RBRK vs. JSI
RBRK (Rubrik, Inc.) is a stock, while JSI (Janus Henderson Securitized Income ETF) is Short-Term Bond fund actively managed by Janus Henderson. Over the past year, RBRK returned -21.86% vs 4.73% for JSI. At a correlation of -0.00, they often move in opposite directions.
Performance
RBRK vs. JSI - 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 JSI's 1.14% return.
RBRK
- 1D
- -3.10%
- 1M
- 34.78%
- YTD
- 0.68%
- 6M
- 9.33%
- 1Y
- -21.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JSI
- 1D
- 0.16%
- 1M
- 0.34%
- YTD
- 1.14%
- 6M
- 1.63%
- 1Y
- 4.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RBRK vs. JSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 0.68% | 17.01% | 76.65% |
JSI Janus Henderson Securitized Income ETF | 1.14% | 6.46% | 6.49% |
Correlation
The correlation between RBRK and JSI is 0.00, 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 | 0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2024 | -0.00 |
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Return for Risk
RBRK vs. JSI — Risk / Return Rank
RBRK
JSI
RBRK vs. JSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Janus Henderson Securitized Income ETF (JSI). 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 | JSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.41 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.82 | -3.22 |
| Martin ratioReturn relative to average drawdown | -0.72 | 9.18 | -9.90 |
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 | JSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 1.99 | -2.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 2.50 | -1.85 |
Drawdowns
RBRK vs. JSI - Drawdown Comparison
The maximum RBRK drawdown since its inception was -56.08%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for RBRK and JSI.
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Drawdown Indicators
| RBRK | JSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -2.31% | -53.77% |
Max Drawdown (1Y)Largest decline over 1 year | -55.55% | -1.68% | -53.87% |
Current DrawdownCurrent decline from peak | -22.80% | -0.30% | -22.50% |
Average DrawdownAverage peak-to-trough decline | -18.52% | -0.34% | -18.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.44% | 0.52% | +29.92% |
Volatility
RBRK vs. JSI - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.54% compared to Janus Henderson Securitized Income ETF (JSI) at 0.67%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBRK | JSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.54% | 0.67% | +18.87% |
Volatility (6M)Calculated over the trailing 6-month period | 48.93% | 1.53% | +47.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.76% | 2.38% | +60.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.33% | 2.88% | +61.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.33% | 2.88% | +61.45% |
Dividends
RBRK vs. JSI - Dividend Comparison
RBRK has not paid dividends to shareholders, while JSI's dividend yield for the trailing twelve months is around 5.80%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JSI Janus Henderson Securitized Income ETF | 5.80% | 5.80% | 6.16% | 0.84% |
RBRK Rubrik, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RBRK and JSI have a correlation of 0.00, 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 JSI (0.67%). In terms of maximum drawdown, RBRK dropped -56.08% vs JSI's -2.31%.
JSI currently has the higher Sharpe Ratio (1.99 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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