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USPIX vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

USPIX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraShort NASDAQ-100 Fund (USPIX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USPIX achieves a -32.64% return, which is significantly lower than BTC-USD's -26.78% return. Over the past 10 years, USPIX has underperformed BTC-USD with an annualized return of -40.33%, while BTC-USD has yielded a comparatively higher 57.78% annualized return.


USPIX

1D
-4.97%
1M
-7.35%
YTD
-32.64%
6M
-31.38%
1Y
-49.70%
3Y*
-39.40%
5Y*
-33.49%
10Y*
-40.33%

BTC-USD

1D
1.32%
1M
-16.41%
YTD
-26.78%
6M
-27.65%
1Y
-36.56%
3Y*
27.78%
5Y*
13.72%
10Y*
57.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPIX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USPIX
ProFunds UltraShort NASDAQ-100 Fund
-32.64%-35.26%-38.20%-57.06%61.80%-46.20%-70.91%-50.15%-9.56%-44.56%
BTC-USD
Bitcoin
-26.78%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between USPIX and BTC-USD is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.37

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

-0.26

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

-0.30

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2012

-0.13

Over the past year, the inverse relationship between USPIX and BTC-USD has strengthened: their correlation has moved from -0.13 to -0.37, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

USPIX vs. BTC-USD — Risk / Return Rank

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

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

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3434
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.

USPIX vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraShort NASDAQ-100 Fund (USPIX) and Bitcoin (BTC-USD). 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.


USPIXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

0.75

0.88

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.71

-0.27

Martin ratioReturn relative to average drawdown

-1.85

-1.20

-0.64

USPIX vs. BTC-USD - Sharpe Ratio Comparison

The current USPIX Sharpe Ratio is -1.40, which is lower than the BTC-USD Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of USPIX and BTC-USD, 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

USPIX vs. BTC-USD - Drawdown Comparison

The maximum USPIX drawdown since its inception was -100.00%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for USPIX and BTC-USD.


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Drawdown Indicators


USPIXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-85.30%

-14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-48.95%

-51.21%

+2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-80.96%

-51.21%

-29.75%

Max Drawdown (5Y)

Largest decline over 5 years

-89.53%

-76.67%

-12.86%

Max Drawdown (10Y)

Largest decline over 10 years

-99.48%

-83.80%

-15.68%

Current Drawdown

Current decline from peak

-100.00%

-48.63%

-51.37%

Average Drawdown

Average peak-to-trough decline

-96.43%

-42.41%

-54.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.67%

31.17%

-4.50%

Volatility

USPIX vs. BTC-USD - Volatility Comparison

ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a higher volatility of 16.71% compared to Bitcoin (BTC-USD) at 12.27%. This indicates that USPIX's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USPIXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.71%

12.27%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

28.63%

34.57%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

35.34%

35.70%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.65%

44.28%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.61%

56.43%

-11.82%

Frequently Asked Questions


USPIX and BTC-USD have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USPIX has higher volatility (16.71%) compared to BTC-USD (12.27%). In terms of maximum drawdown, USPIX dropped -100.00% vs BTC-USD's -85.30%.

BTC-USD currently has the higher Sharpe Ratio (-0.85 vs -1.40), 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

Find the right allocation for USPIX and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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