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AUPH vs. NXTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AUPH vs. NXTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurinia Pharmaceuticals Inc. (AUPH) and NextCure, Inc. (NXTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUPH achieves a -1.76% return, which is significantly higher than NXTC's -77.80% return.


AUPH

1D
1.82%
1M
-0.63%
YTD
-1.76%
6M
5.10%
1Y
95.87%
3Y*
17.99%
5Y*
4.66%
10Y*
17.98%

NXTC

1D
-7.35%
1M
-64.69%
YTD
-77.80%
6M
-73.83%
1Y
-44.59%
3Y*
-46.77%
5Y*
-48.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUPH vs. NXTC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AUPH
Aurinia Pharmaceuticals Inc.
-1.76%77.62%-0.11%108.10%-81.11%65.37%-31.74%229.43%
NXTC
NextCure, Inc.
-77.80%53.37%-32.37%-19.15%-76.50%-44.95%-80.65%183.07%

Correlation

The correlation between AUPH and NXTC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.14

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

0.21

Correlation (All Time)
Calculated using the full available price history since May 10, 2019

0.24

Fundamentals

Market Cap

AUPH:

$2.16B

NXTC:

$16.50M

EPS

AUPH:

$2.15

NXTC:

-$15.85

PB Ratio

AUPH:

3.80

NXTC:

0.62

Total Revenue (TTM)

AUPH:

$298.30M

NXTC:

$0.00

Gross Profit (TTM)

AUPH:

$267.70M

NXTC:

-$365.00K

EBITDA (TTM)

AUPH:

$153.45M

NXTC:

-$54.25M

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Return for Risk

AUPH vs. NXTC — Risk / Return Rank

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

AUPH
AUPH Risk / Return Rank: 8989
Overall Rank
AUPH Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AUPH Sortino Ratio Rank: 8585
Sortino Ratio Rank
AUPH Omega Ratio Rank: 8888
Omega Ratio Rank
AUPH Calmar Ratio Rank: 9393
Calmar Ratio Rank
AUPH Martin Ratio Rank: 9191
Martin Ratio Rank

NXTC
NXTC Risk / Return Rank: 2424
Overall Rank
NXTC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NXTC Sortino Ratio Rank: 3434
Sortino Ratio Rank
NXTC Omega Ratio Rank: 3535
Omega Ratio Rank
NXTC Calmar Ratio Rank: 2121
Calmar Ratio Rank
NXTC Martin Ratio Rank: 44
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.

AUPH vs. NXTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurinia Pharmaceuticals Inc. (AUPH) and NextCure, Inc. (NXTC). 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.


AUPHNXTCDifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.40

1.02

+0.37

Calmar ratioReturn relative to maximum drawdown

6.06

-0.57

+6.63

Martin ratioReturn relative to average drawdown

13.22

-1.61

+14.83

AUPH vs. NXTC - Sharpe Ratio Comparison

The current AUPH Sharpe Ratio is 2.13, which is higher than the NXTC Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of AUPH and NXTC, 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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Sharpe Ratios by Period


AUPHNXTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

-0.38

+2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.62

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.37

+0.54

Drawdowns

AUPH vs. NXTC - Drawdown Comparison

The maximum AUPH drawdown since its inception was -87.58%, smaller than the maximum NXTC drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for AUPH and NXTC.


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Drawdown Indicators


AUPHNXTCDifference

Max Drawdown

Largest peak-to-trough decline

-87.58%

-99.72%

+12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.91%

-77.93%

+62.02%

Max Drawdown (3Y)

Largest decline over 3 years

-60.80%

-89.46%

+28.66%

Max Drawdown (5Y)

Largest decline over 5 years

-87.58%

-97.12%

+9.54%

Max Drawdown (10Y)

Largest decline over 10 years

-87.58%

Current Drawdown

Current decline from peak

-52.63%

-99.72%

+47.09%

Average Drawdown

Average peak-to-trough decline

-49.22%

-86.61%

+37.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.28%

27.66%

-20.38%

Volatility

AUPH vs. NXTC - Volatility Comparison

The current volatility for Aurinia Pharmaceuticals Inc. (AUPH) is 10.84%, while NextCure, Inc. (NXTC) has a volatility of 70.15%. This indicates that AUPH experiences smaller price fluctuations and is considered to be less risky than NXTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUPHNXTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

70.15%

-59.31%

Volatility (6M)

Calculated over the trailing 6-month period

24.40%

87.61%

-63.21%

Volatility (1Y)

Calculated over the trailing 1-year period

45.17%

117.57%

-72.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.49%

78.91%

-11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.99%

125.32%

-51.33%

Dividends

AUPH vs. NXTC - Dividend Comparison

Neither AUPH nor NXTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AUPH vs. NXTC - Financials Comparison

This section allows you to compare key financial metrics between Aurinia Pharmaceuticals Inc. and NextCure, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00M40.00M60.00M80.00M20222023202420252026
77.71M
0
(AUPH) Total Revenue
(NXTC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AUPH and NXTC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXTC has higher volatility (70.15%) compared to AUPH (10.84%). In terms of maximum drawdown, AUPH dropped -87.58% vs NXTC's -99.72%.

AUPH currently has the higher Sharpe Ratio (2.13 vs -0.38), 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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