RBRK vs. QQQ
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 -8.77% vs 27.28% for QQQ. At a 0.45 correlation, their price movements are largely independent.
Performance
RBRK vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, RBRK achieves a 4.37% return, which is significantly lower than QQQ's 15.19% return.
RBRK
- 1D
- -0.70%
- 1M
- 15.38%
- 6M
- 15.60%
- YTD
- 4.37%
- 1Y
- -8.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- -1.64%
- 1M
- -3.17%
- 6M
- 13.80%
- YTD
- 15.19%
- 1Y
- 27.28%
- 3Y*
- 23.36%
- 5Y*
- 15.26%
- 10Y*
- 21.01%
RBRK vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 4.37% | 17.01% | 69.33% |
QQQ Invesco QQQ ETF | 15.19% | 20.77% | 20.42% |
Correlation
The correlation between RBRK and QQQ is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | 0.45 |
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Return for Risk
RBRK vs. QQQ — Risk / Return Rank
RBRK
QQQ
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 ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.26 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 2.29 | -2.45 |
| Martin ratioReturn relative to average drawdown | -0.28 | 8.13 | -8.41 |
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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.
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Drawdown Indicators
| RBRK | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -19.97% | -5.29% | -14.68% |
Average DrawdownAverage peak-to-trough decline | -18.99% | -32.66% | +13.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.99% | 3.36% | +27.63% |
Volatility
RBRK vs. QQQ - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 17.68% compared to Invesco QQQ ETF (QQQ) at 7.53%. 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.
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Volatility by Period
| RBRK | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.68% | 7.53% | +10.15% |
Volatility (6M)Calculated over the trailing 6-month period | 45.90% | 15.52% | +30.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.42% | 18.69% | +44.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.97% | 22.81% | +41.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.97% | 22.44% | +41.53% |
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
RBRK and QQQ have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBRK has higher volatility (17.68%) compared to QQQ (7.53%). In terms of maximum drawdown, RBRK dropped -56.08% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.47 vs -0.14), 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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