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 -18.98% vs 28.99% 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 3.90% return, which is significantly lower than FXAIX's 11.71% return.
RBRK
- 1D
- -3.49%
- 1M
- 37.17%
- YTD
- 3.90%
- 6M
- 11.27%
- 1Y
- -18.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FXAIX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.71%
- 6M
- 11.74%
- 1Y
- 28.99%
- 3Y*
- 22.75%
- 5Y*
- 14.28%
- 10Y*
- 15.66%
RBRK vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 3.90% | 17.01% | 76.65% |
FXAIX Fidelity 500 Index Fund | 11.71% | 17.84% | 17.61% |
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 26, 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.
| RBRK | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.46 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 3.36 | -3.70 |
| Martin ratioReturn relative to average drawdown | -0.63 | 15.70 | -16.32 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | 2.52 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.82 | -0.14 |
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 | -55.55% | -8.89% | -46.66% |
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 | -20.33% | 0.00% | -20.33% |
Average DrawdownAverage peak-to-trough decline | -18.51% | -3.79% | -14.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.41% | 1.90% | +28.51% |
Volatility
RBRK vs. FXAIX - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.18% compared to Fidelity 500 Index Fund (FXAIX) at 2.83%. 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 | 19.18% | 2.83% | +16.35% |
Volatility (6M)Calculated over the trailing 6-month period | 48.83% | 8.97% | +39.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.71% | 11.86% | +50.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.35% | 16.91% | +47.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.35% | 18.07% | +46.28% |
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 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.03% | 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 (19.18%) compared to FXAIX (2.83%). In terms of maximum drawdown, RBRK dropped -56.08% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (2.52 vs -0.30), 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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