UTHR vs. UVIX
UTHR (United Therapeutics Corporation) is a stock, while UVIX (2x Long VIX Futures ETF) is Volatility fund tracking the Long VIX Futures Index (200% Daily). Over the past 3 years, UTHR returned 33.59%/yr vs -81.05%/yr for UVIX. At a correlation of -0.20, they often move in opposite directions.
Performance
UTHR vs. UVIX - Performance Comparison
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Returns By Period
In the year-to-date period, UTHR achieves a 11.79% return, which is significantly higher than UVIX's -29.77% return.
UTHR
- 1D
- -0.94%
- 1M
- -3.58%
- YTD
- 11.79%
- 6M
- 13.59%
- 1Y
- 67.18%
- 3Y*
- 33.59%
- 5Y*
- 25.53%
- 10Y*
- 17.20%
UVIX
- 1D
- -3.37%
- 1M
- -23.18%
- YTD
- -29.77%
- 6M
- -49.30%
- 1Y
- -84.55%
- 3Y*
- -81.05%
- 5Y*
- —
- 10Y*
- —
UTHR vs. UVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UTHR United Therapeutics Corporation | 11.79% | 38.09% | 60.46% | -20.93% | 55.83% |
UVIX 2x Long VIX Futures ETF | -29.77% | -83.21% | -75.24% | -95.28% | -61.86% |
Correlation
The correlation between UTHR and UVIX is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2022 | -0.20 |
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Return for Risk
UTHR vs. UVIX — Risk / Return Rank
UTHR
UVIX
UTHR vs. UVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) 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.
| UTHR | UVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +4.34 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.82 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | -0.96 | +5.09 |
| Martin ratioReturn relative to average drawdown | 10.54 | -1.23 | +11.78 |
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
| UTHR | UVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | -0.75 | +2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | -0.61 | +1.00 |
Drawdowns
UTHR vs. UVIX - Drawdown Comparison
The maximum UTHR drawdown since its inception was -93.18%, smaller than the maximum UVIX drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for UTHR and UVIX.
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Drawdown Indicators
| UTHR | UVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -99.97% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -16.35% | -88.01% | +71.66% |
Max Drawdown (3Y)Largest decline over 3 years | -33.00% | -99.39% | +66.39% |
Max Drawdown (5Y)Largest decline over 5 years | -33.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.56% | — | — |
Current DrawdownCurrent decline from peak | -8.73% | -99.97% | +91.24% |
Average DrawdownAverage peak-to-trough decline | -35.31% | -88.56% | +53.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 68.43% | -62.04% |
Volatility
UTHR vs. UVIX - Volatility Comparison
The current volatility for United Therapeutics Corporation (UTHR) is 5.15%, while 2x Long VIX Futures ETF (UVIX) has a volatility of 22.21%. This indicates that UTHR 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
| UTHR | UVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 22.21% | -17.06% |
Volatility (6M)Calculated over the trailing 6-month period | 26.01% | 83.76% | -57.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.84% | 112.55% | -62.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.13% | 136.19% | -101.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.07% | 136.19% | -101.12% |
Dividends
UTHR vs. UVIX - Dividend Comparison
Neither UTHR nor UVIX has paid dividends to shareholders.
Frequently Asked Questions
UTHR and UVIX have a correlation of -0.15, 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 UTHR (5.15%). In terms of maximum drawdown, UTHR dropped -93.18% vs UVIX's -99.97%.
UTHR currently has the higher Sharpe Ratio (1.36 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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