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RGTI vs. FBCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGTI vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rigetti Computing Inc (RGTI) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RGTI achieves a -5.28% return, which is significantly lower than FBCG's 11.31% return.


RGTI

1D
1.70%
1M
8.87%
YTD
-5.28%
6M
-18.81%
1Y
84.04%
3Y*
152.06%
5Y*
16.53%
10Y*

FBCG

1D
0.25%
1M
-1.64%
YTD
11.31%
6M
12.74%
1Y
34.39%
3Y*
28.04%
5Y*
14.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGTI vs. FBCG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RGTI
Rigetti Computing Inc
-5.28%45.15%1,449.40%35.07%-92.91%3.94%
FBCG
Fidelity Blue Chip Growth ETF
11.31%18.60%39.05%57.98%-39.10%12.44%

Correlation

The correlation between RGTI and FBCG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2021

0.39

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Return for Risk

RGTI vs. FBCG — Risk / Return Rank

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

RGTI
RGTI Risk / Return Rank: 6565
Overall Rank
RGTI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RGTI Sortino Ratio Rank: 7373
Sortino Ratio Rank
RGTI Omega Ratio Rank: 6767
Omega Ratio Rank
RGTI Calmar Ratio Rank: 6363
Calmar Ratio Rank
RGTI Martin Ratio Rank: 5858
Martin Ratio Rank

FBCG
FBCG Risk / Return Rank: 5353
Overall Rank
FBCG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FBCG Sortino Ratio Rank: 5252
Sortino Ratio Rank
FBCG Omega Ratio Rank: 5353
Omega Ratio Rank
FBCG Calmar Ratio Rank: 4848
Calmar Ratio Rank
FBCG Martin Ratio Rank: 5353
Martin Ratio Rank
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.

RGTI vs. FBCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rigetti Computing Inc (RGTI) and Fidelity Blue Chip Growth ETF (FBCG). 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.


RGTIFBCGDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratioReturn relative to maximum drawdown

0.96

2.12

-1.17

Martin ratioReturn relative to average drawdown

1.47

8.07

-6.60

RGTI vs. FBCG - Sharpe Ratio Comparison

The current RGTI Sharpe Ratio is 0.68, which is lower than the FBCG Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of RGTI and FBCG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RGTI vs. FBCG - Drawdown Comparison

The maximum RGTI drawdown since its inception was -96.89%, which is greater than FBCG's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for RGTI and FBCG.


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Drawdown Indicators


RGTIFBCGDifference

Max Drawdown

Largest peak-to-trough decline

-96.89%

-43.56%

-53.33%

Max Drawdown (1Y)

Largest decline over 1 year

-77.10%

-15.17%

-61.93%

Max Drawdown (3Y)

Largest decline over 3 years

-78.83%

-27.89%

-50.94%

Max Drawdown (5Y)

Largest decline over 5 years

-96.89%

-43.56%

-53.33%

Current Drawdown

Current decline from peak

-62.76%

-4.71%

-58.05%

Average Drawdown

Average peak-to-trough decline

-58.84%

-11.45%

-47.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.98%

3.99%

+45.99%

Volatility

RGTI vs. FBCG - Volatility Comparison

Rigetti Computing Inc (RGTI) has a higher volatility of 44.79% compared to Fidelity Blue Chip Growth ETF (FBCG) at 7.21%. This indicates that RGTI's price experiences larger fluctuations and is considered to be riskier than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RGTIFBCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.79%

7.21%

+37.58%

Volatility (6M)

Calculated over the trailing 6-month period

71.15%

15.09%

+56.06%

Volatility (1Y)

Calculated over the trailing 1-year period

109.21%

19.38%

+89.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

128.97%

25.90%

+103.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.17%

25.77%

+101.40%

Dividends

RGTI vs. FBCG - Dividend Comparison

RGTI has not paid dividends to shareholders, while FBCG's dividend yield for the trailing twelve months is around 0.04%.


PositionTTM202520242023202220212020
FBCG
Fidelity Blue Chip Growth ETF
0.04%0.05%0.12%0.02%0.00%0.00%0.01%
RGTI
Rigetti Computing Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RGTI and FBCG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGTI has higher volatility (44.79%) compared to FBCG (7.21%). In terms of maximum drawdown, RGTI dropped -96.89% vs FBCG's -43.56%.

FBCG currently has the higher Sharpe Ratio (1.66 vs 0.68), 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.

Portfolio Optimizer

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