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RBLX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RBLX and SPY is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

RBLX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roblox Corporation (RBLX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-16.23%
46.31%
RBLX
SPY

Key characteristics

Sharpe Ratio

RBLX:

1.19

SPY:

0.32

Sortino Ratio

RBLX:

1.67

SPY:

0.51

Omega Ratio

RBLX:

1.26

SPY:

1.07

Calmar Ratio

RBLX:

0.75

SPY:

0.39

Martin Ratio

RBLX:

5.16

SPY:

1.52

Ulcer Index

RBLX:

11.32%

SPY:

3.13%

Daily Std Dev

RBLX:

48.86%

SPY:

14.74%

Max Drawdown

RBLX:

-82.79%

SPY:

-55.19%

Current Drawdown

RBLX:

-56.78%

SPY:

-12.17%

Returns By Period

In the year-to-date period, RBLX achieves a 0.62% return, which is significantly higher than SPY's -8.15% return.


RBLX

YTD

0.62%

1M

-7.09%

6M

38.03%

1Y

59.77%

5Y*

N/A

10Y*

N/A

SPY

YTD

-8.15%

1M

-6.68%

6M

-4.88%

1Y

4.64%

5Y*

18.45%

10Y*

11.89%

*Annualized

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Risk-Adjusted Performance

RBLX vs. SPY — Risk-Adjusted Performance Rank

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

RBLX
The Risk-Adjusted Performance Rank of RBLX is 8484
Overall Rank
The Sharpe Ratio Rank of RBLX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of RBLX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of RBLX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of RBLX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RBLX is 8787
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 3636
Overall Rank
The Sharpe Ratio Rank of SPY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RBLX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roblox Corporation (RBLX) and 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.


The chart of Sharpe ratio for RBLX, currently valued at 1.19, compared to the broader market-2.00-1.000.001.002.003.00
RBLX: 1.19
SPY: 0.32
The chart of Sortino ratio for RBLX, currently valued at 1.67, compared to the broader market-6.00-4.00-2.000.002.004.00
RBLX: 1.67
SPY: 0.51
The chart of Omega ratio for RBLX, currently valued at 1.26, compared to the broader market0.501.001.502.00
RBLX: 1.26
SPY: 1.07
The chart of Calmar ratio for RBLX, currently valued at 0.75, compared to the broader market0.001.002.003.004.005.00
RBLX: 0.75
SPY: 0.39
The chart of Martin ratio for RBLX, currently valued at 5.16, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RBLX: 5.16
SPY: 1.52

The current RBLX Sharpe Ratio is 1.19, which is higher than the SPY Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of RBLX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.19
0.32
RBLX
SPY

Dividends

RBLX vs. SPY - Dividend Comparison

RBLX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
RBLX
Roblox Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.34%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

RBLX vs. SPY - Drawdown Comparison

The maximum RBLX drawdown since its inception was -82.79%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RBLX and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.78%
-12.17%
RBLX
SPY

Volatility

RBLX vs. SPY - Volatility Comparison

Roblox Corporation (RBLX) has a higher volatility of 15.82% compared to SPDR S&P 500 ETF (SPY) at 7.47%. This indicates that RBLX'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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.82%
7.47%
RBLX
SPY