RCI vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Rogers Communications Inc. (RCI) and S&P 500 Index (^GSPC).

Performance

RCI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rogers Communications Inc. (RCI) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

RCI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RCI Rogers Communications Inc.	2.01%	28.55%	-31.89%	3.37%	1.59%	5.64%	-2.99%	-0.19%	3.94%	37.47%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, RCI achieves a 2.01% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, RCI has underperformed ^GSPC with an annualized return of 3.19%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

RCI

• 1D: -0.81%
• 1M: -6.06%
• YTD: 2.01%
• 6M: 11.55%
• 1Y: 57.65%
• 3Y*: -2.55%
• 5Y*: -0.50%
• 10Y*: 3.19%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

RCI vs. ^GSPC — Risk / Return Rank

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

RCI

RCI Risk / Return Rank: 93
RCI Sharpe Ratio Rank: 95
RCI Sortino Ratio Rank: 95
RCI Omega Ratio Rank: 92
RCI Calmar Ratio Rank: 93
RCI Martin Ratio Rank: 92

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

RCI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc. (RCI) and S&P 500 Index (^GSPC). 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.

	RCI	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.65	0.92	+1.73
Sortino ratio Return per unit of downside risk	3.63	1.41	+2.22
Omega ratio Gain probability vs. loss probability	1.44	1.21	+0.22
Calmar ratio Return relative to maximum drawdown	4.81	1.41	+3.40
Martin ratio Return relative to average drawdown	12.38	6.61	+5.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RCI vs. ^GSPC - Sharpe Ratio Comparison

The current RCI Sharpe Ratio is 2.65, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RCI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RCI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	0.92	+1.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.61	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.68	-0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.46	-0.18

Correlation

The correlation between RCI and ^GSPC is 0.37, 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.

Drawdowns

RCI vs. ^GSPC - Drawdown Comparison

The maximum RCI drawdown since its inception was -84.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RCI and ^GSPC.

Drawdown Indicators

	RCI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-84.00%	-56.78%	-27.22%
Max Drawdown (1Y) Largest decline over 1 year	-10.16%	-12.14%	+1.98%
Max Drawdown (5Y) Largest decline over 5 years	-56.92%	-25.43%	-31.49%
Max Drawdown (10Y) Largest decline over 10 years	-56.92%	-33.92%	-23.00%
Current Drawdown Current decline from peak	-27.16%	-5.78%	-21.38%
Average Drawdown Average peak-to-trough decline	-25.33%	-10.75%	-14.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	2.60%	+1.35%

Volatility

RCI vs. ^GSPC - Volatility Comparison

The current volatility for Rogers Communications Inc. (RCI) is 5.09%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that RCI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RCI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	5.37%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	14.75%	9.55%	+5.20%
Volatility (1Y) Calculated over the trailing 1-year period	22.63%	18.33%	+4.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	16.90%	+4.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.41%	18.05%	+4.36%