RBRK vs. SCHD
RBRK (Rubrik, Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past year, RBRK returned -12.43% vs 25.44% for SCHD. At a 0.04 correlation, their price movements are largely independent.
Performance
RBRK vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, RBRK achieves a 0.05% return, which is significantly lower than SCHD's 18.32% return.
RBRK
- 1D
- 5.79%
- 1M
- -2.68%
- YTD
- 0.05%
- 6M
- -1.91%
- 1Y
- -12.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- -0.50%
- 1M
- -0.97%
- YTD
- 18.32%
- 6M
- 17.51%
- 1Y
- 25.44%
- 3Y*
- 13.78%
- 5Y*
- 8.65%
- 10Y*
- 12.43%
RBRK vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 0.05% | 17.01% | 69.33% |
SCHD Schwab U.S. Dividend Equity ETF | 18.32% | 4.34% | 7.96% |
Correlation
The correlation between RBRK and SCHD is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | 0.04 |
The correlation between RBRK and SCHD shifts across timeframes, from -0.11 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RBRK vs. SCHD — Risk / Return Rank
RBRK
SCHD
RBRK vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 5.54 | -5.76 |
| Martin ratioReturn relative to average drawdown | -0.40 | 13.29 | -13.69 |
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Drawdowns
RBRK vs. SCHD - Drawdown Comparison
The maximum RBRK drawdown since its inception was -56.08%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RBRK and SCHD.
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Drawdown Indicators
| RBRK | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -33.37% | -22.71% |
Max Drawdown (1Y)Largest decline over 1 year | -55.52% | -4.61% | -50.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -23.28% | -1.97% | -21.31% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -3.31% | -15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.85% | 1.92% | +28.93% |
Volatility
RBRK vs. SCHD - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.44% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.16%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBRK | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.44% | 3.16% | +16.28% |
Volatility (6M)Calculated over the trailing 6-month period | 44.32% | 7.75% | +36.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.90% | 11.06% | +51.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.91% | 14.36% | +49.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.91% | 16.69% | +47.22% |
Dividends
RBRK vs. SCHD - Dividend Comparison
RBRK has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.28% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
RBRK and SCHD have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBRK has higher volatility (19.44%) compared to SCHD (3.16%). In terms of maximum drawdown, RBRK dropped -56.08% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.32 vs -0.20), 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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