drawdown

Average peak-to-trough decline

-50.24%

-96.42%

+46.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.26%

49.18%

-40.92%

Volatility

UJPIX vs. USPIX - Volatility Comparison

ProFunds UltraJapan Fund (UJPIX) has a higher volatility of 18.79% compared to ProFunds UltraShort NASDAQ-100 Fund (USPIX) at 10.54%. This indicates that UJPIX's price experiences larger fluctuations and is considered to be riskier than USPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJPIXUSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.79%

10.54%

+8.25%

Volatility (6M)

Calculated over the trailing 6-month period

37.30%

24.61%

+12.69%

Volatility (1Y)

Calculated over the trailing 1-year period

51.82%

44.88%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.11%

45.13%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.55%

57.96%

-16.41%