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RBRK vs. KRYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RBRK vs. KRYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rubrik, Inc. (RBRK) and Krystal Biotech, Inc. (KRYS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RBRK achieves a -6.21% return, which is significantly lower than KRYS's 22.40% return.


RBRK

1D
-2.29%
1M
15.06%
YTD
-6.21%
6M
-19.49%
1Y
-26.74%
3Y*
5Y*
10Y*

KRYS

1D
0.25%
1M
-1.29%
YTD
22.40%
6M
28.93%
1Y
120.36%
3Y*
32.77%
5Y*
35.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBRK vs. KRYS - Yearly Performance Comparison


2026 (YTD)20252024
RBRK
Rubrik, Inc.
-6.21%17.01%69.33%
KRYS
Krystal Biotech, Inc.
22.40%57.37%-1.50%

Correlation

The correlation between RBRK and KRYS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2024

0.17

Fundamentals

Market Cap

RBRK:

$14.61B

KRYS:

$9.21B

EPS

RBRK:

-$1.45

KRYS:

$7.50

PS Ratio

RBRK:

9.99

KRYS:

21.70

Total Revenue (TTM)

RBRK:

$1.42B

KRYS:

$417.30M

Gross Profit (TTM)

RBRK:

$1.15B

KRYS:

$387.24M

EBITDA (TTM)

RBRK:

-$275.30M

KRYS:

$185.45M

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Return for Risk

RBRK vs. KRYS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RBRK
RBRK Risk / Return Rank: 2525
Overall Rank
RBRK Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RBRK Sortino Ratio Rank: 2525
Sortino Ratio Rank
RBRK Omega Ratio Rank: 2626
Omega Ratio Rank
RBRK Calmar Ratio Rank: 2626
Calmar Ratio Rank
RBRK Martin Ratio Rank: 2525
Martin Ratio Rank

KRYS
KRYS Risk / Return Rank: 9494
Overall Rank
KRYS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
KRYS Sortino Ratio Rank: 9292
Sortino Ratio Rank
KRYS Omega Ratio Rank: 9292
Omega Ratio Rank
KRYS Calmar Ratio Rank: 9696
Calmar Ratio Rank
KRYS Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RBRK vs. KRYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Krystal Biotech, Inc. (KRYS). 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.


RBRKKRYSDifference
Sharpe ratioReturn per unit of total volatility

-3.54

Sortino ratioReturn per unit of downside risk

-3.69

Omega ratioGain probability vs. loss probability

0.97

1.47

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.48

7.59

-8.08

Martin ratioReturn relative to average drawdown

-0.89

19.64

-20.53

RBRK vs. KRYS - Sharpe Ratio Comparison

The current RBRK Sharpe Ratio is -0.43, which is lower than the KRYS Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of RBRK and KRYS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RBRKKRYSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

3.12

-3.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.63

-0.06

Drawdowns

RBRK vs. KRYS - Drawdown Comparison

The maximum RBRK drawdown since its inception was -56.08%, roughly equal to the maximum KRYS drawdown of -53.42%. Use the drawdown chart below to compare losses from any high point for RBRK and KRYS.


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Drawdown Indicators


RBRKKRYSDifference

Max Drawdown

Largest peak-to-trough decline

-56.08%

-53.42%

-2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-55.52%

-15.94%

-39.58%

Max Drawdown (3Y)

Largest decline over 3 years

-42.26%

Max Drawdown (5Y)

Largest decline over 5 years

-44.55%

Current Drawdown

Current decline from peak

-28.08%

-4.60%

-23.48%

Average Drawdown

Average peak-to-trough decline

-18.55%

-16.20%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.44%

6.15%

+24.29%

Volatility

RBRK vs. KRYS - Volatility Comparison

Rubrik, Inc. (RBRK) has a higher volatility of 20.05% compared to Krystal Biotech, Inc. (KRYS) at 10.25%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than KRYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBRKKRYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.05%

10.25%

+9.80%

Volatility (6M)

Calculated over the trailing 6-month period

49.12%

27.29%

+21.83%

Volatility (1Y)

Calculated over the trailing 1-year period

63.09%

38.91%

+24.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.32%

76.38%

-12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.32%

74.19%

-9.87%

Dividends

RBRK vs. KRYS - Dividend Comparison

Neither RBRK nor KRYS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

RBRK vs. KRYS - Financials Comparison

This section allows you to compare key financial metrics between Rubrik, Inc. and Krystal Biotech, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
387.07M
116.36M
(RBRK) Total Revenue
(KRYS) Total Revenue
Values in USD except per share items

RBRK vs. KRYS - Profitability Comparison

The chart below illustrates the profitability comparison between Rubrik, Inc. and Krystal Biotech, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
80.6%
94.6%
Portfolio components
RBRK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported a gross profit of 311.78M and revenue of 387.07M. Therefore, the gross margin over that period was 80.6%.

KRYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Krystal Biotech, Inc. reported a gross profit of 110.03M and revenue of 116.36M. Therefore, the gross margin over that period was 94.6%.

RBRK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported an operating income of -52.63M and revenue of 387.07M, resulting in an operating margin of -13.6%.

KRYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Krystal Biotech, Inc. reported an operating income of 53.69M and revenue of 116.36M, resulting in an operating margin of 46.1%.

RBRK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported a net income of -41.85M and revenue of 387.07M, resulting in a net margin of -10.8%.

KRYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Krystal Biotech, Inc. reported a net income of 55.93M and revenue of 116.36M, resulting in a net margin of 48.1%.


Frequently Asked Questions


RBRK and KRYS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RBRK has higher volatility (20.05%) compared to KRYS (10.25%). In terms of maximum drawdown, RBRK dropped -56.08% vs KRYS's -53.42%.

KRYS currently has the higher Sharpe Ratio (3.12 vs -0.43), 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.

Portfolio Optimizer

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