RBGLY vs. JIVE
RBGLY (Reckitt Benckiser Group plc) is a stock, while JIVE (JPMorgan International Value ETF) is Foreign Large Cap Equities fund actively managed by JPMorgan. Over the past year, RBGLY returned -2.28% vs 41.61% for JIVE. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
RBGLY vs. JIVE - Performance Comparison
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Returns By Period
In the year-to-date period, RBGLY achieves a -11.58% return, which is significantly lower than JIVE's 19.28% return.
RBGLY
- 1D
- -2.43%
- 1M
- 0.43%
- 6M
- -13.97%
- YTD
- -11.58%
- 1Y
- -2.28%
- 3Y*
- 2.19%
- 5Y*
- 1.61%
- 10Y*
- -0.42%
- ALL TIME*
- 6.07%
JIVE
- 1D
- -0.46%
- 1M
- 3.79%
- 6M
- 10.74%
- YTD
- 19.28%
- 1Y
- 41.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.51M | $29.83M | $30.13M | |
| $8.18M | $7.59M | $10.13M |
RBGLY vs. JIVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RBGLY Reckitt Benckiser Group plc | -11.58% | 40.48% | -8.32% | -3.68% |
JIVE JPMorgan International Value ETF | 19.28% | 49.80% | 11.22% | 5.36% |
Correlation
The correlation between RBGLY and JIVE is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.22 |
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Return for Risk
RBGLY vs. JIVE — Risk / Return Rank
RBGLY
JIVE
RBGLY vs. JIVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RBGLY) and JPMorgan International Value ETF (JIVE). 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.
| RBGLY | JIVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.69 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.49 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.94 | -4.06 |
| Martin ratioReturn relative to average drawdown | -0.23 | 14.89 | -15.12 |
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Drawdowns
RBGLY vs. JIVE - Drawdown Comparison
The maximum RBGLY drawdown since its inception was -44.53%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for RBGLY and JIVE.
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Drawdown Indicators
| RBGLY | JIVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -13.79% | -30.74% |
Max Drawdown (1Y)Largest decline over 1 year | -30.14% | -10.57% | -19.57% |
Max Drawdown (3Y)Largest decline over 3 years | -30.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.53% | — | — |
Current DrawdownCurrent decline from peak | -19.08% | -0.46% | -18.62% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -1.93% | -11.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.51% | 2.79% | +12.72% |
Volatility
RBGLY vs. JIVE - Volatility Comparison
Reckitt Benckiser Group plc (RBGLY) has a higher volatility of 10.12% compared to JPMorgan International Value ETF (JIVE) at 4.58%. This indicates that RBGLY's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBGLY | JIVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 4.58% | +5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 20.36% | 13.32% | +7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.90% | 15.28% | +7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.98% | 15.12% | +8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 15.12% | +9.26% |
Dividends
RBGLY vs. JIVE - Dividend Comparison
RBGLY's dividend yield for the trailing twelve months is around 8.56%, more than JIVE's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIVE JPMorgan International Value ETF | 2.41% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RBGLY Reckitt Benckiser Group plc | 8.56% | 3.34% | 4.17% | 3.36% | 3.14% | 2.75% | 2.38% | 2.52% | 2.86% | 3.50% | 3.19% | 2.08% |
Frequently Asked Questions
RBGLY and JIVE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBGLY has higher volatility (10.12%) compared to JIVE (4.58%). In terms of maximum drawdown, RBGLY dropped -44.53% vs JIVE's -13.79%.
JIVE currently has the higher Sharpe Ratio (2.72 vs -0.16), 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.
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