PortfoliosLab logoPortfoliosLab logo
URPIX vs. RYAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URPIX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraBear Fund (URPIX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

URPIX vs. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URPIX
ProFunds UltraBear Fund
17.25%-27.06%-32.89%-31.77%29.74%-43.61%-51.10%-42.03%4.20%-32.58%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
10.70%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Returns By Period

In the year-to-date period, URPIX achieves a 17.25% return, which is significantly higher than RYAIX's 10.70% return. Over the past 10 years, URPIX has underperformed RYAIX with an annualized return of -26.53%, while RYAIX has yielded a comparatively higher -16.89% annualized return.


URPIX

1D
0.84%
1M
17.90%
YTD
17.25%
6M
13.15%
1Y
-22.40%
3Y*
-23.45%
5Y*
-19.88%
10Y*
-26.53%

RYAIX

1D
0.78%
1M
8.79%
YTD
10.70%
6M
9.08%
1Y
-14.68%
3Y*
-13.58%
5Y*
-10.67%
10Y*
-16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


URPIX vs. RYAIX - Expense Ratio Comparison

URPIX has a 1.78% expense ratio, which is higher than RYAIX's 1.55% expense ratio.


Return for Risk

URPIX vs. RYAIX — Risk / Return Rank

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

URPIX
URPIX Risk / Return Rank: 22
Overall Rank
URPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
URPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
URPIX Omega Ratio Rank: 11
Omega Ratio Rank
URPIX Calmar Ratio Rank: 22
Calmar Ratio Rank
URPIX Martin Ratio Rank: 44
Martin Ratio Rank

RYAIX
RYAIX Risk / Return Rank: 22
Overall Rank
RYAIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 11
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYAIX 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.

URPIX vs. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraBear Fund (URPIX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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.


URPIXRYAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.65

-0.65

+0.01

Sortino ratio

Return per unit of downside risk

-0.75

-0.79

+0.04

Omega ratio

Gain probability vs. loss probability

0.89

0.89

0.00

Calmar ratio

Return relative to maximum drawdown

-0.41

-0.36

-0.05

Martin ratio

Return relative to average drawdown

-0.49

-0.45

-0.04

URPIX vs. RYAIX - Sharpe Ratio Comparison

The current URPIX Sharpe Ratio is -0.65, which is comparable to the RYAIX Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of URPIX and RYAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


URPIXRYAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

-0.65

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

-0.47

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.75

-0.75

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.16

-0.38

Correlation

The correlation between URPIX and RYAIX is 0.87, 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.


Dividends

URPIX vs. RYAIX - Dividend Comparison

URPIX's dividend yield for the trailing twelve months is around 2.33%, more than RYAIX's 2.01% yield.


TTM2025202420232022202120202019
URPIX
ProFunds UltraBear Fund
2.33%2.73%0.00%3.02%0.00%0.00%0.47%0.00%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.01%2.23%5.67%4.81%0.00%0.00%0.09%0.72%

Drawdowns

URPIX vs. RYAIX - Drawdown Comparison

The maximum URPIX drawdown since its inception was -99.91%, roughly equal to the maximum RYAIX drawdown of -98.75%. Use the drawdown chart below to compare losses from any high point for URPIX and RYAIX.


Loading graphics...

Drawdown Indicators


URPIXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-98.75%

-1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-48.95%

-33.93%

-15.02%

Max Drawdown (5Y)

Largest decline over 5 years

-72.81%

-54.73%

-18.08%

Max Drawdown (10Y)

Largest decline over 10 years

-96.41%

-87.23%

-9.18%

Current Drawdown

Current decline from peak

-99.89%

-98.56%

-1.33%

Average Drawdown

Average peak-to-trough decline

-78.94%

-73.13%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.81%

27.19%

+13.62%

Volatility

URPIX vs. RYAIX - Volatility Comparison

ProFunds UltraBear Fund (URPIX) has a higher volatility of 8.48% compared to Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) at 5.34%. This indicates that URPIX's price experiences larger fluctuations and is considered to be riskier than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


URPIXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

5.34%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.09%

12.33%

+5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

36.11%

22.52%

+13.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.76%

22.82%

+10.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

22.58%

+12.97%