CIB vs. RSP

Last updated Jun 5, 2026

CIB (Bancolombia S.A.) is a stock, while RSP (Invesco S&P 500 Equal Weight ETF) is S&P 500 fund tracking the S&P 500 Equal Weight Index. Over the past 10 years, CIB returned 15.00%/yr vs 11.86%/yr for RSP. At a 0.42 correlation, their price movements are largely independent.

Performance

CIB vs. RSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancolombia S.A. (CIB) and Invesco S&P 500 Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CIB achieves a 15.74% return, which is significantly higher than RSP's 10.53% return. Over the past 10 years, CIB has outperformed RSP with an annualized return of 15.00%, while RSP has yielded a comparatively lower 11.86% annualized return.

CIB

• 1D: 0.11%
• 1M: 9.89%
• YTD: 15.74%
• 6M: 14.32%
• 1Y: 68.93%
• 3Y*: 55.70%
• 5Y*: 29.64%
• 10Y*: 15.00%

RSP

• 1D: 0.76%
• 1M: 3.73%
• YTD: 10.53%
• 6M: 10.98%
• 1Y: 20.68%
• 3Y*: 15.65%
• 5Y*: 8.50%
• 10Y*: 11.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CIB vs. RSP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CIB Bancolombia S.A.	15.74%	124.16%	13.78%	22.08%	-0.31%	-20.69%	-22.31%	47.45%	-0.72%	11.41%
RSP Invesco S&P 500 Equal Weight ETF	10.53%	11.21%	12.79%	13.70%	-11.62%	29.41%	12.66%	28.91%	-7.84%	18.52%

Correlation

The correlation between CIB and RSP is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since May 1, 2003	0.42

The correlation between CIB and RSP shifts across timeframes, from 0.23 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CIB vs. RSP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIB

CIB Risk / Return Rank: 85
CIB Sharpe Ratio Rank: 89
CIB Sortino Ratio Rank: 87
CIB Omega Ratio Rank: 86
CIB Calmar Ratio Rank: 82
CIB Martin Ratio Rank: 82

RSP

RSP Risk / Return Rank: 55
RSP Sharpe Ratio Rank: 54
RSP Sortino Ratio Rank: 55
RSP Omega Ratio Rank: 52
RSP Calmar Ratio Rank: 55
RSP Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIB vs. RSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) and Invesco S&P 500 Equal Weight ETF (RSP). 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.

	CIB	RSP	Difference
Sharpe ratio: Return per unit of total volatility	2.18	1.80	+0.39
Sortino ratio: Return per unit of downside risk	2.93	2.60	+0.33
Omega ratio: Gain probability vs. loss probability	1.37	1.32	+0.06
Calmar ratio: Return relative to maximum drawdown	2.89	2.64	+0.25
Martin ratio: Return relative to average drawdown	7.24	10.05	-2.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CIB vs. RSP - Sharpe Ratio Comparison

The current CIB Sharpe Ratio is 2.18, which is comparable to the RSP Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CIB and RSP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CIB	RSP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	1.80	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.53	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.65	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.57	-0.32

Drawdowns

CIB vs. RSP - Drawdown Comparison

The maximum CIB drawdown since its inception was -93.77%, which is greater than RSP's maximum drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for CIB and RSP.

Drawdown Indicators

	CIB	RSP	Difference
Max Drawdown Largest peak-to-trough decline	-93.77%	-59.92%	-33.85%
Max Drawdown (1Y) Largest decline over 1 year	-23.95%	-7.85%	-16.10%
Max Drawdown (3Y) Largest decline over 3 years	-23.95%	-17.81%	-6.14%
Max Drawdown (5Y) Largest decline over 5 years	-46.85%	-21.38%	-25.47%
Max Drawdown (10Y) Largest decline over 10 years	-70.38%	-39.04%	-31.34%
Current Drawdown Current decline from peak	-12.91%	0.00%	-12.91%
Average Drawdown Average peak-to-trough decline	-32.63%	-6.65%	-25.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.55%	2.06%	+7.49%

Volatility

CIB vs. RSP - Volatility Comparison

Bancolombia S.A. (CIB) has a higher volatility of 12.72% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 2.55%. This indicates that CIB's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CIB	RSP	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.72%	2.55%	+10.17%
Volatility (6M) Calculated over the trailing 6-month period	26.31%	8.31%	+18.00%
Volatility (1Y) Calculated over the trailing 1-year period	31.72%	11.56%	+20.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.68%	16.18%	+16.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.74%	18.35%	+17.39%

Dividends

CIB vs. RSP - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 1.68%, more than RSP's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIB Bancolombia S.A.	1.68%	6.90%	10.96%	10.92%	10.68%	0.87%	4.01%	2.41%	3.62%	3.21%	3.21%	4.49%
RSP Invesco S&P 500 Equal Weight ETF	1.48%	1.64%	1.52%	1.64%	1.82%	1.28%	1.64%	1.69%	2.02%	1.52%	1.20%	1.70%

Frequently Asked Questions

Can I hold both CIB and RSP in my portfolio?

CIB and RSP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CIB or RSP?

CIB has higher volatility (12.72%) compared to RSP (2.55%). In terms of maximum drawdown, CIB dropped -93.77% vs RSP's -59.92%.

Which has better risk-adjusted returns?

CIB currently has the higher Sharpe Ratio (2.18 vs 1.80), 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.