RBRK vs. CVLT
RBRK (Rubrik, Inc.) and CVLT (Commvault Systems, Inc.) are both stocks. Both are in the Technology sector — RBRK in Software - Infrastructure, CVLT in Software - Application. Over the past year, RBRK returned -18.98% vs -34.05% for CVLT. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
RBRK vs. CVLT - Performance Comparison
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Returns By Period
In the year-to-date period, RBRK achieves a 3.90% return, which is significantly higher than CVLT's -3.60% return.
RBRK
- 1D
- -3.49%
- 1M
- 37.17%
- YTD
- 3.90%
- 6M
- 11.27%
- 1Y
- -18.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CVLT
- 1D
- -1.04%
- 1M
- 18.68%
- YTD
- -3.60%
- 6M
- -2.50%
- 1Y
- -34.05%
- 3Y*
- 19.15%
- 5Y*
- 8.98%
- 10Y*
- 10.02%
RBRK vs. CVLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 3.90% | 17.01% | 76.65% |
CVLT Commvault Systems, Inc. | -3.60% | -16.93% | 55.43% |
Correlation
The correlation between RBRK and CVLT is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2024 | 0.54 |
The correlation between RBRK and CVLT has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.
Fundamentals
RBRK:
$15.61B
CVLT:
$5.23B
RBRK:
-$1.77
CVLT:
$1.58
RBRK:
11.87
CVLT:
4.55
RBRK:
$1.32B
CVLT:
$1.18B
RBRK:
$1.05B
CVLT:
$960.57M
RBRK:
-$267.24M
CVLT:
$98.68M
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Return for Risk
RBRK vs. CVLT — Risk / Return Rank
RBRK
CVLT
RBRK vs. CVLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Commvault Systems, Inc. (CVLT). 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.
| RBRK | CVLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.91 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.56 | +0.21 |
| Martin ratioReturn relative to average drawdown | -0.63 | -0.93 | +0.30 |
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
| RBRK | CVLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | -0.61 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.21 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.25 | +0.43 |
Drawdowns
RBRK vs. CVLT - Drawdown Comparison
The maximum RBRK drawdown since its inception was -56.08%, smaller than the maximum CVLT drawdown of -68.89%. Use the drawdown chart below to compare losses from any high point for RBRK and CVLT.
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Drawdown Indicators
| RBRK | CVLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -68.89% | +12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -55.55% | -61.53% | +5.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -61.53% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -61.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.53% | — |
Current DrawdownCurrent decline from peak | -20.33% | -38.16% | +17.83% |
Average DrawdownAverage peak-to-trough decline | -18.51% | -26.90% | +8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.41% | 36.69% | -6.28% |
Volatility
RBRK vs. CVLT - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.18% compared to Commvault Systems, Inc. (CVLT) at 10.89%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than CVLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBRK | CVLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.18% | 10.89% | +8.29% |
Volatility (6M)Calculated over the trailing 6-month period | 48.83% | 48.36% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.71% | 56.35% | +6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.35% | 42.36% | +21.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.35% | 37.70% | +26.65% |
Dividends
RBRK vs. CVLT - Dividend Comparison
Neither RBRK nor CVLT has paid dividends to shareholders.
Financials
RBRK vs. CVLT - Financials Comparison
This section allows you to compare key financial metrics between Rubrik, Inc. and Commvault Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
RBRK vs. CVLT - Profitability Comparison
RBRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported a gross profit of 305.59M and revenue of 377.68M. Therefore, the gross margin over that period was 80.9%.
CVLT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported a gross profit of 253.69M and revenue of 311.69M. Therefore, the gross margin over that period was 81.4%.
RBRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported an operating income of -82.38M and revenue of 377.68M, resulting in an operating margin of -21.8%.
CVLT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported an operating income of 16.64M and revenue of 311.69M, resulting in an operating margin of 5.3%.
RBRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported a net income of -86.97M and revenue of 377.68M, resulting in a net margin of -23.0%.
CVLT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported a net income of 14.65M and revenue of 311.69M, resulting in a net margin of 4.7%.
Frequently Asked Questions
RBRK and CVLT have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBRK has higher volatility (19.18%) compared to CVLT (10.89%). In terms of maximum drawdown, RBRK dropped -56.08% vs CVLT's -68.89%.
RBRK currently has the higher Sharpe Ratio (-0.30 vs -0.61), 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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