RBRK vs. RBLX

Last updated Jun 13, 2026

RBRK (Rubrik, Inc.) and RBLX (Roblox Corporation) are both stocks. RBRK operates in Software - Infrastructure (Technology), while RBLX operates in Electronic Gaming & Multimedia (Communication Services). Over the past year, RBRK returned -24.49% vs -55.43% for RBLX. At a 0.35 correlation, their price movements are largely independent.

Performance

RBRK vs. RBLX - Performance Comparison

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

Returns By Period

In the year-to-date period, RBRK achieves a -10.84% return, which is significantly higher than RBLX's -46.55% return.

RBRK

• 1D: -4.56%
• 1M: 6.93%
• YTD: -10.84%
• 6M: -16.36%
• 1Y: -24.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RBLX

• 1D: -0.41%
• 1M: 1.07%
• YTD: -46.55%
• 6M: -51.07%
• 1Y: -55.43%
• 3Y*: 2.45%
• 5Y*: -14.14%
• 10Y*: —

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

RBRK vs. RBLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RBRK Rubrik, Inc.	-10.84%	17.01%	69.33%
RBLX Roblox Corporation	-46.55%	40.04%	65.46%

Correlation

The correlation between RBRK and RBLX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024	0.35

Fundamentals

Market Cap RBRK : $13.89B RBLX : $30.82B
EPS RBRK : -$1.45 RBLX : -$1.57
PS Ratio RBRK : 9.49 RBLX : 5.71
Total Revenue (TTM) RBRK : $1.42B RBLX : $5.30B
Gross Profit (TTM) RBRK : $1.15B RBLX : $4.16B
EBITDA (TTM) RBRK : -$275.30M RBLX : -$944.43M

Return for Risk

RBRK vs. RBLX — Risk / Return Rank

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

RBRK

RBRK Risk / Return Rank: 28
RBRK Sharpe Ratio Rank: 27
RBRK Sortino Ratio Rank: 28
RBRK Omega Ratio Rank: 28
RBRK Calmar Ratio Rank: 29
RBRK Martin Ratio Rank: 29

RBLX

RBLX Risk / Return Rank: 10
RBLX Sharpe Ratio Rank: 7
RBLX Sortino Ratio Rank: 8
RBLX Omega Ratio Rank: 8
RBLX Calmar Ratio Rank: 13
RBLX Martin Ratio Rank: 12

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. RBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Roblox Corporation (RBLX). 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	RBLX	Difference
Sharpe ratio: Return per unit of total volatility	-0.37	-0.92	+0.55
Sortino ratio: Return per unit of downside risk	-0.16	-1.32	+1.16
Omega ratio: Gain probability vs. loss probability	0.98	0.83	+0.15
Calmar ratio: Return relative to maximum drawdown	-0.42	-0.77	+0.35
Martin ratio: Return relative to average drawdown	-0.76	-1.30	+0.54

RBRK vs. RBLX - Sharpe Ratio Comparison

The current RBRK Sharpe Ratio is -0.37, which is higher than the RBLX Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of RBRK and RBLX, 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. RBLX - Drawdown Comparison

The maximum RBRK drawdown since its inception was -56.08%, smaller than the maximum RBLX drawdown of -82.79%. Use the drawdown chart below to compare losses from any high point for RBRK and RBLX.

Drawdown Indicators

	RBRK	RBLX	Difference
Max Drawdown Largest peak-to-trough decline	-56.08%	-82.79%	+26.71%
Max Drawdown (1Y) Largest decline over 1 year	-55.52%	-70.82%	+15.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-70.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-82.79%	—
Current Drawdown Current decline from peak	-31.63%	-69.41%	+37.78%
Average Drawdown Average peak-to-trough decline	-18.89%	-53.01%	+34.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.39%	41.76%	-11.37%

Volatility

RBRK vs. RBLX - Volatility Comparison

Rubrik, Inc. (RBRK) has a higher volatility of 20.37% compared to Roblox Corporation (RBLX) at 16.92%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than RBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RBRK	RBLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.37%	16.92%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	44.67%	47.88%	-3.21%
Volatility (1Y) Calculated over the trailing 1-year period	62.64%	59.45%	+3.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.17%	69.18%	-5.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.17%	70.06%	-5.89%

Dividends

RBRK vs. RBLX - Dividend Comparison

Neither RBRK nor RBLX has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

RBRK vs. RBLX - Profitability Comparison

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

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%.

RBLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Roblox Corporation reported a gross profit of 1.15B and revenue of 1.44B. Therefore, the gross margin over that period was 79.6%.

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%.

RBLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Roblox Corporation reported an operating income of -294.00M and revenue of 1.44B, resulting in an operating margin of -20.4%.

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%.

RBLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Roblox Corporation reported a net income of -246.00M and revenue of 1.44B, resulting in a net margin of -17.1%.

Frequently Asked Questions

Can I hold both RBRK and RBLX in my portfolio?

RBRK and RBLX have a correlation of 0.38, 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 RBLX?

RBRK has higher volatility (20.37%) compared to RBLX (16.92%). In terms of maximum drawdown, RBRK dropped -56.08% vs RBLX's -82.79%.

Which has better risk-adjusted returns?

RBRK currently has the higher Sharpe Ratio (-0.37 vs -0.92), 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.