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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 -21.82% return, which is significantly higher than BTC-USD's -27.75% return. Over the past 10 years, USPIX has underperformed BTC-USD with an annualized return of -38.40%, while BTC-USD has yielded a comparatively higher 59.66% annualized return.


USPIX

1D
-6.68%
1M
8.37%
6M
-20.22%
YTD
-21.82%
1Y
-35.87%
3Y*
-34.61%
5Y*
-29.64%
10Y*
-38.40%
ALL TIME*
-35.20%

BTC-USD

1D
0.72%
1M
1.12%
6M
-17.79%
YTD
-27.75%
1Y
-43.83%
3Y*
29.40%
5Y*
10.61%
10Y*
59.66%
ALL TIME*
87.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


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

BTC-USD

Bitcoin
$1569.44T$1598.63T$2087.37T
$0.00$0.00$0.00

USPIX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USPIX
ProFunds UltraShort NASDAQ-100 Fund
-21.82%-35.26%-38.20%-57.06%61.80%-46.20%-70.91%-50.15%-9.56%-44.56%
BTC-USD
Bitcoin
-27.75%-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 have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.37

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

-0.26

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

-0.31

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Nov 17, 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 historical risk-adjusted metric ranks 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: 11
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: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4040
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4040
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3131
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.

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

+0.17

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

0.87

0.85

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.83

+0.10

Martin ratioReturn relative to average drawdown

-1.33

-1.27

-0.06

USPIX vs. BTC-USD - Sharpe Ratio Comparison

The current USPIX Sharpe Ratio is -0.85, which is comparable to the BTC-USD Sharpe Ratio of -1.02. 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

-45.06%

-53.08%

+8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-80.96%

-53.08%

-27.88%

Max Drawdown (5Y)

Largest decline over 5 years

-89.53%

-76.67%

-12.86%

Max Drawdown (10Y)

Largest decline over 10 years

-99.34%

-83.80%

-15.54%

Current Drawdown

Current decline from peak

-100.00%

-49.31%

-50.69%

Average Drawdown

Average peak-to-trough decline

-96.44%

-42.73%

-53.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.54%

24.94%

-0.40%

Volatility

USPIX vs. BTC-USD - Volatility Comparison

ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a higher volatility of 13.82% compared to Bitcoin (BTC-USD) at 8.45%. 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

13.82%

8.45%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

31.92%

33.72%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

38.65%

35.86%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.17%

43.65%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.75%

56.22%

-11.47%

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 (13.82%) compared to BTC-USD (8.45%). In terms of maximum drawdown, USPIX dropped -100.00% vs BTC-USD's -85.30%.

USPIX currently has the higher Sharpe Ratio (-0.85 vs -1.02), 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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