Charlize Theron is drawing comparisons to her brazen kick-butt “Mad Max: Fury Road” heroine in her new action-packed spy thriller, “Atomic Blonde”.

Theron was in Austin, Texas on Sunday for the world premiere of “Atomic Blonde” at SXSW, catching up with ET Canada’s Rick Campanelli on the red carpet. For the actress, playing undercover MI6 intelligence agent Lorraine Broughton shares some bold, brave moves with the “Fury Road”’s fierce Imperator Furiosa.

But, Theron draws on their sensitivity too, saying, “I think they’re all very vulnerable too,” she reveals of both her empowering characters. “I think great strength comes from women who can be vulnerable and look at their weaknesses and kind of find their strengths from that.”

Her “Atomic Blonde” agent is certainly a well-trained assassin, going toe-to-toe with Cold War spies in the 1989 East Berlin-set thrill ride with a cast that includes James McAvoy and John Goodman. For Theron, finding her character’s strength comes from a sense of loss and survival.

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“You almost have to be incredibly vulnerable in order to find strength. You have to survive something, so I think that’s what I like about all of these women,” she says.

Speaking of strength, during a Q&A session at the SXSW screening of the film, Theron reveals she actually trained with Keanu Reeves at the gym – who was there training for “John Wick 2”. Watch below at the 12:41 mark.

A passion project for Theron, the actress spent years developing “Atomic Blonde” with director and former stuntman, David Leitch of “John Wick”.

“I bought this [script] really not knowing what I was really going to do with it. I just really loved it,” she tells Rick of the script, which was based on the series of graphic novels.

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“The development of it was really interesting,” she explains. “This is a very difficult movie to pull off. It’s a spy thriller. It was an unusual film from the beginning so the challenges were there. To be here today, five years later on this red carpet with this film that we developed… literally the film we dreamed to make, is so rare.”

It wasn’t all work for Theron – the Oscar-winning actress got to have some fun on set with co-star Sofia Boutella, a woman her character Lorraine seduces: “She’s gorgeous. She was like the only actress we looked at. She came over, she met with me and [director] David Leitch. There was something about her that was just so genuinely innocent, yet incredibly strong that she was really perfect for the film.”

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Boutella is no stranger for action, recently playing Samuel L. Jackson’s deadly right-hand woman in “Kingsman: The Secret Service”.

“I can’t imagine anybody else getting it,” Theron says of Boutella’s role as a French seductress. “She’s a dancer, I’m a dancer, so we’re a little bit like dancers being naked like, ‘What? This is nothing,’ so we just wanted it to be real and cool.”

Look for “Atomic Blonde” in theatres in July.