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VOO vs. UJPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOO and UJPIX is 0.69, 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.


-0.50.00.51.00.7

Performance

VOO vs. UJPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and ProFunds UltraJapan Fund (UJPIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.08%
3.67%
VOO
UJPIX

Key characteristics

Sharpe Ratio

VOO:

1.88

UJPIX:

-0.10

Sortino Ratio

VOO:

2.53

UJPIX:

0.16

Omega Ratio

VOO:

1.35

UJPIX:

1.02

Calmar Ratio

VOO:

2.81

UJPIX:

-0.10

Martin Ratio

VOO:

11.78

UJPIX:

-0.27

Ulcer Index

VOO:

2.02%

UJPIX:

16.38%

Daily Std Dev

VOO:

12.67%

UJPIX:

44.64%

Max Drawdown

VOO:

-33.99%

UJPIX:

-92.63%

Current Drawdown

VOO:

0.00%

UJPIX:

-23.85%

Returns By Period

In the year-to-date period, VOO achieves a 4.61% return, which is significantly higher than UJPIX's -2.43% return. Over the past 10 years, VOO has outperformed UJPIX with an annualized return of 13.30%, while UJPIX has yielded a comparatively lower 10.13% annualized return.


VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

UJPIX

YTD

-2.43%

1M

0.69%

6M

3.67%

1Y

-3.07%

5Y*

15.43%

10Y*

10.13%

*Annualized

Compare stocks, funds, or ETFs

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


VOO vs. UJPIX - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than UJPIX's 1.78% expense ratio.


UJPIX
ProFunds UltraJapan Fund
Expense ratio chart for UJPIX: current value at 1.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.78%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VOO vs. UJPIX — Risk-Adjusted Performance Rank

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

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
Martin Ratio Rank

UJPIX
The Risk-Adjusted Performance Rank of UJPIX is 66
Overall Rank
The Sharpe Ratio Rank of UJPIX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of UJPIX is 77
Sortino Ratio Rank
The Omega Ratio Rank of UJPIX is 77
Omega Ratio Rank
The Calmar Ratio Rank of UJPIX is 44
Calmar Ratio Rank
The Martin Ratio Rank of UJPIX is 55
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.

VOO vs. UJPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and ProFunds UltraJapan Fund (UJPIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.88, compared to the broader market0.002.004.001.88-0.10
The chart of Sortino ratio for VOO, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.0012.002.530.16
The chart of Omega ratio for VOO, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.02
The chart of Calmar ratio for VOO, currently valued at 2.81, compared to the broader market0.005.0010.0015.002.81-0.11
The chart of Martin ratio for VOO, currently valued at 11.78, compared to the broader market0.0020.0040.0060.0080.00100.0011.78-0.27
VOO
UJPIX

The current VOO Sharpe Ratio is 1.88, which is higher than the UJPIX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of VOO and UJPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.88
-0.10
VOO
UJPIX

Dividends

VOO vs. UJPIX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.19%, less than UJPIX's 2.49% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
UJPIX
ProFunds UltraJapan Fund
2.49%2.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOO vs. UJPIX - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum UJPIX drawdown of -92.63%. Use the drawdown chart below to compare losses from any high point for VOO and UJPIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-18.41%
VOO
UJPIX

Volatility

VOO vs. UJPIX - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 3.01%, while ProFunds UltraJapan Fund (UJPIX) has a volatility of 11.01%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than UJPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.01%
11.01%
VOO
UJPIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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