UVIX vs. RBRK
UVIX (2x Long VIX Futures ETF) is Volatility fund tracking the Long VIX Futures Index (200% Daily), while RBRK (Rubrik, Inc.) is a stock. Over the past year, UVIX returned -84.55% vs -26.74% for RBRK. At a correlation of -0.36, they often move in opposite directions.
Performance
UVIX vs. RBRK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UVIX achieves a -29.77% return, which is significantly lower than RBRK's -6.21% return.
UVIX
- 1D
- -3.37%
- 1M
- -23.18%
- YTD
- -29.77%
- 6M
- -49.30%
- 1Y
- -84.55%
- 3Y*
- -81.05%
- 5Y*
- —
- 10Y*
- —
RBRK
- 1D
- -2.29%
- 1M
- 15.06%
- YTD
- -6.21%
- 6M
- -19.49%
- 1Y
- -26.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UVIX vs. RBRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
UVIX 2x Long VIX Futures ETF | -29.77% | -83.21% | -62.76% |
RBRK Rubrik, Inc. | -6.21% | 17.01% | 69.33% |
Correlation
The correlation between UVIX and RBRK 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 |
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
UVIX vs. RBRK — Risk / Return Rank
UVIX
RBRK
UVIX vs. RBRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 2x Long VIX Futures ETF (UVIX) and Rubrik, Inc. (RBRK). 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 | RBRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.97 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.48 | -0.48 |
| Martin ratioReturn relative to average drawdown | -1.23 | -0.89 | -0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UVIX | RBRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | -0.43 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.61 | 0.58 | -1.19 |
Drawdowns
UVIX vs. RBRK - Drawdown Comparison
The maximum UVIX drawdown since its inception was -99.97%, which is greater than RBRK's maximum drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for UVIX and RBRK.
Loading charts...
Drawdown Indicators
| UVIX | RBRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -56.08% | -43.89% |
Max Drawdown (1Y)Largest decline over 1 year | -88.01% | -55.52% | -32.49% |
Max Drawdown (3Y)Largest decline over 3 years | -99.39% | — | — |
Current DrawdownCurrent decline from peak | -99.97% | -28.08% | -71.89% |
Average DrawdownAverage peak-to-trough decline | -88.56% | -18.55% | -70.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.43% | 30.44% | +37.99% |
Volatility
UVIX vs. RBRK - Volatility Comparison
2x Long VIX Futures ETF (UVIX) has a higher volatility of 22.21% compared to Rubrik, Inc. (RBRK) at 20.05%. This indicates that UVIX's price experiences larger fluctuations and is considered to be riskier than RBRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UVIX | RBRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.21% | 20.05% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 83.76% | 49.12% | +34.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.55% | 63.09% | +49.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 136.19% | 64.32% | +71.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 136.19% | 64.32% | +71.87% |
Dividends
UVIX vs. RBRK - Dividend Comparison
Neither UVIX nor RBRK has paid dividends to shareholders.
Frequently Asked Questions
UVIX and RBRK 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, UVIX dropped -99.97% vs RBRK's -56.08%.
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.
Find the right allocation for UVIX and RBRK
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