USPIX vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about ProFunds UltraShort NASDAQ-100 Fund (USPIX) and Microsoft Corporation (MSFT).

USPIX is managed by ProFunds. It was launched on Jun 1, 1998.

Performance

USPIX vs. MSFT - Performance Comparison

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

USPIX vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USPIX ProFunds UltraShort NASDAQ-100 Fund	20.94%	-35.26%	-38.20%	-57.06%	61.80%	-46.20%	-96.36%	-50.15%	-9.56%	-44.56%
MSFT Microsoft Corporation	-23.28%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%

Returns By Period

In the year-to-date period, USPIX achieves a 20.94% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, USPIX has underperformed MSFT with an annualized return of -56.07%, while MSFT has yielded a comparatively higher 22.44% annualized return.

USPIX

• 1D: 1.64%
• 1M: 17.98%
• YTD: 20.94%
• 6M: 15.43%
• 1Y: -33.37%
• 3Y*: -32.54%
• 5Y*: -27.66%
• 10Y*: -56.07%

MSFT

• 1D: 3.12%
• 1M: -5.75%
• YTD: -23.28%
• 6M: -28.23%
• 1Y: -0.64%
• 3Y*: 9.54%
• 5Y*: 9.74%
• 10Y*: 22.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

USPIX vs. MSFT — Risk / Return Rank

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

USPIX

USPIX Risk / Return Rank: 1
USPIX Sharpe Ratio Rank: 1
USPIX Sortino Ratio Rank: 1
USPIX Omega Ratio Rank: 1
USPIX Calmar Ratio Rank: 2
USPIX Martin Ratio Rank: 4

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

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. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraShort NASDAQ-100 Fund (USPIX) and Microsoft Corporation (MSFT). 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.

	USPIX	MSFT	Difference
Sharpe ratio Return per unit of total volatility	-0.75	-0.02	-0.72
Sortino ratio Return per unit of downside risk	-0.89	0.15	-1.05
Omega ratio Gain probability vs. loss probability	0.87	1.02	-0.15
Calmar ratio Return relative to maximum drawdown	-0.51	-0.05	-0.46
Martin ratio Return relative to average drawdown	-0.61	-0.12	-0.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USPIX vs. MSFT - Sharpe Ratio Comparison

The current USPIX Sharpe Ratio is -0.75, which is lower than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of USPIX and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USPIX	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	-0.02	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.62	0.37	-0.99
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.97	0.84	-1.81
Sharpe Ratio (All Time) Calculated using the full available price history	-0.71	0.74	-1.45

Correlation

The correlation between USPIX and MSFT is -0.74. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

USPIX vs. MSFT - Dividend Comparison

USPIX's dividend yield for the trailing twelve months is around 2.24%, more than MSFT's 0.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
USPIX ProFunds UltraShort NASDAQ-100 Fund	2.24%	2.71%	0.00%	5.92%	0.00%	0.00%	0.07%	0.36%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

USPIX vs. MSFT - Drawdown Comparison

The maximum USPIX drawdown since its inception was -100.00%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for USPIX and MSFT.

Drawdown Indicators

	USPIX	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-69.38%	-30.62%
Max Drawdown (1Y) Largest decline over 1 year	-58.80%	-33.91%	-24.89%
Max Drawdown (5Y) Largest decline over 5 years	-85.38%	-37.15%	-48.23%
Max Drawdown (10Y) Largest decline over 10 years	-99.98%	-37.15%	-62.83%
Current Drawdown Current decline from peak	-100.00%	-31.43%	-68.57%
Average Drawdown Average peak-to-trough decline	-96.42%	-21.77%	-74.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.18%	12.46%	+36.72%

Volatility

USPIX vs. MSFT - Volatility Comparison

ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a higher volatility of 10.54% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that USPIX's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USPIX	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.54%	6.48%	+4.06%
Volatility (6M) Calculated over the trailing 6-month period	24.61%	19.15%	+5.46%
Volatility (1Y) Calculated over the trailing 1-year period	44.88%	26.46%	+18.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.13%	26.19%	+18.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.96%	26.89%	+31.07%