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UOPIX vs. SOXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UOPIX and SOXL is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

UOPIX vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraNASDAQ-100 Fund (UOPIX) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2025FebruaryMarchAprilMay
2,748.50%
2,104.35%
UOPIX
SOXL

Key characteristics

Sharpe Ratio

UOPIX:

0.35

SOXL:

-0.51

Sortino Ratio

UOPIX:

0.82

SOXL:

-0.25

Omega Ratio

UOPIX:

1.11

SOXL:

0.97

Calmar Ratio

UOPIX:

0.41

SOXL:

-0.73

Martin Ratio

UOPIX:

1.23

SOXL:

-1.22

Ulcer Index

UOPIX:

14.21%

SOXL:

53.12%

Daily Std Dev

UOPIX:

50.57%

SOXL:

128.01%

Max Drawdown

UOPIX:

-98.91%

SOXL:

-90.46%

Current Drawdown

UOPIX:

-22.29%

SOXL:

-81.30%

Returns By Period

In the year-to-date period, UOPIX achieves a -13.67% return, which is significantly higher than SOXL's -51.19% return. Both investments have delivered pretty close results over the past 10 years, with UOPIX having a 20.54% annualized return and SOXL not far ahead at 21.01%.


UOPIX

YTD

-13.67%

1M

14.52%

6M

-6.38%

1Y

11.77%

5Y*

19.15%

10Y*

20.54%

SOXL

YTD

-51.19%

1M

16.48%

6M

-56.64%

1Y

-65.54%

5Y*

12.45%

10Y*

21.01%

*Annualized

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UOPIX vs. SOXL - Expense Ratio Comparison

UOPIX has a 1.47% expense ratio, which is higher than SOXL's 0.99% expense ratio.


Expense ratio chart for UOPIX: current value is 1.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UOPIX: 1.47%
Expense ratio chart for SOXL: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXL: 0.99%

Risk-Adjusted Performance

UOPIX vs. SOXL — Risk-Adjusted Performance Rank

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

UOPIX
The Risk-Adjusted Performance Rank of UOPIX is 4343
Overall Rank
The Sharpe Ratio Rank of UOPIX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of UOPIX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of UOPIX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of UOPIX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of UOPIX is 3939
Martin Ratio Rank

SOXL
The Risk-Adjusted Performance Rank of SOXL is 44
Overall Rank
The Sharpe Ratio Rank of SOXL is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXL is 88
Sortino Ratio Rank
The Omega Ratio Rank of SOXL is 88
Omega Ratio Rank
The Calmar Ratio Rank of SOXL is 00
Calmar Ratio Rank
The Martin Ratio Rank of SOXL is 33
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.

UOPIX vs. SOXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraNASDAQ-100 Fund (UOPIX) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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.


The chart of Sharpe ratio for UOPIX, currently valued at 0.35, compared to the broader market-2.00-1.000.001.002.003.00
UOPIX: 0.35
SOXL: -0.51
The chart of Sortino ratio for UOPIX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
UOPIX: 0.82
SOXL: -0.25
The chart of Omega ratio for UOPIX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
UOPIX: 1.11
SOXL: 0.97
The chart of Calmar ratio for UOPIX, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.00
UOPIX: 0.41
SOXL: -0.73
The chart of Martin ratio for UOPIX, currently valued at 1.23, compared to the broader market0.0010.0020.0030.0040.00
UOPIX: 1.23
SOXL: -1.22

The current UOPIX Sharpe Ratio is 0.35, which is higher than the SOXL Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of UOPIX and SOXL, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.35
-0.51
UOPIX
SOXL

Dividends

UOPIX vs. SOXL - Dividend Comparison

UOPIX's dividend yield for the trailing twelve months is around 0.48%, less than SOXL's 2.64% yield.


TTM20242023202220212020201920182017201620152014
UOPIX
ProFunds UltraNASDAQ-100 Fund
0.48%0.41%0.00%5.64%14.22%9.78%5.78%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
2.64%1.18%0.51%1.08%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%

Drawdowns

UOPIX vs. SOXL - Drawdown Comparison

The maximum UOPIX drawdown since its inception was -98.91%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for UOPIX and SOXL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-22.29%
-81.30%
UOPIX
SOXL

Volatility

UOPIX vs. SOXL - Volatility Comparison

The current volatility for ProFunds UltraNASDAQ-100 Fund (UOPIX) is 32.89%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 76.21%. This indicates that UOPIX experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
32.89%
76.21%
UOPIX
SOXL