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AUTL vs. UVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUTL vs. UVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autolus Therapeutics plc (AUTL) and 2x Long VIX Futures ETF (UVIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUTL achieves a -25.13% return, which is significantly higher than UVIX's -51.21% return.


AUTL

1D
-2.61%
1M
-5.70%
6M
8.76%
YTD
-25.13%
1Y
-36.60%
3Y*
-22.08%
5Y*
-22.47%
10Y*
ALL TIME*
-30.36%

UVIX

1D
-5.70%
1M
-10.07%
6M
-52.70%
YTD
-51.21%
1Y
-86.13%
3Y*
-80.36%
5Y*
10Y*
ALL TIME*
-83.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.20M$1.74M$2.15M
$106.53M$96.18M$159.38M

AUTL vs. UVIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
AUTL
Autolus Therapeutics plc
-25.13%-15.32%-63.51%238.95%-54.87%
UVIX
2x Long VIX Futures ETF
-51.21%-83.21%-75.24%-95.28%-61.86%

Correlation

The correlation between AUTL and UVIX is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.32

Correlation (3Y)
Balances recent behavior with more history.

-0.25

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2022

-0.25

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Return for Risk

AUTL vs. UVIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AUTL
AUTL Risk / Return Rank: 2222
Overall Rank
AUTL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AUTL Sortino Ratio Rank: 2424
Sortino Ratio Rank
AUTL Omega Ratio Rank: 2525
Omega Ratio Rank
AUTL Calmar Ratio Rank: 1515
Calmar Ratio Rank
AUTL Martin Ratio Rank: 2222
Martin Ratio Rank

UVIX
UVIX Risk / Return Rank: 22
Overall Rank
UVIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 22
Sortino Ratio Rank
UVIX Omega Ratio Rank: 22
Omega Ratio Rank
UVIX Calmar Ratio Rank: 00
Calmar Ratio Rank
UVIX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AUTL vs. UVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Autolus Therapeutics plc (AUTL) and 2x Long VIX Futures ETF (UVIX). 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.


AUTLUVIXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

0.96

0.84

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.97

+0.23

Martin ratioReturn relative to average drawdown

-1.01

-1.30

+0.29

AUTL vs. UVIX - Sharpe Ratio Comparison

The current AUTL Sharpe Ratio is -0.50, which is higher than the UVIX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of AUTL and UVIX, 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

AUTL vs. UVIX - Drawdown Comparison

The maximum AUTL drawdown since its inception was -97.63%, roughly equal to the maximum UVIX drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for AUTL and UVIX.


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Drawdown Indicators


AUTLUVIXDifference

Max Drawdown

Largest peak-to-trough decline

-97.63%

-99.98%

+2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-51.01%

-86.37%

+35.36%

Max Drawdown (3Y)

Largest decline over 3 years

-84.36%

-99.42%

+15.06%

Max Drawdown (5Y)

Largest decline over 5 years

-84.53%

Current Drawdown

Current decline from peak

-96.90%

-99.98%

+3.08%

Average Drawdown

Average peak-to-trough decline

-81.54%

-88.86%

+7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.55%

64.40%

-26.85%

Volatility

AUTL vs. UVIX - Volatility Comparison

The current volatility for Autolus Therapeutics plc (AUTL) is 17.18%, while 2x Long VIX Futures ETF (UVIX) has a volatility of 28.39%. This indicates that AUTL experiences smaller price fluctuations and is considered to be less risky than UVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUTLUVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.18%

28.39%

-11.21%

Volatility (6M)

Calculated over the trailing 6-month period

46.87%

85.91%

-39.04%

Volatility (1Y)

Calculated over the trailing 1-year period

76.02%

114.84%

-38.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.62%

135.16%

-57.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.57%

135.16%

-54.59%

Dividends

AUTL vs. UVIX - Dividend Comparison

Neither AUTL nor UVIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AUTL and UVIX have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVIX has higher volatility (28.39%) compared to AUTL (17.18%). In terms of maximum drawdown, AUTL dropped -97.63% vs UVIX's -99.98%.

AUTL currently has the higher Sharpe Ratio (-0.50 vs -0.73), 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.

Portfolio Optimizer

Find the right allocation for AUTL and UVIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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