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ESPO vs. RKLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESPO vs. RKLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Rocket Lab USA, Inc. (RKLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESPO achieves a -15.10% return, which is significantly lower than RKLB's 46.77% return.


ESPO

1D
-0.29%
1M
-3.31%
YTD
-15.10%
6M
-16.17%
1Y
-14.92%
3Y*
16.96%
5Y*
5.49%
10Y*

RKLB

1D
-10.79%
1M
-17.53%
YTD
46.77%
6M
66.51%
1Y
287.84%
3Y*
158.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. RKLB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESPO
VanEck Vectors Video Gaming and eSports ETF
-15.10%25.79%47.61%33.64%-34.71%1.17%
RKLB
Rocket Lab USA, Inc.
46.77%173.89%360.58%46.68%-69.30%8.67%

Correlation

The correlation between ESPO and RKLB is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2021

0.49

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Return for Risk

ESPO vs. RKLB — Risk / Return Rank

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

ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
Martin Ratio Rank

RKLB
RKLB Risk / Return Rank: 9393
Overall Rank
RKLB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RKLB Sortino Ratio Rank: 9191
Sortino Ratio Rank
RKLB Omega Ratio Rank: 8888
Omega Ratio Rank
RKLB Calmar Ratio Rank: 9595
Calmar Ratio Rank
RKLB Martin Ratio Rank: 9494
Martin Ratio Rank
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.

ESPO vs. RKLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Rocket Lab USA, Inc. (RKLB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESPORKLBDifference
Sharpe ratioReturn per unit of total volatility

-3.92

Sortino ratioReturn per unit of downside risk

-4.16

Omega ratioGain probability vs. loss probability

0.88

1.38

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.54

6.74

-7.28

Martin ratioReturn relative to average drawdown

-0.94

15.44

-16.37

ESPO vs. RKLB - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is -0.80, which is lower than the RKLB Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of ESPO and RKLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESPO vs. RKLB - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, smaller than the maximum RKLB drawdown of -82.96%. Use the drawdown chart below to compare losses from any high point for ESPO and RKLB.


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Drawdown Indicators


ESPORKLBDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-82.96%

+31.97%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-43.01%

+15.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-55.49%

+27.68%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

Current Drawdown

Current decline from peak

-27.19%

-31.84%

+4.65%

Average Drawdown

Average peak-to-trough decline

-15.06%

-51.29%

+36.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.95%

18.75%

-2.80%

Volatility

ESPO vs. RKLB - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 4.42%, while Rocket Lab USA, Inc. (RKLB) has a volatility of 31.54%. This indicates that ESPO experiences smaller price fluctuations and is considered to be less risky than RKLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESPORKLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

31.54%

-27.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

73.47%

-58.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

93.03%

-74.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

81.62%

-56.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.71%

81.62%

-55.91%

Dividends

ESPO vs. RKLB - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.47%, while RKLB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
RKLB
Rocket Lab USA, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESPO and RKLB have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RKLB has higher volatility (31.54%) compared to ESPO (4.42%). In terms of maximum drawdown, ESPO dropped -50.99% vs RKLB's -82.96%.

RKLB currently has the higher Sharpe Ratio (3.12 vs -0.80), 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.

Portfolio Optimizer

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