RBRK vs. UVIX
RBRK (Rubrik, Inc.) is a stock, while UVIX (2x Long VIX Futures ETF) is Volatility fund tracking the Long VIX Futures Index (200% Daily). Over the past year, RBRK returned -26.74% vs -84.55% for UVIX. At a correlation of -0.36, they often move in opposite directions.
Performance
RBRK vs. UVIX - Performance Comparison
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Returns By Period
In the year-to-date period, RBRK achieves a -6.21% return, which is significantly higher than UVIX's -29.77% return.
RBRK
- 1D
- -2.29%
- 1M
- 15.06%
- YTD
- -6.21%
- 6M
- -19.49%
- 1Y
- -26.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UVIX
- 1D
- -3.37%
- 1M
- -23.18%
- YTD
- -29.77%
- 6M
- -49.30%
- 1Y
- -84.55%
- 3Y*
- -81.05%
- 5Y*
- —
- 10Y*
- —
RBRK vs. UVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | -6.21% | 17.01% | 69.33% |
UVIX 2x Long VIX Futures ETF | -29.77% | -83.21% | -62.76% |
Correlation
The correlation between RBRK and UVIX is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | -0.36 |
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Return for Risk
RBRK vs. UVIX — Risk / Return Rank
RBRK
UVIX
RBRK vs. UVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) 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.
| RBRK | UVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.82 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.96 | +0.48 |
| Martin ratioReturn relative to average drawdown | -0.89 | -1.23 | +0.35 |
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
| RBRK | UVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | -0.75 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | -0.61 | +1.19 |
Drawdowns
RBRK vs. UVIX - Drawdown Comparison
The maximum RBRK drawdown since its inception was -56.08%, smaller than the maximum UVIX drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for RBRK and UVIX.
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Drawdown Indicators
| RBRK | UVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -99.97% | +43.89% |
Max Drawdown (1Y)Largest decline over 1 year | -55.52% | -88.01% | +32.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -99.39% | — |
Current DrawdownCurrent decline from peak | -28.08% | -99.97% | +71.89% |
Average DrawdownAverage peak-to-trough decline | -18.55% | -88.56% | +70.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.44% | 68.43% | -37.99% |
Volatility
RBRK vs. UVIX - Volatility Comparison
The current volatility for Rubrik, Inc. (RBRK) is 20.05%, while 2x Long VIX Futures ETF (UVIX) has a volatility of 22.21%. This indicates that RBRK 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
| RBRK | UVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.05% | 22.21% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 49.12% | 83.76% | -34.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.09% | 112.55% | -49.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.32% | 136.19% | -71.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.32% | 136.19% | -71.87% |
Dividends
RBRK vs. UVIX - Dividend Comparison
Neither RBRK nor UVIX has paid dividends to shareholders.
Frequently Asked Questions
RBRK and UVIX have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UVIX has higher volatility (22.21%) compared to RBRK (20.05%). In terms of maximum drawdown, RBRK dropped -56.08% vs UVIX's -99.97%.
RBRK currently has the higher Sharpe Ratio (-0.43 vs -0.75), 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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