UVIX vs. TTD
UVIX (2x Long VIX Futures ETF) is Volatility fund tracking the Long VIX Futures Index (200% Daily), while TTD (The Trade Desk, Inc.) is a stock. Over the past 3 years, UVIX returned -81.05%/yr vs -36.13%/yr for TTD. At a correlation of -0.43, they often move in opposite directions.
Performance
UVIX vs. TTD - Performance Comparison
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Returns By Period
In the year-to-date period, UVIX achieves a -29.77% return, which is significantly higher than TTD's -48.81% return.
UVIX
- 1D
- -3.37%
- 1M
- -23.18%
- YTD
- -29.77%
- 6M
- -49.30%
- 1Y
- -84.55%
- 3Y*
- -81.05%
- 5Y*
- —
- 10Y*
- —
TTD
- 1D
- -2.61%
- 1M
- -15.81%
- YTD
- -48.81%
- 6M
- -50.62%
- 1Y
- -72.81%
- 3Y*
- -36.13%
- 5Y*
- -19.79%
- 10Y*
- —
UVIX vs. TTD - 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% |
TTD The Trade Desk, Inc. | -48.81% | -67.70% | 63.33% | 60.52% | -38.87% |
Correlation
The correlation between UVIX and TTD is -0.25, 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 | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2022 | -0.43 |
The correlation between UVIX and TTD shifts across timeframes, from -0.43 (all time) to -0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UVIX vs. TTD — Risk / Return Rank
UVIX
TTD
UVIX vs. TTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 2x Long VIX Futures ETF (UVIX) and The Trade Desk, Inc. (TTD). 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 | TTD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.71 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.93 | -0.03 |
| Martin ratioReturn relative to average drawdown | -1.23 | -1.30 | +0.07 |
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 | TTD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | -1.14 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.61 | 0.31 | -0.93 |
Drawdowns
UVIX vs. TTD - Drawdown Comparison
The maximum UVIX drawdown since its inception was -99.97%, which is greater than TTD's maximum drawdown of -86.07%. Use the drawdown chart below to compare losses from any high point for UVIX and TTD.
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Drawdown Indicators
| UVIX | TTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -86.07% | -13.90% |
Max Drawdown (1Y)Largest decline over 1 year | -88.01% | -78.35% | -9.66% |
Max Drawdown (3Y)Largest decline over 3 years | -99.39% | -86.07% | -13.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -86.07% | — |
Current DrawdownCurrent decline from peak | -99.97% | -86.07% | -13.90% |
Average DrawdownAverage peak-to-trough decline | -88.56% | -27.19% | -61.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.43% | 55.98% | +12.45% |
Volatility
UVIX vs. TTD - Volatility Comparison
2x Long VIX Futures ETF (UVIX) has a higher volatility of 22.21% compared to The Trade Desk, Inc. (TTD) at 19.61%. This indicates that UVIX's price experiences larger fluctuations and is considered to be riskier than TTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UVIX | TTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.21% | 19.61% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 83.76% | 41.01% | +42.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.55% | 64.21% | +48.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 136.19% | 67.36% | +68.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 136.19% | 68.47% | +67.72% |
Dividends
UVIX vs. TTD - Dividend Comparison
Neither UVIX nor TTD has paid dividends to shareholders.
Frequently Asked Questions
UVIX and TTD have a correlation of -0.25, 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 TTD (19.61%). In terms of maximum drawdown, UVIX dropped -99.97% vs TTD's -86.07%.
UVIX currently has the higher Sharpe Ratio (-0.75 vs -1.14), 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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