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IE00BFPM9N11.EUFUND vs. RIVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IE00BFPM9N11.EUFUND vs. RIVN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and Rivian Automotive, Inc. (RIVN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IE00BFPM9N11.EUFUND is traded in EUR, while RIVN is traded in USD. To make them comparable, the RIVN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IE00BFPM9N11.EUFUND achieves a 11.37% return, which is significantly higher than RIVN's -13.66% return.


IE00BFPM9N11.EUFUND

1D
-0.37%
1M
2.41%
YTD
11.37%
6M
11.93%
1Y
24.04%
3Y*
17.53%
5Y*
12.74%
10Y*
12.73%

RIVN

1D
7.94%
1M
16.45%
YTD
-13.66%
6M
-7.67%
1Y
24.70%
3Y*
0.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IE00BFPM9N11.EUFUND vs. RIVN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IE00BFPM9N11.EUFUND
Vanguard Global Stock Index Fund Institutional Plus EUR Acc
11.37%6.73%26.59%19.63%-12.79%2.16%
RIVN
Rivian Automotive, Inc.
-13.66%30.61%-39.57%23.48%-81.12%-1.92%

Correlation

The correlation between IE00BFPM9N11.EUFUND and RIVN is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.44

The correlation between IE00BFPM9N11.EUFUND and RIVN shifts across timeframes, from 0.31 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IE00BFPM9N11.EUFUND vs. RIVN — Risk / Return Rank

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

IE00BFPM9N11.EUFUND
IE00BFPM9N11.EUFUND Risk / Return Rank: 6666
Overall Rank
IE00BFPM9N11.EUFUND Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IE00BFPM9N11.EUFUND Sortino Ratio Rank: 5353
Sortino Ratio Rank
IE00BFPM9N11.EUFUND Omega Ratio Rank: 6060
Omega Ratio Rank
IE00BFPM9N11.EUFUND Calmar Ratio Rank: 7878
Calmar Ratio Rank
IE00BFPM9N11.EUFUND Martin Ratio Rank: 8080
Martin Ratio Rank

RIVN
RIVN Risk / Return Rank: 5555
Overall Rank
RIVN Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RIVN Sortino Ratio Rank: 5858
Sortino Ratio Rank
RIVN Omega Ratio Rank: 5454
Omega Ratio Rank
RIVN Calmar Ratio Rank: 5454
Calmar Ratio Rank
RIVN Martin Ratio Rank: 5454
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.

IE00BFPM9N11.EUFUND vs. RIVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and Rivian Automotive, Inc. (RIVN). 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.


IE00BFPM9N11.EUFUNDRIVNDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.43

1.12

+0.31

Calmar ratioReturn relative to maximum drawdown

3.51

0.49

+3.01

Martin ratioReturn relative to average drawdown

14.67

0.97

+13.70

IE00BFPM9N11.EUFUND vs. RIVN - Sharpe Ratio Comparison

The current IE00BFPM9N11.EUFUND Sharpe Ratio is 2.29, which is higher than the RIVN Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IE00BFPM9N11.EUFUND and RIVN, 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

IE00BFPM9N11.EUFUND vs. RIVN - Drawdown Comparison

The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, smaller than the maximum RIVN drawdown of -94.80%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and RIVN.


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Drawdown Indicators


IE00BFPM9N11.EUFUNDRIVNDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-94.80%

+61.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-42.04%

+35.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-68.54%

+48.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

Current Drawdown

Current decline from peak

-0.37%

-90.47%

+90.10%

Average Drawdown

Average peak-to-trough decline

-4.35%

-85.85%

+81.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

21.49%

-19.92%

Volatility

IE00BFPM9N11.EUFUND vs. RIVN - Volatility Comparison

The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 2.24%, while Rivian Automotive, Inc. (RIVN) has a volatility of 22.12%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than RIVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IE00BFPM9N11.EUFUNDRIVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

22.12%

-19.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

49.39%

-41.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.12%

64.85%

-54.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

76.56%

-62.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

76.56%

-61.44%

Dividends

IE00BFPM9N11.EUFUND vs. RIVN - Dividend Comparison

Neither IE00BFPM9N11.EUFUND nor RIVN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IE00BFPM9N11.EUFUND and RIVN have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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