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SRRK vs. UP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SRRK vs. UP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scholar Rock Holding Corporation (SRRK) and Wheels Up Experience Inc. (UP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRRK achieves a 7.37% return, which is significantly higher than UP's -56.19% return.


SRRK

1D
-3.46%
1M
-13.82%
6M
6.66%
YTD
7.37%
1Y
30.07%
3Y*
90.42%
5Y*
8.64%
10Y*
ALL TIME*
15.78%

UP

1D
-3.85%
1M
-35.25%
6M
-54.37%
YTD
-56.19%
1Y
-78.70%
3Y*
-50.07%
5Y*
-67.56%
10Y*
ALL TIME*
-63.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$55.73M$56.96M$69.55M
$461.00K$593.41K$1.15M

SRRK vs. UP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SRRK
Scholar Rock Holding Corporation
7.37%1.92%129.89%107.73%-63.57%-48.82%5.50%
UP
Wheels Up Experience Inc.
-56.19%-60.22%-51.90%-66.70%-77.80%-53.46%3.32%

Correlation

The correlation between SRRK and UP is 0.16, which is low. Their historical price movements had little consistent relationship.


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

0.16

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

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.18

Fundamentals

Market Cap

SRRK:

$5.67B

UP:

$208.50M

EPS

SRRK:

-$3.45

UP:

-$7.78

Total Revenue (TTM)

SRRK:

$0.00

UP:

$727.89M

Gross Profit (TTM)

SRRK:

-$1.27M

UP:

$27.38M

EBITDA (TTM)

SRRK:

-$394.71M

UP:

-$176.99M

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Return for Risk

SRRK vs. UP — Risk / Return Rank

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

SRRK
SRRK Risk / Return Rank: 6363
Overall Rank
SRRK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SRRK Sortino Ratio Rank: 6363
Sortino Ratio Rank
SRRK Omega Ratio Rank: 6060
Omega Ratio Rank
SRRK Calmar Ratio Rank: 6464
Calmar Ratio Rank
SRRK Martin Ratio Rank: 6767
Martin Ratio Rank

UP
UP Risk / Return Rank: 1616
Overall Rank
UP Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UP Sortino Ratio Rank: 1515
Sortino Ratio Rank
UP Omega Ratio Rank: 1717
Omega Ratio Rank
UP Calmar Ratio Rank: 1010
Calmar Ratio Rank
UP Martin Ratio Rank: 2020
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.

SRRK vs. UP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scholar Rock Holding Corporation (SRRK) and Wheels Up Experience Inc. (UP). 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.


SRRKUPDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.14

0.91

+0.23

Calmar ratioReturn relative to maximum drawdown

0.87

-0.86

+1.73

Martin ratioReturn relative to average drawdown

2.38

-1.08

+3.46

SRRK vs. UP - Sharpe Ratio Comparison

The current SRRK Sharpe Ratio is 0.45, which is higher than the UP Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of SRRK and UP, 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

SRRK vs. UP - Drawdown Comparison

The maximum SRRK drawdown since its inception was -93.15%, smaller than the maximum UP drawdown of -99.78%. Use the drawdown chart below to compare losses from any high point for SRRK and UP.


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Drawdown Indicators


SRRKUPDifference

Max Drawdown

Largest peak-to-trough decline

-93.15%

-99.78%

+6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-31.89%

-92.39%

+60.50%

Max Drawdown (3Y)

Largest decline over 3 years

-65.21%

-95.63%

+30.42%

Max Drawdown (5Y)

Largest decline over 5 years

-88.96%

-99.71%

+10.75%

Current Drawdown

Current decline from peak

-30.47%

-99.75%

+69.28%

Average Drawdown

Average peak-to-trough decline

-55.85%

-79.39%

+23.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.67%

73.65%

-61.98%

Volatility

SRRK vs. UP - Volatility Comparison

The current volatility for Scholar Rock Holding Corporation (SRRK) is 12.80%, while Wheels Up Experience Inc. (UP) has a volatility of 19.99%. This indicates that SRRK experiences smaller price fluctuations and is considered to be less risky than UP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRRKUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.80%

19.99%

-7.19%

Volatility (6M)

Calculated over the trailing 6-month period

35.23%

88.26%

-53.03%

Volatility (1Y)

Calculated over the trailing 1-year period

62.28%

132.82%

-70.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

180.10%

121.54%

+58.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

156.39%

114.49%

+41.90%

Dividends

SRRK vs. UP - Dividend Comparison

Neither SRRK nor UP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SRRK vs. UP - Financials Comparison

This section allows you to compare key financial metrics between Scholar Rock Holding Corporation and Wheels Up Experience 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


SRRK and UP have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UP has higher volatility (19.99%) compared to SRRK (12.80%). In terms of maximum drawdown, SRRK dropped -93.15% vs UP's -99.78%.

SRRK currently has the higher Sharpe Ratio (0.45 vs -0.60), 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 SRRK and UP

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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