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

Performance

UP vs. SRRK - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, UP achieves a -29.83% return, which is significantly lower than SRRK's 1.43% return.


UP

1D
-6.50%
1M
64.46%
YTD
-29.83%
6M
-26.00%
1Y
-65.11%
3Y*
-42.12%
5Y*
-65.89%
10Y*

SRRK

1D
-5.72%
1M
-3.64%
YTD
1.43%
6M
8.76%
1Y
50.13%
3Y*
92.43%
5Y*
10.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UP vs. SRRK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UP
Wheels Up Experience Inc.
-29.83%-60.22%-51.90%-66.70%-77.80%-53.46%3.32%
SRRK
Scholar Rock Holding Corporation
1.43%1.92%129.89%107.73%-63.57%-48.82%12.18%

Correlation

The correlation between UP and SRRK 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

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2020

0.18

Fundamentals

Market Cap

UP:

$332.93M

SRRK:

$5.69B

EPS

UP:

-$7.82

SRRK:

-$3.49

Total Revenue (TTM)

UP:

$727.89M

SRRK:

$0.00

Gross Profit (TTM)

UP:

$27.38M

SRRK:

-$1.27M

EBITDA (TTM)

UP:

-$176.99M

SRRK:

-$394.71M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UP vs. SRRK — Risk / Return Rank

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

UP
UP Risk / Return Rank: 2121
Overall Rank
UP Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UP Sortino Ratio Rank: 2525
Sortino Ratio Rank
UP Omega Ratio Rank: 2626
Omega Ratio Rank
UP Calmar Ratio Rank: 1414
Calmar Ratio Rank
UP Martin Ratio Rank: 2020
Martin Ratio Rank

SRRK
SRRK Risk / Return Rank: 6767
Overall Rank
SRRK Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SRRK Sortino Ratio Rank: 6767
Sortino Ratio Rank
SRRK Omega Ratio Rank: 6363
Omega Ratio Rank
SRRK Calmar Ratio Rank: 6969
Calmar Ratio Rank
SRRK Martin Ratio Rank: 7070
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.

UP vs. SRRK - Risk-Adjusted Trends Comparison

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


UPSRRKDifference

Sharpe ratio

Return per unit of total volatility

-0.48

0.76

-1.24

Sortino ratio

Return per unit of downside risk

-0.18

1.64

-1.83

Omega ratio

Gain probability vs. loss probability

0.98

1.19

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.70

1.55

-2.25

Martin ratio

Return relative to average drawdown

-1.00

3.72

-4.72

UP vs. SRRK - Sharpe Ratio Comparison

The current UP Sharpe Ratio is -0.48, which is lower than the SRRK Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of UP and SRRK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UPSRRKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

0.76

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.06

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.09

-0.63

Drawdowns

UP vs. SRRK - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


UPSRRKDifference

Max Drawdown

Largest peak-to-trough decline

-99.78%

-93.15%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-92.39%

-34.86%

-57.53%

Max Drawdown (3Y)

Largest decline over 3 years

-95.63%

-65.21%

-30.42%

Max Drawdown (5Y)

Largest decline over 5 years

-99.78%

-88.96%

-10.82%

Current Drawdown

Current decline from peak

-99.60%

-34.31%

-65.29%

Average Drawdown

Average peak-to-trough decline

-78.84%

-56.48%

-22.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.72%

14.51%

+50.21%

Volatility

UP vs. SRRK - Volatility Comparison

Wheels Up Experience Inc. (UP) has a higher volatility of 50.40% compared to Scholar Rock Holding Corporation (SRRK) at 13.43%. This indicates that UP's price experiences larger fluctuations and is considered to be riskier than SRRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UPSRRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

50.40%

13.43%

+36.97%

Volatility (6M)

Calculated over the trailing 6-month period

98.84%

36.78%

+62.06%

Volatility (1Y)

Calculated over the trailing 1-year period

135.67%

66.40%

+69.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.96%

180.25%

-59.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.12%

157.87%

-42.75%

Dividends

UP vs. SRRK - Dividend Comparison

Neither UP nor SRRK has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

UP vs. SRRK - Financials Comparison

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


0.00100.00M200.00M300.00M400.00M20222023202420252026
168.92M
0
(UP) Total Revenue
(SRRK) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UP and SRRK 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.

UP has higher volatility (50.40%) compared to SRRK (13.43%). In terms of maximum drawdown, UP dropped -99.78% vs SRRK's -93.15%.

SRRK currently has the higher Sharpe Ratio (0.76 vs -0.48), 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 UP and SRRK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer