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URPIX vs. SOPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URPIX vs. SOPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraBear Fund (URPIX) and ProFunds Short NASDAQ-100 Fund (SOPIX). 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 -15.44% return, which is significantly higher than SOPIX's -16.41% return. Over the past 10 years, URPIX has underperformed SOPIX with an annualized return of -28.98%, while SOPIX has yielded a comparatively higher -21.08% annualized return.


URPIX

1D
0.83%
1M
0.00%
YTD
-15.44%
6M
-13.64%
1Y
-32.58%
3Y*
-29.03%
5Y*
-22.65%
10Y*
-28.98%

SOPIX

1D
0.25%
1M
-3.06%
YTD
-16.41%
6M
-15.19%
1Y
-26.08%
3Y*
-21.30%
5Y*
-15.98%
10Y*
-21.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URPIX vs. SOPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URPIX
ProFunds UltraBear Fund
-15.44%-27.06%-32.89%-31.77%29.74%-43.61%-51.10%-42.03%4.20%-32.58%
SOPIX
ProFunds Short NASDAQ-100 Fund
-16.41%-15.80%-23.82%-31.85%34.73%-25.69%-42.92%-28.29%-3.07%-25.24%

Correlation

The correlation between URPIX and SOPIX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2003

0.89

The correlation between URPIX and SOPIX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

URPIX vs. SOPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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

SOPIX
SOPIX Risk / Return Rank: 00
Overall Rank
SOPIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SOPIX Sortino Ratio Rank: 00
Sortino Ratio Rank
SOPIX Omega Ratio Rank: 00
Omega Ratio Rank
SOPIX Calmar Ratio Rank: 00
Calmar Ratio Rank
SOPIX Martin Ratio Rank: 00
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. SOPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraBear Fund (URPIX) and ProFunds Short NASDAQ-100 Fund (SOPIX). 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.


URPIXSOPIXDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

0.77

0.75

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.97

-1.01

+0.04

Martin ratioReturn relative to average drawdown

-1.68

-2.07

+0.39

URPIX vs. SOPIX - Sharpe Ratio Comparison

The current URPIX Sharpe Ratio is -1.35, which is comparable to the SOPIX Sharpe Ratio of -1.53. The chart below compares the historical Sharpe Ratios of URPIX and SOPIX, 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. SOPIX - Drawdown Comparison

The maximum URPIX drawdown since its inception was -99.92%, roughly equal to the maximum SOPIX drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for URPIX and SOPIX.


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Drawdown Indicators


URPIXSOPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-99.07%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-33.47%

-25.45%

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-69.89%

-54.87%

-15.02%

Max Drawdown (5Y)

Largest decline over 5 years

-76.97%

-65.00%

-11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-96.96%

-90.86%

-6.10%

Current Drawdown

Current decline from peak

-99.92%

-99.06%

-0.86%

Average Drawdown

Average peak-to-trough decline

-79.10%

-76.17%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.49%

13.73%

+7.76%

Volatility

URPIX vs. SOPIX - Volatility Comparison

ProFunds UltraBear Fund (URPIX) has a higher volatility of 9.34% compared to ProFunds Short NASDAQ-100 Fund (SOPIX) at 8.28%. This indicates that URPIX's price experiences larger fluctuations and is considered to be riskier than SOPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URPIXSOPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

8.28%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.81%

14.14%

+5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

25.08%

17.66%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.01%

23.62%

+10.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.72%

22.62%

+13.10%

URPIX vs. SOPIX - Expense Ratio Comparison

Both URPIX and SOPIX have an expense ratio of 1.78%.


Dividends

URPIX vs. SOPIX - Dividend Comparison

URPIX's dividend yield for the trailing twelve months is around 3.23%, more than SOPIX's 2.56% yield.


PositionTTM2025202420232022202120202019
SOPIX
ProFunds Short NASDAQ-100 Fund
2.56%2.14%0.00%6.71%0.00%0.00%0.00%0.29%
URPIX
ProFunds UltraBear Fund
3.23%2.73%0.00%3.02%0.00%0.00%0.47%0.00%

Frequently Asked Questions


With a correlation of 0.94, URPIX and SOPIX 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.

URPIX has higher volatility (9.34%) compared to SOPIX (8.28%). In terms of maximum drawdown, URPIX dropped -99.92% vs SOPIX's -99.07%.

URPIX currently has the higher Sharpe Ratio (-1.35 vs -1.53), 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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