NXTC vs. AUPH
NXTC (NextCure, Inc.) and AUPH (Aurinia Pharmaceuticals Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, NXTC returned -48.99%/yr vs 4.66%/yr for AUPH. At a 0.24 correlation, their price movements are largely independent.
Performance
NXTC vs. AUPH - Performance Comparison
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Returns By Period
In the year-to-date period, NXTC achieves a -77.80% return, which is significantly lower than AUPH's -1.76% return.
NXTC
- 1D
- -7.35%
- 1M
- -64.69%
- YTD
- -77.80%
- 6M
- -73.83%
- 1Y
- -44.59%
- 3Y*
- -46.77%
- 5Y*
- -48.99%
- 10Y*
- —
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 vs. AUPH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NXTC NextCure, Inc. | -77.80% | 53.37% | -32.37% | -19.15% | -76.50% | -44.95% | -80.65% | 183.07% |
AUPH Aurinia Pharmaceuticals Inc. | -1.76% | 77.62% | -0.11% | 108.10% | -81.11% | 65.37% | -31.74% | 229.43% |
Correlation
The correlation between NXTC and AUPH 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
NXTC:
$16.50M
AUPH:
$2.16B
NXTC:
-$15.85
AUPH:
$2.15
NXTC:
0.62
AUPH:
3.80
NXTC:
$0.00
AUPH:
$298.30M
NXTC:
-$365.00K
AUPH:
$267.70M
NXTC:
-$54.25M
AUPH:
$153.45M
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Return for Risk
NXTC vs. AUPH — Risk / Return Rank
NXTC
AUPH
NXTC vs. AUPH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NextCure, Inc. (NXTC) and Aurinia Pharmaceuticals Inc. (AUPH). 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.
| NXTC | AUPH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.40 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 6.06 | -6.63 |
| Martin ratioReturn relative to average drawdown | -1.61 | 13.22 | -14.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NXTC | AUPH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.13 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.62 | 0.07 | -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 | -0.37 | 0.17 | -0.54 |
Drawdowns
NXTC vs. AUPH - Drawdown Comparison
The maximum NXTC drawdown since its inception was -99.72%, which is greater than AUPH's maximum drawdown of -87.58%. Use the drawdown chart below to compare losses from any high point for NXTC and AUPH.
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Drawdown Indicators
| NXTC | AUPH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.72% | -87.58% | -12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -77.93% | -15.91% | -62.02% |
Max Drawdown (3Y)Largest decline over 3 years | -89.46% | -60.80% | -28.66% |
Max Drawdown (5Y)Largest decline over 5 years | -97.12% | -87.58% | -9.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.58% | — |
Current DrawdownCurrent decline from peak | -99.72% | -52.63% | -47.09% |
Average DrawdownAverage peak-to-trough decline | -86.61% | -49.22% | -37.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.66% | 7.28% | +20.38% |
Volatility
NXTC vs. AUPH - Volatility Comparison
NextCure, Inc. (NXTC) has a higher volatility of 70.15% compared to Aurinia Pharmaceuticals Inc. (AUPH) at 10.84%. This indicates that NXTC's price experiences larger fluctuations and is considered to be riskier than AUPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NXTC | AUPH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 70.15% | 10.84% | +59.31% |
Volatility (6M)Calculated over the trailing 6-month period | 87.61% | 24.40% | +63.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 117.57% | 45.17% | +72.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.91% | 67.49% | +11.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 125.32% | 73.99% | +51.33% |
Dividends
NXTC vs. AUPH - Dividend Comparison
Neither NXTC nor AUPH has paid dividends to shareholders.
Financials
NXTC vs. AUPH - Financials Comparison
This section allows you to compare key financial metrics between NextCure, Inc. and Aurinia Pharmaceuticals 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NXTC and AUPH 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, NXTC dropped -99.72% vs AUPH's -87.58%.
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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