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AUR vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AUR and VUAA.DE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AUR vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Innovation, Inc. (AUR) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%OctoberNovemberDecember2025February
-27.30%
45.81%
AUR
VUAA.DE

Key characteristics

Sharpe Ratio

AUR:

1.51

VUAA.DE:

1.64

Sortino Ratio

AUR:

2.62

VUAA.DE:

2.27

Omega Ratio

AUR:

1.31

VUAA.DE:

1.32

Calmar Ratio

AUR:

1.89

VUAA.DE:

2.57

Martin Ratio

AUR:

9.17

VUAA.DE:

10.83

Ulcer Index

AUR:

18.03%

VUAA.DE:

1.95%

Daily Std Dev

AUR:

109.68%

VUAA.DE:

12.85%

Max Drawdown

AUR:

-93.34%

VUAA.DE:

-33.67%

Current Drawdown

AUR:

-57.51%

VUAA.DE:

-3.87%

Returns By Period

In the year-to-date period, AUR achieves a 15.40% return, which is significantly higher than VUAA.DE's 0.01% return.


AUR

YTD

15.40%

1M

6.75%

6M

55.67%

1Y

183.98%

5Y*

N/A

10Y*

N/A

VUAA.DE

YTD

0.01%

1M

-2.32%

6M

12.29%

1Y

21.10%

5Y*

17.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AUR vs. VUAA.DE — Risk-Adjusted Performance Rank

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

AUR
The Risk-Adjusted Performance Rank of AUR is 8989
Overall Rank
The Sharpe Ratio Rank of AUR is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AUR is 8989
Sortino Ratio Rank
The Omega Ratio Rank of AUR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of AUR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AUR is 9191
Martin Ratio Rank

VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 8181
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AUR vs. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Innovation, Inc. (AUR) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for AUR, currently valued at 2.11, compared to the broader market-3.00-2.00-1.000.001.002.003.002.111.26
The chart of Sortino ratio for AUR, currently valued at 3.03, compared to the broader market-4.00-2.000.002.004.003.031.78
The chart of Omega ratio for AUR, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.23
The chart of Calmar ratio for AUR, currently valued at 2.63, compared to the broader market0.001.002.003.004.005.006.002.631.94
The chart of Martin ratio for AUR, currently valued at 12.73, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.737.46
AUR
VUAA.DE

The current AUR Sharpe Ratio is 1.51, which is comparable to the VUAA.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of AUR and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025February
2.11
1.26
AUR
VUAA.DE

Dividends

AUR vs. VUAA.DE - Dividend Comparison

Neither AUR nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AUR vs. VUAA.DE - Drawdown Comparison

The maximum AUR drawdown since its inception was -93.34%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for AUR and VUAA.DE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025February
-57.51%
-4.30%
AUR
VUAA.DE

Volatility

AUR vs. VUAA.DE - Volatility Comparison

Aurora Innovation, Inc. (AUR) has a higher volatility of 46.75% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.71%. This indicates that AUR's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2025February
46.75%
3.71%
AUR
VUAA.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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