RBA vs. SPY
Compare and contrast key facts about Ritchie Bros. Auctioneers Incorporated (RBA) and State Street SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
RBA vs. SPY - Performance Comparison
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RBA vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBA Ritchie Bros. Auctioneers Incorporated | -6.58% | 15.37% | 36.75% | 20.26% | -3.92% | -10.66% | 64.64% | 33.94% | 11.56% | -9.87% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, RBA achieves a -6.58% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, RBA has outperformed SPY with an annualized return of 15.65%, while SPY has yielded a comparatively lower 13.98% annualized return.
RBA
- 1D
- 1.51%
- 1M
- -5.06%
- YTD
- -6.58%
- 6M
- -11.03%
- 1Y
- -3.35%
- 3Y*
- 21.10%
- 5Y*
- 11.75%
- 10Y*
- 15.65%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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Return for Risk
RBA vs. SPY — Risk / Return Rank
RBA
SPY
RBA vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ritchie Bros. Auctioneers Incorporated (RBA) and State Street SPDR S&P 500 ETF (SPY). 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.
| RBA | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 0.93 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.01 | 1.45 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.22 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.53 | -1.57 |
Martin ratioReturn relative to average drawdown | -0.10 | 7.30 | -7.40 |
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
| RBA | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.93 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.69 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.78 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.09 |
Correlation
The correlation between RBA and SPY is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RBA vs. SPY - Dividend Comparison
RBA's dividend yield for the trailing twelve months is around 1.27%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBA Ritchie Bros. Auctioneers Incorporated | 1.27% | 1.17% | 1.24% | 3.23% | 1.80% | 1.54% | 1.21% | 1.77% | 2.14% | 2.27% | 1.94% | 2.49% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
RBA vs. SPY - Drawdown Comparison
The maximum RBA drawdown since its inception was -53.54%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RBA and SPY.
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Drawdown Indicators
| RBA | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -55.19% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -12.05% | -8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -31.71% | -24.50% | -7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -38.97% | -33.72% | -5.25% |
Current DrawdownCurrent decline from peak | -19.55% | -6.24% | -13.31% |
Average DrawdownAverage peak-to-trough decline | -15.56% | -9.09% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.96% | 2.52% | +7.44% |
Volatility
RBA vs. SPY - Volatility Comparison
Ritchie Bros. Auctioneers Incorporated (RBA) has a higher volatility of 9.37% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that RBA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBA | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 5.31% | +4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 9.47% | +12.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.23% | 19.05% | +8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.66% | 17.06% | +12.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.64% | 17.92% | +12.72% |