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 -21.86% vs 40.74% for QQQ. At a 0.46 correlation, their price movements are largely independent.
Performance
RBRK vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RBRK achieves a 0.68% return, which is significantly lower than QQQ's 20.71% return.
RBRK
- 1D
- -3.10%
- 1M
- 34.78%
- YTD
- 0.68%
- 6M
- 9.33%
- 1Y
- -21.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- -0.48%
- 1M
- 8.66%
- YTD
- 20.71%
- 6M
- 19.19%
- 1Y
- 40.74%
- 3Y*
- 28.54%
- 5Y*
- 17.86%
- 10Y*
- 21.84%
RBRK vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 0.68% | 17.01% | 76.65% |
QQQ Invesco QQQ ETF | 20.71% | 20.77% | 21.00% |
Correlation
The correlation between RBRK and QQQ is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2024 | 0.46 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| RBRK | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.44 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 3.42 | -3.82 |
| Martin ratioReturn relative to average drawdown | -0.72 | 13.14 | -13.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RBRK | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 2.57 | -2.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.98 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.41 | +0.24 |
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.
Loading charts...
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 | -55.55% | -11.96% | -43.59% |
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 | -22.80% | -0.74% | -22.06% |
Average DrawdownAverage peak-to-trough decline | -18.52% | -32.78% | +14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.44% | 3.11% | +27.33% |
Volatility
RBRK vs. QQQ - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.54% compared to Invesco QQQ ETF (QQQ) at 4.51%. 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.
Loading charts...
Volatility by Period
| RBRK | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.54% | 4.51% | +15.03% |
Volatility (6M)Calculated over the trailing 6-month period | 48.93% | 12.10% | +36.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.76% | 15.94% | +46.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.33% | 22.37% | +41.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.33% | 22.29% | +42.04% |
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 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.38% | 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 0.42, 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 QQQ (4.51%). In terms of maximum drawdown, RBRK dropped -56.08% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.57 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.
Find the right allocation for RBRK and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer