RBGLY vs. SPY
RBGLY (Reckitt Benckiser Group plc) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, RBGLY returned -0.42%/yr vs 15.07%/yr for SPY. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
RBGLY vs. SPY - 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 SPY's 10.13% return. Over the past 10 years, RBGLY has underperformed SPY with an annualized return of -0.42%, while SPY has yielded a comparatively higher 15.07% annualized 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%
SPY
- 1D
- 0.72%
- 1M
- 0.30%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.49%
- 3Y*
- 19.32%
- 5Y*
- 12.76%
- 10Y*
- 15.07%
- ALL TIME*
- 10.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.18M | $7.59M | $10.13M | |
| $37.27B | $35.99B | $39.23B |
RBGLY vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBGLY Reckitt Benckiser Group plc | -11.58% | 40.48% | -8.32% | 0.50% | -17.22% | -0.65% | 12.14% | 12.52% | -18.38% | 17.03% |
SPY State Street SPDR S&P 500 ETF | 10.13% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between RBGLY and SPY is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.33 |
Over the past year, the correlation between RBGLY and SPY has dropped to 0.06 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
RBGLY vs. SPY — Risk / Return Rank
RBGLY
SPY
RBGLY vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RBGLY) 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.
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 | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.20 | -2.32 |
| Martin ratioReturn relative to average drawdown | -0.23 | 9.40 | -9.63 |
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Drawdowns
RBGLY vs. SPY - Drawdown Comparison
The maximum RBGLY drawdown since its inception was -44.53%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RBGLY and SPY.
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Drawdown Indicators
| RBGLY | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -55.19% | +10.66% |
Max Drawdown (1Y)Largest decline over 1 year | -30.14% | -8.88% | -21.26% |
Max Drawdown (3Y)Largest decline over 3 years | -30.14% | -18.76% | -11.38% |
Max Drawdown (5Y)Largest decline over 5 years | -36.70% | -24.50% | -12.20% |
Max Drawdown (10Y)Largest decline over 10 years | -44.53% | -33.72% | -10.81% |
Current DrawdownCurrent decline from peak | -19.08% | -1.40% | -17.68% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -9.01% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.51% | 2.08% | +13.43% |
Volatility
RBGLY vs. SPY - Volatility Comparison
Reckitt Benckiser Group plc (RBGLY) has a higher volatility of 10.12% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that RBGLY'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
| RBGLY | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 3.58% | +6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 20.36% | 10.14% | +10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.90% | 12.89% | +10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.98% | 17.18% | +6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 17.95% | +6.43% |
Dividends
RBGLY vs. SPY - Dividend Comparison
RBGLY's dividend yield for the trailing twelve months is around 8.56%, more than SPY's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | 1.01% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
RBGLY and SPY have a correlation of 0.06, 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 SPY (3.58%). In terms of maximum drawdown, RBGLY dropped -44.53% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.52 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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