USPIX vs. MSFT

In the year-to-date period, USPIX achieves a -11.25% return, which is significantly lower than MSFT's 9.64% return. Over the past 10 years, USPIX has underperformed MSFT with an annualized return of -36.25%, while MSFT has yielded a comparatively higher 27.46% annualized return.

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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.

The current USPIX Sharpe Ratio is -0.60, which is lower than the MSFT Sharpe Ratio of 0.47. 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.

USPIX's dividend yield for the trailing twelve months is around 6.73%, more than MSFT's 0.70% yield.

The maximum USPIX drawdown since its inception was -100.00%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for USPIX and MSFT.

ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a higher volatility of 11.64% compared to Microsoft Corporation (MSFT) at 8.33%. 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.