USPIX vs. MSFT
USPIX (ProFunds UltraShort NASDAQ-100 Fund) is Inverse Equities fund managed by ProFunds, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, USPIX returned -58.54%/yr vs 25.03%/yr for MSFT. At a correlation of -0.74, they often move in opposite directions.
Performance
USPIX vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, USPIX achieves a -32.64% return, which is significantly lower than MSFT's -11.24% return. Over the past 10 years, USPIX has underperformed MSFT with an annualized return of -58.54%, while MSFT has yielded a comparatively higher 25.03% annualized return.
USPIX
- 1D
- -0.93%
- 1M
- -18.68%
- YTD
- -32.64%
- 6M
- -30.56%
- 1Y
- -49.42%
- 3Y*
- -40.81%
- 5Y*
- -34.53%
- 10Y*
- -58.54%
MSFT
- 1D
- -3.17%
- 1M
- 3.54%
- YTD
- -11.24%
- 6M
- -10.15%
- 1Y
- -6.96%
- 3Y*
- 9.26%
- 5Y*
- 12.17%
- 10Y*
- 25.03%
USPIX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USPIX ProFunds UltraShort NASDAQ-100 Fund | -32.64% | -35.26% | -38.20% | -57.06% | 61.80% | -46.20% | -96.36% | -50.15% | -9.56% | -44.56% |
MSFT Microsoft Corporation | -11.24% | 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 | -0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 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
USPIX
MSFT
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 ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 0.97 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -1.01 | -0.21 | -0.80 |
| Martin ratioReturn relative to average drawdown | -2.01 | -0.44 | -1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USPIX | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.57 | -0.28 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.77 | 0.46 | -1.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -1.01 | 0.93 | -1.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.73 | 0.75 | -1.47 |
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
| USPIX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -69.38% | -30.62% |
Max Drawdown (1Y)Largest decline over 1 year | -49.97% | -33.91% | -16.06% |
Max Drawdown (3Y)Largest decline over 3 years | -80.85% | -33.91% | -46.94% |
Max Drawdown (5Y)Largest decline over 5 years | -89.47% | -37.15% | -52.32% |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | -37.15% | -62.84% |
Current DrawdownCurrent decline from peak | -100.00% | -20.67% | -79.33% |
Average DrawdownAverage peak-to-trough decline | -96.44% | -21.78% | -74.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.29% | 15.95% | +9.34% |
Volatility
USPIX vs. MSFT - Volatility Comparison
The current volatility for ProFunds UltraShort NASDAQ-100 Fund (USPIX) is 9.07%, while Microsoft Corporation (MSFT) has a volatility of 9.95%. This indicates that USPIX experiences smaller price fluctuations and is considered to be less risky 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
| USPIX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 9.95% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 24.45% | 22.34% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.12% | 25.12% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.19% | 26.63% | +18.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.07% | 27.04% | +31.03% |
Dividends
USPIX vs. MSFT - Dividend Comparison
USPIX's dividend yield for the trailing twelve months is around 4.02%, more than MSFT's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.83% | 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 | 4.02% | 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.
MSFT has higher volatility (9.95%) compared to USPIX (9.07%). In terms of maximum drawdown, USPIX dropped -100.00% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.28 vs -1.57), 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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