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 -17.24% vs 25.51% for FXAIX. At a 0.42 correlation, their price movements are largely independent.
Performance
RBRK vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, RBRK achieves a -2.93% return, which is significantly lower than FXAIX's 9.79% return.
RBRK
- 1D
- 5.26%
- 1M
- 11.49%
- YTD
- -2.93%
- 6M
- -5.73%
- 1Y
- -17.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FXAIX
- 1D
- -0.37%
- 1M
- 0.10%
- YTD
- 9.79%
- 6M
- 8.79%
- 1Y
- 25.51%
- 3Y*
- 21.39%
- 5Y*
- 13.60%
- 10Y*
- 15.80%
RBRK vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | -2.93% | 17.01% | 69.33% |
FXAIX Fidelity 500 Index Fund | 9.79% | 17.84% | 17.07% |
Correlation
The correlation between RBRK and FXAIX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | 0.42 |
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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 | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.39 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.02 | -3.33 |
| Martin ratioReturn relative to average drawdown | -0.56 | 13.62 | -14.19 |
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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 | -25.57% | -1.72% | -23.85% |
Average DrawdownAverage peak-to-trough decline | -19.01% | -3.79% | -15.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.70% | 1.97% | +28.73% |
Volatility
RBRK vs. FXAIX - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.65% compared to Fidelity 500 Index Fund (FXAIX) at 4.68%. 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 | 19.65% | 4.68% | +14.97% |
Volatility (6M)Calculated over the trailing 6-month period | 43.81% | 9.84% | +33.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.73% | 12.50% | +50.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.93% | 17.00% | +46.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.93% | 18.12% | +45.81% |
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 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.04% | 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 (19.65%) compared to FXAIX (4.68%). In terms of maximum drawdown, RBRK dropped -56.08% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (2.15 vs -0.28), 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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