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RBLX vs. SPYI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBLX vs. SPYI - Performance Comparison

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

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Returns By Period

In the year-to-date period, RBLX achieves a -46.09% return, which is significantly lower than SPYI's 7.72% return.


RBLX

1D
-2.93%
1M
-8.18%
YTD
-46.09%
6M
-52.57%
1Y
-51.44%
3Y*
2.69%
5Y*
-15.19%
10Y*

SPYI

1D
-0.50%
1M
3.71%
YTD
7.72%
6M
8.37%
1Y
22.76%
3Y*
16.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBLX vs. SPYI - Yearly Performance Comparison


2026 (YTD)2025202420232022
RBLX
Roblox Corporation
-46.09%40.04%26.55%60.65%-27.08%
SPYI
NEOS S&P 500 High Income ETF
7.72%16.67%19.03%18.09%-2.44%

Correlation

The correlation between RBLX and SPYI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2022

0.41

The correlation between RBLX and SPYI shifts across timeframes, from 0.26 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RBLX vs. SPYI — Risk / Return Rank

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

RBLX
RBLX Risk / Return Rank: 1010
Overall Rank
RBLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RBLX Sortino Ratio Rank: 88
Sortino Ratio Rank
RBLX Omega Ratio Rank: 99
Omega Ratio Rank
RBLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
RBLX Martin Ratio Rank: 1111
Martin Ratio Rank

SPYI
SPYI Risk / Return Rank: 7171
Overall Rank
SPYI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPYI Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPYI Omega Ratio Rank: 7676
Omega Ratio Rank
SPYI Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPYI Martin Ratio Rank: 7878
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.

RBLX vs. SPYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roblox Corporation (RBLX) and NEOS S&P 500 High Income ETF (SPYI). 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.


RBLXSPYIDifference
Sharpe ratioReturn per unit of total volatility

-3.25

Sortino ratioReturn per unit of downside risk

-4.45

Omega ratioGain probability vs. loss probability

0.85

1.47

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.73

2.96

-3.69

Martin ratioReturn relative to average drawdown

-1.28

15.43

-16.72

RBLX vs. SPYI - Sharpe Ratio Comparison

The current RBLX Sharpe Ratio is -0.87, which is lower than the SPYI Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of RBLX and SPYI, 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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Sharpe Ratios by Period


RBLXSPYIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

2.38

-3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

1.21

-1.34

Drawdowns

RBLX vs. SPYI - Drawdown Comparison

The maximum RBLX drawdown since its inception was -82.79%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for RBLX and SPYI.


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Drawdown Indicators


RBLXSPYIDifference

Max Drawdown

Largest peak-to-trough decline

-82.79%

-16.47%

-66.32%

Max Drawdown (1Y)

Largest decline over 1 year

-70.82%

-7.72%

-63.10%

Max Drawdown (3Y)

Largest decline over 3 years

-70.82%

-16.47%

-54.35%

Max Drawdown (5Y)

Largest decline over 5 years

-82.79%

Current Drawdown

Current decline from peak

-69.14%

-0.50%

-68.64%

Average Drawdown

Average peak-to-trough decline

-52.96%

-1.80%

-51.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.11%

1.48%

+38.63%

Volatility

RBLX vs. SPYI - Volatility Comparison

Roblox Corporation (RBLX) has a higher volatility of 18.61% compared to NEOS S&P 500 High Income ETF (SPYI) at 1.82%. This indicates that RBLX's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBLXSPYIDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.61%

1.82%

+16.79%

Volatility (6M)

Calculated over the trailing 6-month period

47.79%

7.41%

+40.38%

Volatility (1Y)

Calculated over the trailing 1-year period

59.28%

9.63%

+49.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.22%

12.92%

+56.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.12%

12.92%

+57.20%

Dividends

RBLX vs. SPYI - Dividend Comparison

RBLX has not paid dividends to shareholders, while SPYI's dividend yield for the trailing twelve months is around 11.64%.


PositionTTM2025202420232022
RBLX
Roblox Corporation
0.00%0.00%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF
11.64%11.70%12.04%12.01%4.10%

Frequently Asked Questions


RBLX and SPYI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RBLX has higher volatility (18.61%) compared to SPYI (1.82%). In terms of maximum drawdown, RBLX dropped -82.79% vs SPYI's -16.47%.

SPYI currently has the higher Sharpe Ratio (2.38 vs -0.87), 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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