RCI vs. LQD
RCI (Rogers Communications Inc.) is a stock, while LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF) is Corporate Bonds fund tracking the iBoxx $ Liquid Investment Grade Index. Over the past 10 years, RCI returned 3.75%/yr vs 2.54%/yr for LQD. At a 0.06 correlation, their price movements are largely independent.
Performance
RCI vs. LQD - Performance Comparison
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Returns By Period
In the year-to-date period, RCI achieves a 4.12% return, which is significantly higher than LQD's 0.82% return. Over the past 10 years, RCI has outperformed LQD with an annualized return of 3.75%, while LQD has yielded a comparatively lower 2.54% annualized return.
RCI
- 1D
- -0.54%
- 1M
- 9.02%
- YTD
- 4.12%
- 6M
- 8.46%
- 1Y
- 44.93%
- 3Y*
- 0.09%
- 5Y*
- -2.04%
- 10Y*
- 3.75%
LQD
- 1D
- -0.06%
- 1M
- 0.80%
- YTD
- 0.82%
- 6M
- 1.24%
- 1Y
- 5.80%
- 3Y*
- 5.30%
- 5Y*
- -0.21%
- 10Y*
- 2.54%
RCI vs. LQD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RCI Rogers Communications Inc. | 4.12% | 28.55% | -31.89% | 3.37% | 1.59% | 5.64% | -2.99% | -0.19% | 3.94% | 37.47% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.82% | 7.90% | 0.86% | 9.40% | -17.92% | -1.84% | 10.97% | 17.37% | -3.79% | 7.06% |
Correlation
The correlation between RCI and LQD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | 0.06 |
The correlation between RCI and LQD shifts across timeframes, from 0.06 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RCI vs. LQD — Risk / Return Rank
RCI
LQD
RCI vs. LQD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc. (RCI) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.
| RCI | LQD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.55 | +0.69 |
| Martin ratioReturn relative to average drawdown | 6.88 | 4.37 | +2.52 |
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Drawdowns
RCI vs. LQD - Drawdown Comparison
The maximum RCI drawdown since its inception was -84.00%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for RCI and LQD.
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Drawdown Indicators
| RCI | LQD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.00% | -24.95% | -59.05% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -3.34% | -16.76% |
Max Drawdown (3Y)Largest decline over 3 years | -48.21% | -8.43% | -39.78% |
Max Drawdown (5Y)Largest decline over 5 years | -56.92% | -24.95% | -31.97% |
Max Drawdown (10Y)Largest decline over 10 years | -56.92% | -24.95% | -31.97% |
Current DrawdownCurrent decline from peak | -25.65% | -3.37% | -22.28% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -3.99% | -21.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 1.19% | +5.35% |
Volatility
RCI vs. LQD - Volatility Comparison
Rogers Communications Inc. (RCI) has a higher volatility of 6.07% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.78%. This indicates that RCI's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCI | LQD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 1.78% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 21.54% | 4.02% | +17.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.23% | 5.37% | +20.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 8.65% | +13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 8.69% | +14.36% |
Dividends
RCI vs. LQD - Dividend Comparison
RCI's dividend yield for the trailing twelve months is around 3.76%, less than LQD's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.55% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
RCI Rogers Communications Inc. | 3.76% | 3.81% | 4.74% | 3.14% | 3.27% | 3.36% | 3.26% | 3.03% | 3.08% | 3.77% | 4.98% | 5.57% |
Frequently Asked Questions
RCI and LQD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCI has higher volatility (6.07%) compared to LQD (1.78%). In terms of maximum drawdown, RCI dropped -84.00% vs LQD's -24.95%.
RCI currently has the higher Sharpe Ratio (1.72 vs 0.97), 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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