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USPIX vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, USPIX achieves a -32.26% return, which is significantly lower than MSFT's -22.33% return. Over the past 10 years, USPIX has underperformed MSFT with an annualized return of -40.58%, while MSFT has yielded a comparatively higher 23.85% annualized return.


USPIX

1D
0.56%
1M
-6.83%
YTD
-32.26%
6M
-30.30%
1Y
-48.38%
3Y*
-39.84%
5Y*
-32.97%
10Y*
-40.58%

MSFT

1D
1.80%
1M
-10.66%
YTD
-22.33%
6M
-22.85%
1Y
-22.44%
3Y*
4.54%
5Y*
7.88%
10Y*
23.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPIX vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USPIX
ProFunds UltraShort NASDAQ-100 Fund
-32.26%-35.26%-38.20%-57.06%61.80%-46.20%-70.91%-50.15%-9.56%-44.56%
MSFT
Microsoft Corporation
-22.33%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between USPIX and MSFT is -0.49, 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

-0.49

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

-0.67

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

-0.77

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

-0.79

Correlation (All Time)
Calculated using the full available price history since Jun 2, 1998

-0.74

Over the past year, the inverse relationship between USPIX and MSFT has weakened: their correlation has moved from -0.74 to -0.49, meaning they move in opposite directions less often than they have historically.

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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: 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

MSFT
MSFT Risk / Return Rank: 1212
Overall Rank
MSFT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1111
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1111
Omega Ratio Rank
MSFT Calmar Ratio Rank: 1717
Calmar Ratio Rank
MSFT Martin Ratio Rank: 1111
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. 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.

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.


USPIXMSFTDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

0.75

0.86

-0.11

Calmar ratioReturn relative to maximum drawdown

-1.01

-0.66

-0.35

Martin ratioReturn relative to average drawdown

-1.94

-1.32

-0.62

USPIX vs. MSFT - Sharpe Ratio Comparison

The current USPIX Sharpe Ratio is -1.40, which is lower than the MSFT Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of USPIX and MSFT, 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. 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.


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Drawdown Indicators


USPIXMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-69.38%

-30.62%

Max Drawdown (1Y)

Largest decline over 1 year

-47.36%

-33.91%

-13.45%

Max Drawdown (3Y)

Largest decline over 3 years

-80.96%

-33.91%

-47.05%

Max Drawdown (5Y)

Largest decline over 5 years

-89.53%

-37.15%

-52.38%

Max Drawdown (10Y)

Largest decline over 10 years

-99.48%

-37.15%

-62.33%

Current Drawdown

Current decline from peak

-100.00%

-30.58%

-69.42%

Average Drawdown

Average peak-to-trough decline

-96.43%

-21.79%

-74.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.85%

17.08%

+9.77%

Volatility

USPIX vs. MSFT - Volatility Comparison

ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a higher volatility of 16.48% compared to Microsoft Corporation (MSFT) at 11.34%. 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.


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Volatility by Period


USPIXMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.48%

11.34%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

28.35%

22.94%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

35.40%

26.02%

+9.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.66%

26.79%

+18.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.62%

27.09%

+17.53%

Dividends

USPIX vs. MSFT - Dividend Comparison

USPIX's dividend yield for the trailing twelve months is around 3.99%, more than MSFT's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
MSFT
Microsoft Corporation
0.95%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
3.99%2.71%0.00%5.92%0.00%0.00%0.07%0.36%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USPIX and MSFT have a correlation of -0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USPIX has higher volatility (16.48%) compared to MSFT (11.34%). In terms of maximum drawdown, USPIX dropped -100.00% vs MSFT's -69.38%.

MSFT currently has the higher Sharpe Ratio (-0.87 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.

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