PortfoliosLab logo
RC vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RC and XLK is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

RC vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ready Capital Corporation (RC) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-3.01%
718.86%
RC
XLK

Key characteristics

Sharpe Ratio

RC:

-0.99

XLK:

0.19

Sortino Ratio

RC:

-1.23

XLK:

0.48

Omega Ratio

RC:

0.81

XLK:

1.06

Calmar Ratio

RC:

-0.68

XLK:

0.23

Martin Ratio

RC:

-1.75

XLK:

0.74

Ulcer Index

RC:

23.41%

XLK:

7.88%

Daily Std Dev

RC:

41.44%

XLK:

30.26%

Max Drawdown

RC:

-76.33%

XLK:

-82.05%

Current Drawdown

RC:

-56.24%

XLK:

-13.91%

Returns By Period

In the year-to-date period, RC achieves a -31.26% return, which is significantly lower than XLK's -10.33% return. Over the past 10 years, RC has underperformed XLK with an annualized return of -1.23%, while XLK has yielded a comparatively higher 18.56% annualized return.


RC

YTD

-31.26%

1M

-5.68%

6M

-29.60%

1Y

-41.11%

5Y*

2.08%

10Y*

-1.23%

XLK

YTD

-10.33%

1M

0.85%

6M

-9.29%

1Y

4.88%

5Y*

18.85%

10Y*

18.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RC vs. XLK — Risk-Adjusted Performance Rank

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

RC
The Risk-Adjusted Performance Rank of RC is 77
Overall Rank
The Sharpe Ratio Rank of RC is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of RC is 99
Sortino Ratio Rank
The Omega Ratio Rank of RC is 77
Omega Ratio Rank
The Calmar Ratio Rank of RC is 1010
Calmar Ratio Rank
The Martin Ratio Rank of RC is 33
Martin Ratio Rank

XLK
The Risk-Adjusted Performance Rank of XLK is 3939
Overall Rank
The Sharpe Ratio Rank of XLK is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 4141
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 4040
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4242
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RC vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ready Capital Corporation (RC) and Technology Select Sector SPDR Fund (XLK). 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.


The chart of Sharpe ratio for RC, currently valued at -0.99, compared to the broader market-2.00-1.000.001.002.003.00
RC: -0.99
XLK: 0.19
The chart of Sortino ratio for RC, currently valued at -1.23, compared to the broader market-6.00-4.00-2.000.002.004.00
RC: -1.23
XLK: 0.48
The chart of Omega ratio for RC, currently valued at 0.81, compared to the broader market0.501.001.502.00
RC: 0.81
XLK: 1.06
The chart of Calmar ratio for RC, currently valued at -0.68, compared to the broader market0.001.002.003.004.005.00
RC: -0.68
XLK: 0.23
The chart of Martin ratio for RC, currently valued at -1.75, compared to the broader market-5.000.005.0010.0015.0020.00
RC: -1.75
XLK: 0.74

The current RC Sharpe Ratio is -0.99, which is lower than the XLK Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of RC and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.99
0.19
RC
XLK

Dividends

RC vs. XLK - Dividend Comparison

RC's dividend yield for the trailing twelve months is around 20.24%, more than XLK's 0.75% yield.


TTM20242023202220212020201920182017201620152014
RC
Ready Capital Corporation
20.24%16.13%14.24%14.90%10.62%10.44%10.38%11.35%9.77%13.75%10.61%9.28%
XLK
Technology Select Sector SPDR Fund
0.75%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%

Drawdowns

RC vs. XLK - Drawdown Comparison

The maximum RC drawdown since its inception was -76.33%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for RC and XLK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.24%
-13.91%
RC
XLK

Volatility

RC vs. XLK - Volatility Comparison

The current volatility for Ready Capital Corporation (RC) is 16.03%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 19.00%. This indicates that RC experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
16.03%
19.00%
RC
XLK