UVIX vs. AUTL
UVIX (2x Long VIX Futures ETF) is Volatility fund tracking the Long VIX Futures Index (200% Daily), while AUTL (Autolus Therapeutics plc) is a stock. Over the past 3 years, UVIX returned -81.05%/yr vs -20.17%/yr for AUTL. At a correlation of -0.26, they often move in opposite directions.
Performance
UVIX vs. AUTL - Performance Comparison
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Returns By Period
In the year-to-date period, UVIX achieves a -29.77% return, which is significantly lower than AUTL's -26.63% return.
UVIX
- 1D
- -3.37%
- 1M
- -23.18%
- YTD
- -29.77%
- 6M
- -49.30%
- 1Y
- -84.55%
- 3Y*
- -81.05%
- 5Y*
- —
- 10Y*
- —
AUTL
- 1D
- -4.58%
- 1M
- -7.01%
- YTD
- -26.63%
- 6M
- -8.18%
- 1Y
- -37.61%
- 3Y*
- -20.17%
- 5Y*
- -26.36%
- 10Y*
- —
UVIX vs. AUTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UVIX 2x Long VIX Futures ETF | -29.77% | -83.21% | -75.24% | -95.28% | -61.86% |
AUTL Autolus Therapeutics plc | -26.63% | -15.32% | -63.51% | 238.95% | -54.87% |
Correlation
The correlation between UVIX and AUTL is -0.37, 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 | -0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2022 | -0.26 |
The correlation between UVIX and AUTL shifts across timeframes, from -0.37 (1 year) to -0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UVIX vs. AUTL — Risk / Return Rank
UVIX
AUTL
UVIX vs. AUTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 2x Long VIX Futures ETF (UVIX) and Autolus Therapeutics plc (AUTL). 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.
| UVIX | AUTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.96 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.69 | -0.27 |
| Martin ratioReturn relative to average drawdown | -1.23 | -0.96 | -0.27 |
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
| UVIX | AUTL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | -0.50 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.61 | -0.37 | -0.24 |
Drawdowns
UVIX vs. AUTL - Drawdown Comparison
The maximum UVIX drawdown since its inception was -99.97%, roughly equal to the maximum AUTL drawdown of -97.63%. Use the drawdown chart below to compare losses from any high point for UVIX and AUTL.
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Drawdown Indicators
| UVIX | AUTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -97.63% | -2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -88.01% | -54.85% | -33.16% |
Max Drawdown (3Y)Largest decline over 3 years | -99.39% | -84.36% | -15.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -85.68% | — |
Current DrawdownCurrent decline from peak | -99.97% | -96.96% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -88.56% | -81.27% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.43% | 39.02% | +29.41% |
Volatility
UVIX vs. AUTL - Volatility Comparison
The current volatility for 2x Long VIX Futures ETF (UVIX) is 22.21%, while Autolus Therapeutics plc (AUTL) has a volatility of 24.19%. This indicates that UVIX experiences smaller price fluctuations and is considered to be less risky than AUTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UVIX | AUTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.21% | 24.19% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 83.76% | 52.08% | +31.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.55% | 75.46% | +37.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 136.19% | 77.73% | +58.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 136.19% | 80.85% | +55.34% |
Dividends
UVIX vs. AUTL - Dividend Comparison
Neither UVIX nor AUTL has paid dividends to shareholders.
Frequently Asked Questions
UVIX and AUTL have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUTL has higher volatility (24.19%) compared to UVIX (22.21%). In terms of maximum drawdown, UVIX dropped -99.97% vs AUTL's -97.63%.
AUTL currently has the higher Sharpe Ratio (-0.50 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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