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RBRK vs. UVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBRK vs. UVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rubrik, Inc. (RBRK) 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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBRK vs. UVIX - Yearly Performance Comparison


2026 (YTD)20252024
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

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

RBRK
RBRK Risk / Return Rank: 2525
Overall Rank
RBRK Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RBRK Sortino Ratio Rank: 2525
Sortino Ratio Rank
RBRK Omega Ratio Rank: 2626
Omega Ratio Rank
RBRK Calmar Ratio Rank: 2626
Calmar Ratio Rank
RBRK Martin Ratio Rank: 2525
Martin Ratio Rank

UVIX
UVIX Risk / Return Rank: 22
Overall Rank
UVIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UVIX Omega Ratio Rank: 11
Omega Ratio Rank
UVIX Calmar Ratio Rank: 00
Calmar Ratio Rank
UVIX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


RBRKUVIXDifference
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

RBRK vs. UVIX - Sharpe Ratio Comparison

The current RBRK Sharpe Ratio is -0.43, which is higher than the UVIX Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of RBRK 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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Sharpe Ratios by Period


RBRKUVIXDifference

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


RBRKUVIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-28.08%

-99.97%

+71.89%

Average Drawdown

Average peak-to-trough decline

-18.55%

-88.56%

+70.01%

Ulcer Index

Depth 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


RBRKUVIXDifference

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.


Tickers have no history of dividend payments

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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