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RGTIW vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RGTIW and ^GSPC is 0.15, 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.


-0.50.00.51.00.2

Performance

RGTIW vs. ^GSPC - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%SeptemberOctoberNovemberDecember2025February
3,339.14%
8.57%
RGTIW
^GSPC

Key characteristics

Sharpe Ratio

RGTIW:

4.59

^GSPC:

1.74

Sortino Ratio

RGTIW:

4.49

^GSPC:

2.36

Omega Ratio

RGTIW:

1.57

^GSPC:

1.32

Calmar Ratio

RGTIW:

12.87

^GSPC:

2.62

Martin Ratio

RGTIW:

26.31

^GSPC:

10.69

Ulcer Index

RGTIW:

47.21%

^GSPC:

2.08%

Daily Std Dev

RGTIW:

271.14%

^GSPC:

12.76%

Max Drawdown

RGTIW:

-97.60%

^GSPC:

-56.78%

Current Drawdown

RGTIW:

-52.73%

^GSPC:

-0.43%

Returns By Period

In the year-to-date period, RGTIW achieves a -34.38% return, which is significantly lower than ^GSPC's 4.01% return.


RGTIW

YTD

-34.38%

1M

-36.49%

6M

2,733.79%

1Y

1,334.98%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RGTIW vs. ^GSPC — Risk-Adjusted Performance Rank

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

RGTIW
The Risk-Adjusted Performance Rank of RGTIW is 9898
Overall Rank
The Sharpe Ratio Rank of RGTIW is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of RGTIW is 9797
Sortino Ratio Rank
The Omega Ratio Rank of RGTIW is 9696
Omega Ratio Rank
The Calmar Ratio Rank of RGTIW is 100100
Calmar Ratio Rank
The Martin Ratio Rank of RGTIW is 9999
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
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.

RGTIW vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rigetti Computing Inc. Warrants (RGTIW) and S&P 500 (^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.


Sharpe ratio
The chart of Sharpe ratio for RGTIW, currently valued at 4.59, compared to the broader market-2.000.002.004.591.74
The chart of Sortino ratio for RGTIW, currently valued at 4.49, compared to the broader market-4.00-2.000.002.004.006.004.492.36
The chart of Omega ratio for RGTIW, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.32
The chart of Calmar ratio for RGTIW, currently valued at 12.87, compared to the broader market0.002.004.006.0012.872.62
The chart of Martin ratio for RGTIW, currently valued at 26.31, compared to the broader market-10.000.0010.0020.0030.0026.3110.69
RGTIW
^GSPC

The current RGTIW Sharpe Ratio is 4.59, which is higher than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of RGTIW 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.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.0025.00SeptemberOctoberNovemberDecember2025February
4.59
1.74
RGTIW
^GSPC

Drawdowns

RGTIW vs. ^GSPC - Drawdown Comparison

The maximum RGTIW drawdown since its inception was -97.60%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RGTIW and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-52.73%
-0.43%
RGTIW
^GSPC

Volatility

RGTIW vs. ^GSPC - Volatility Comparison

Rigetti Computing Inc. Warrants (RGTIW) has a higher volatility of 30.50% compared to S&P 500 (^GSPC) at 3.01%. This indicates that RGTIW's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
30.50%
3.01%
RGTIW
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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