RBRK vs. EVLN
RBRK (Rubrik, Inc.) is a stock, while EVLN (Eaton Vance Floating-Rate ETF) is Bank Loan fund actively managed by Eaton Vance. Over the past year, RBRK returned -21.86% vs 4.93% for EVLN. At a 0.15 correlation, their price movements are largely independent.
Performance
RBRK vs. EVLN - Performance Comparison
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Returns By Period
In the year-to-date period, RBRK achieves a 0.68% return, which is significantly lower than EVLN's 1.45% return.
RBRK
- 1D
- -3.10%
- 1M
- 34.78%
- YTD
- 0.68%
- 6M
- 9.33%
- 1Y
- -21.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVLN
- 1D
- 0.08%
- 1M
- 0.59%
- YTD
- 1.45%
- 6M
- 1.70%
- 1Y
- 4.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RBRK vs. EVLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 0.68% | 17.01% | 76.65% |
EVLN Eaton Vance Floating-Rate ETF | 1.45% | 5.59% | 5.87% |
Correlation
The correlation between RBRK and EVLN is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2024 | 0.15 |
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Return for Risk
RBRK vs. EVLN — Risk / Return Rank
RBRK
EVLN
RBRK vs. EVLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Eaton Vance Floating-Rate ETF (EVLN). 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 | EVLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -4.57 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.56 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.80 | -3.19 |
| Martin ratioReturn relative to average drawdown | -0.72 | 9.13 | -9.85 |
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 | EVLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 2.64 | -2.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 2.56 | -1.91 |
Drawdowns
RBRK vs. EVLN - Drawdown Comparison
The maximum RBRK drawdown since its inception was -56.08%, which is greater than EVLN's maximum drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for RBRK and EVLN.
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Drawdown Indicators
| RBRK | EVLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -2.78% | -53.30% |
Max Drawdown (1Y)Largest decline over 1 year | -55.55% | -1.77% | -53.78% |
Current DrawdownCurrent decline from peak | -22.80% | 0.00% | -22.80% |
Average DrawdownAverage peak-to-trough decline | -18.52% | -0.22% | -18.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.44% | 0.54% | +29.90% |
Volatility
RBRK vs. EVLN - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.54% compared to Eaton Vance Floating-Rate ETF (EVLN) at 0.45%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than EVLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBRK | EVLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.54% | 0.45% | +19.09% |
Volatility (6M)Calculated over the trailing 6-month period | 48.93% | 1.62% | +47.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.76% | 1.87% | +60.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.33% | 2.43% | +61.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.33% | 2.43% | +61.90% |
Dividends
RBRK vs. EVLN - Dividend Comparison
RBRK has not paid dividends to shareholders, while EVLN's dividend yield for the trailing twelve months is around 6.91%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EVLN Eaton Vance Floating-Rate ETF | 6.91% | 7.28% | 6.41% |
RBRK Rubrik, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RBRK and EVLN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBRK has higher volatility (19.54%) compared to EVLN (0.45%). In terms of maximum drawdown, RBRK dropped -56.08% vs EVLN's -2.78%.
EVLN currently has the higher Sharpe Ratio (2.64 vs -0.35), 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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