RBRK vs. QQQ

Last updated Jun 25, 2026

RBRK (Rubrik, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past year, RBRK returned -17.29% vs 32.28% for QQQ. At a 0.45 correlation, their price movements are largely independent.

Performance

RBRK vs. QQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, RBRK achieves a -2.56% return, which is significantly lower than QQQ's 15.95% return.

RBRK

• 1D: 0.38%
• 1M: 11.91%
• YTD: -2.56%
• 6M: -5.43%
• 1Y: -17.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQ

• 1D: -0.42%
• 1M: -0.86%
• YTD: 15.95%
• 6M: 14.16%
• 1Y: 32.28%
• 3Y*: 25.87%
• 5Y*: 15.94%
• 10Y*: 22.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RBRK vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RBRK Rubrik, Inc.	-2.56%	17.01%	69.33%
QQQ Invesco QQQ ETF	15.95%	20.77%	20.42%

Correlation

The correlation between RBRK and QQQ is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024	0.45

Return for Risk

RBRK vs. QQQ — Risk / Return Rank

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

RBRK

RBRK Risk / Return Rank: 33
RBRK Sharpe Ratio Rank: 31
RBRK Sortino Ratio Rank: 33
RBRK Omega Ratio Rank: 33
RBRK Calmar Ratio Rank: 33
RBRK Martin Ratio Rank: 33

QQQ

QQQ Risk / Return Rank: 59
QQQ Sharpe Ratio Rank: 60
QQQ Sortino Ratio Rank: 56
QQQ Omega Ratio Rank: 58
QQQ Calmar Ratio Rank: 61
QQQ Martin Ratio Rank: 61

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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Invesco QQQ ETF (QQQ). 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	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.28	1.81	-2.09
Sortino ratio: Return per unit of downside risk	0.01	2.41	-2.40
Omega ratio: Gain probability vs. loss probability	1.00	1.32	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.31	2.71	-3.02
Martin ratio: Return relative to average drawdown	-0.56	10.01	-10.58

RBRK vs. QQQ - Sharpe Ratio Comparison

The current RBRK Sharpe Ratio is -0.28, which is lower than the QQQ Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of RBRK and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RBRK vs. QQQ - Drawdown Comparison

The maximum RBRK drawdown since its inception was -56.08%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for RBRK and QQQ.

Drawdown Indicators

	RBRK	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-56.08%	-82.97%	+26.89%
Max Drawdown (1Y) Largest decline over 1 year	-55.52%	-11.96%	-43.56%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	-25.29%	-4.66%	-20.63%
Average Drawdown Average peak-to-trough decline	-19.02%	-32.72%	+13.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.74%	3.23%	+27.51%

Volatility

RBRK vs. QQQ - Volatility Comparison

Rubrik, Inc. (RBRK) has a higher volatility of 19.53% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RBRK	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.53%	9.17%	+10.36%
Volatility (6M) Calculated over the trailing 6-month period	43.71%	14.54%	+29.17%
Volatility (1Y) Calculated over the trailing 1-year period	62.54%	17.95%	+44.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.87%	22.69%	+41.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.87%	22.41%	+41.46%

Dividends

RBRK vs. QQQ - Dividend Comparison

RBRK has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.43%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
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

Can I hold both RBRK and QQQ in my portfolio?

RBRK and QQQ have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RBRK or QQQ?

RBRK has higher volatility (19.53%) compared to QQQ (9.17%). In terms of maximum drawdown, RBRK dropped -56.08% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (1.81 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.