RBRK vs. SPYD
RBRK (Rubrik, Inc.) is a stock, while SPYD (State Street SPDR Portfolio S&P 500 High Dividend ETF) is S&P 500 fund tracking the S&P 500 High Dividend Index. Over the past year, RBRK returned -12.43% vs 19.99% for SPYD. At a 0.05 correlation, their price movements are largely independent.
Performance
RBRK vs. SPYD - 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 SPYD's 14.33% return.
RBRK
- 1D
- 5.79%
- 1M
- -2.68%
- YTD
- 0.05%
- 6M
- -1.91%
- 1Y
- -12.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYD
- 1D
- -0.43%
- 1M
- 3.01%
- YTD
- 14.33%
- 6M
- 13.70%
- 1Y
- 19.99%
- 3Y*
- 14.37%
- 5Y*
- 8.53%
- 10Y*
- 8.66%
RBRK vs. SPYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RBRK Rubrik, Inc. | 0.05% | 17.01% | 69.33% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 14.33% | 4.65% | 12.31% |
Correlation
The correlation between RBRK and SPYD is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | 0.05 |
The correlation between RBRK and SPYD shifts across timeframes, from -0.05 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RBRK vs. SPYD — Risk / Return Rank
RBRK
SPYD
RBRK vs. SPYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubrik, Inc. (RBRK) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 | SPYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.29 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.85 | -3.07 |
| Martin ratioReturn relative to average drawdown | -0.40 | 8.20 | -8.60 |
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Drawdowns
RBRK vs. SPYD - Drawdown Comparison
The maximum RBRK drawdown since its inception was -56.08%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for RBRK and SPYD.
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Drawdown Indicators
| RBRK | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.08% | -46.42% | -9.66% |
Max Drawdown (1Y)Largest decline over 1 year | -55.52% | -7.05% | -48.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.42% | — |
Current DrawdownCurrent decline from peak | -23.28% | -0.43% | -22.85% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -6.14% | -12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.85% | 2.44% | +28.41% |
Volatility
RBRK vs. SPYD - Volatility Comparison
Rubrik, Inc. (RBRK) has a higher volatility of 19.44% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.76%. This indicates that RBRK's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBRK | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.44% | 3.76% | +15.68% |
Volatility (6M)Calculated over the trailing 6-month period | 44.32% | 8.08% | +36.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.90% | 11.83% | +51.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.91% | 16.06% | +47.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.91% | 19.76% | +44.15% |
Dividends
RBRK vs. SPYD - Dividend Comparison
RBRK has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.20%.
| 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% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 4.20% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Frequently Asked Questions
RBRK and SPYD have a correlation of -0.05, 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 SPYD (3.76%). In terms of maximum drawdown, RBRK dropped -56.08% vs SPYD's -46.42%.
SPYD currently has the higher Sharpe Ratio (1.70 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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