AUTL vs. UVIX
AUTL (Autolus Therapeutics plc) is a stock, while UVIX (2x Long VIX Futures ETF) is Volatility fund tracking the Long VIX Futures Index (200% Daily). Over the past 3 years, AUTL returned -22.08%/yr vs -80.36%/yr for UVIX. Their -0.25 correlation means they have often moved in opposite directions in the past.
Performance
AUTL vs. UVIX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
AUTL
UVIX
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.
| AUTL | UVIX | Difference | |
|---|---|---|---|
| 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 |
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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
| AUTL | UVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -96.90% | -99.98% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -81.54% | -88.86% | +7.32% |
Ulcer IndexDepth 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
| AUTL | UVIX | Difference | |
|---|---|---|---|
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.
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.
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