RBRK vs. SCHD

Last updated Jun 5, 2026

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 -21.86% vs 28.76% for SCHD. At a 0.04 correlation, their price movements are largely independent.

Performance

RBRK vs. SCHD - Performance Comparison

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

Returns By Period

In the year-to-date period, RBRK achieves a 0.68% return, which is significantly lower than SCHD's 19.82% return.

RBRK

• 1D: -3.10%
• 1M: 34.78%
• YTD: 0.68%
• 6M: 9.33%
• 1Y: -21.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: 0.68%
• 1M: 2.84%
• YTD: 19.82%
• 6M: 19.65%
• 1Y: 28.76%
• 3Y*: 15.59%
• 5Y*: 8.50%
• 10Y*: 12.79%

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

RBRK vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RBRK Rubrik, Inc.	0.68%	17.01%	76.65%
SCHD Schwab U.S. Dividend Equity ETF	19.82%	4.34%	8.75%

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 26, 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.

Return for Risk

RBRK vs. SCHD — 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: 26
RBRK Sortino Ratio Rank: 28
RBRK Omega Ratio Rank: 28
RBRK Calmar Ratio Rank: 28
RBRK Martin Ratio Rank: 28

SCHD

SCHD Risk / Return Rank: 85
SCHD Sharpe Ratio Rank: 82
SCHD Sortino Ratio Rank: 89
SCHD Omega Ratio Rank: 80
SCHD Calmar Ratio Rank: 92
SCHD Martin Ratio Rank: 80

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. 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.

	RBRK	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	2.64	-2.99
Sortino ratio: Return per unit of downside risk	-0.12	4.08	-4.20
Omega ratio: Gain probability vs. loss probability	0.99	1.47	-0.49
Calmar ratio: Return relative to maximum drawdown	-0.39	6.26	-6.66
Martin ratio: Return relative to average drawdown	-0.72	15.38	-16.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RBRK vs. SCHD - Sharpe Ratio Comparison

The current RBRK Sharpe Ratio is -0.35, which is lower than the SCHD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of RBRK and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RBRK	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	2.64	-2.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.86	-0.21

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.

Drawdown Indicators

	RBRK	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-56.08%	-33.37%	-22.71%
Max Drawdown (1Y) Largest decline over 1 year	-55.55%	-4.61%	-50.94%
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 Drawdown Current decline from peak	-22.80%	-0.73%	-22.07%
Average Drawdown Average peak-to-trough decline	-18.52%	-3.32%	-15.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.44%	1.87%	+28.57%

Volatility

RBRK vs. SCHD - Volatility Comparison

Rubrik, Inc. (RBRK) has a higher volatility of 19.54% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.69%. 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.

Volatility by Period

	RBRK	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.54%	2.69%	+16.85%
Volatility (6M) Calculated over the trailing 6-month period	48.93%	7.65%	+41.28%
Volatility (1Y) Calculated over the trailing 1-year period	62.76%	10.95%	+51.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.33%	14.38%	+49.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.33%	16.71%	+47.62%

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 3.24%.

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	3.24%	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

Can I hold both RBRK and SCHD in my portfolio?

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.

Which is riskier, RBRK or SCHD?

RBRK has higher volatility (19.54%) compared to SCHD (2.69%). In terms of maximum drawdown, RBRK dropped -56.08% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.64 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.