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URPIX vs. RYVNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URPIX vs. RYVNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraBear Fund (URPIX) and Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URPIX achieves a -14.33% return, which is significantly higher than RYVNX's -22.02% return. Over the past 10 years, URPIX has outperformed RYVNX with an annualized return of -27.91%, while RYVNX has yielded a comparatively lower -37.52% annualized return.


URPIX

1D
-3.30%
1M
1.48%
6M
-12.25%
YTD
-14.33%
1Y
-27.37%
3Y*
-26.35%
5Y*
-21.21%
10Y*
-27.91%
ALL TIME*
-21.43%

RYVNX

1D
-6.50%
1M
8.24%
6M
-20.47%
YTD
-22.02%
1Y
-36.09%
3Y*
-33.31%
5Y*
-28.38%
10Y*
-37.52%
ALL TIME*
-31.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

URPIX vs. RYVNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URPIX
ProFunds UltraBear Fund
-14.33%-27.06%-32.89%-31.77%29.74%-43.61%-51.10%-42.03%4.20%-32.58%
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
-22.02%-35.24%-34.30%-57.09%65.14%-45.41%-69.71%-50.05%-9.71%-44.28%

Correlation

The correlation between URPIX and RYVNX is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.88

The correlation between URPIX and RYVNX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

URPIX vs. RYVNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

URPIX
URPIX Risk / Return Rank: 00
Overall Rank
URPIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
URPIX Sortino Ratio Rank: 00
Sortino Ratio Rank
URPIX Omega Ratio Rank: 00
Omega Ratio Rank
URPIX Calmar Ratio Rank: 00
Calmar Ratio Rank
URPIX Martin Ratio Rank: 00
Martin Ratio Rank

RYVNX
RYVNX Risk / Return Rank: 00
Overall Rank
RYVNX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYVNX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYVNX Omega Ratio Rank: 11
Omega Ratio Rank
RYVNX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYVNX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

URPIX vs. RYVNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraBear Fund (URPIX) and Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


URPIXRYVNXDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.85

0.87

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.73

-0.07

Martin ratioReturn relative to average drawdown

-1.35

-1.33

-0.01

URPIX vs. RYVNX - Sharpe Ratio Comparison

The current URPIX Sharpe Ratio is -0.95, which is comparable to the RYVNX Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of URPIX and RYVNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

URPIX vs. RYVNX - Drawdown Comparison

The maximum URPIX drawdown since its inception was -99.92%, roughly equal to the maximum RYVNX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for URPIX and RYVNX.


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Drawdown Indicators


URPIXRYVNXDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-100.00%

+0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-30.79%

-45.22%

+14.43%

Max Drawdown (3Y)

Largest decline over 3 years

-69.89%

-79.81%

+9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-76.97%

-88.89%

+11.92%

Max Drawdown (10Y)

Largest decline over 10 years

-96.59%

-99.24%

+2.65%

Current Drawdown

Current decline from peak

-99.92%

-100.00%

+0.08%

Average Drawdown

Average peak-to-trough decline

-79.17%

-89.62%

+10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.19%

24.59%

-6.40%

Volatility

URPIX vs. RYVNX - Volatility Comparison

The current volatility for ProFunds UltraBear Fund (URPIX) is 6.82%, while Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) has a volatility of 13.77%. This indicates that URPIX experiences smaller price fluctuations and is considered to be less risky than RYVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URPIXRYVNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

13.77%

-6.95%

Volatility (6M)

Calculated over the trailing 6-month period

20.27%

32.02%

-11.75%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

38.72%

-12.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.06%

46.13%

-12.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.62%

45.47%

-9.85%

URPIX vs. RYVNX - Expense Ratio Comparison

URPIX has a 1.78% expense ratio, which is lower than RYVNX's 2.49% expense ratio.


Dividends

URPIX vs. RYVNX - Dividend Comparison

URPIX's dividend yield for the trailing twelve months is around 3.18%, less than RYVNX's 13.62% yield.


PositionTTM2025202420232022202120202019
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
13.62%10.62%6.03%4.56%0.00%0.00%0.25%0.03%
URPIX
ProFunds UltraBear Fund
3.18%2.73%0.00%3.02%0.00%0.00%0.47%0.00%

Frequently Asked Questions


With a correlation of 0.93, URPIX and RYVNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RYVNX has higher volatility (13.77%) compared to URPIX (6.82%). In terms of maximum drawdown, URPIX dropped -99.92% vs RYVNX's -100.00%.

RYVNX currently has the higher Sharpe Ratio (-0.85 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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