RBRK vs. FXAIX
RBRK (Rubrik, Inc.) is a stock, while FXAIX (Fidelity 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past year, RBRK returned -17.44% vs 20.63% for FXAIX. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
RBRK vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, RBRK achieves a -5.39% return, which is significantly lower than FXAIX's 9.35% return.
RBRK
- 1D
- 1.09%
- 1M
- -13.49%
- 6M
- 29.33%
- YTD
- -5.39%
- 1Y
- -17.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 31.99%
FXAIX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.63%
- 3Y*
- 19.03%
- 5Y*
- 12.68%
- 10Y*
- 15.00%
- ALL TIME*
- 13.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
RBRK Rubrik, Inc. | $148.70M | $203.90M | $262.57M |
RBRK vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | -5.39% | 17.01% | 69.33% |
FXAIX Fidelity 500 Index Fund | 9.35% | 17.84% | 17.07% |
Correlation
The correlation between RBRK and FXAIX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | 0.41 |
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Return for Risk
RBRK vs. FXAIX — Risk / Return Rank
RBRK
FXAIX
RBRK vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Fidelity 500 Index Fund (FXAIX). 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.
| RBRK | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.26 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.06 | -2.49 |
| Martin ratioReturn relative to average drawdown | -0.76 | 8.86 | -9.62 |
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Drawdowns
RBRK vs. FXAIX - Drawdown Comparison
The maximum RBRK drawdown since its inception was -56.08%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for RBRK and FXAIX.
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Drawdown Indicators
| RBRK | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -33.79% | -22.29% |
Max Drawdown (1Y)Largest decline over 1 year | -55.52% | -8.89% | -46.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -27.45% | -2.11% | -25.34% |
Average DrawdownAverage peak-to-trough decline | -19.12% | -3.77% | -15.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.41% | 2.07% | +29.34% |
Volatility
RBRK vs. FXAIX - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 15.67% compared to Fidelity 500 Index Fund (FXAIX) at 3.44%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBRK | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 3.44% | +12.23% |
Volatility (6M)Calculated over the trailing 6-month period | 43.99% | 10.09% | +33.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.18% | 12.86% | +50.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.54% | 17.03% | +46.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.54% | 18.07% | +45.47% |
Dividends
RBRK vs. FXAIX - Dividend Comparison
RBRK has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.07% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
RBRK Rubrik, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RBRK and FXAIX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBRK has higher volatility (15.67%) compared to FXAIX (3.44%). In terms of maximum drawdown, RBRK dropped -56.08% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (1.43 vs -0.38), 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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