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RIVN vs. VGCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIVN vs. VGCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rivian Automotive, Inc. (RIVN) and Vanguard Global Credit Bond Fund Admiral Shares (VGCAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIVN achieves a -14.97% return, which is significantly lower than VGCAX's 1.10% return.


RIVN

1D
7.85%
1M
15.43%
YTD
-14.97%
6M
-9.01%
1Y
24.89%
3Y*
3.20%
5Y*
10Y*

VGCAX

1D
0.52%
1M
0.68%
YTD
1.10%
6M
1.56%
1Y
5.50%
3Y*
6.27%
5Y*
1.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIVN vs. VGCAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RIVN
Rivian Automotive, Inc.
-14.97%48.20%-43.31%27.29%-82.23%-2.87%
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
1.10%7.30%3.99%9.22%-13.43%-0.96%

Correlation

The correlation between RIVN and VGCAX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.17

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Return for Risk

RIVN vs. VGCAX — Risk / Return Rank

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

RIVN
RIVN Risk / Return Rank: 5555
Overall Rank
RIVN Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RIVN Sortino Ratio Rank: 5858
Sortino Ratio Rank
RIVN Omega Ratio Rank: 5454
Omega Ratio Rank
RIVN Calmar Ratio Rank: 5454
Calmar Ratio Rank
RIVN Martin Ratio Rank: 5454
Martin Ratio Rank

VGCAX
VGCAX Risk / Return Rank: 4545
Overall Rank
VGCAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VGCAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VGCAX Omega Ratio Rank: 4848
Omega Ratio Rank
VGCAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VGCAX Martin Ratio Rank: 3434
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.

RIVN vs. VGCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rivian Automotive, Inc. (RIVN) and Vanguard Global Credit Bond Fund Admiral Shares (VGCAX). 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.


RIVNVGCAXDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.12

1.30

-0.18

Calmar ratioReturn relative to maximum drawdown

0.48

1.89

-1.40

Martin ratioReturn relative to average drawdown

0.95

6.28

-5.33

RIVN vs. VGCAX - Sharpe Ratio Comparison

The current RIVN Sharpe Ratio is 0.31, which is lower than the VGCAX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of RIVN and VGCAX, 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

RIVN vs. VGCAX - Drawdown Comparison

The maximum RIVN drawdown since its inception was -95.12%, which is greater than VGCAX's maximum drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for RIVN and VGCAX.


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Drawdown Indicators


RIVNVGCAXDifference

Max Drawdown

Largest peak-to-trough decline

-95.12%

-18.63%

-76.49%

Max Drawdown (1Y)

Largest decline over 1 year

-42.54%

-2.90%

-39.64%

Max Drawdown (3Y)

Largest decline over 3 years

-69.61%

-4.00%

-65.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-90.26%

-0.64%

-89.62%

Average Drawdown

Average peak-to-trough decline

-86.33%

-4.33%

-82.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.62%

0.87%

+20.75%

Volatility

RIVN vs. VGCAX - Volatility Comparison

Rivian Automotive, Inc. (RIVN) has a higher volatility of 22.66% compared to Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) at 1.23%. This indicates that RIVN's price experiences larger fluctuations and is considered to be riskier than VGCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIVNVGCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.66%

1.23%

+21.43%

Volatility (6M)

Calculated over the trailing 6-month period

49.82%

2.64%

+47.18%

Volatility (1Y)

Calculated over the trailing 1-year period

65.46%

3.32%

+62.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.55%

5.07%

+72.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.55%

4.84%

+72.71%

Dividends

RIVN vs. VGCAX - Dividend Comparison

RIVN has not paid dividends to shareholders, while VGCAX's dividend yield for the trailing twelve months is around 4.95%.


PositionTTM20252024202320222021202020192018
RIVN
Rivian Automotive, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
4.95%4.91%4.65%4.48%2.72%3.16%4.65%6.88%0.36%

Frequently Asked Questions


RIVN and VGCAX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIVN has higher volatility (22.66%) compared to VGCAX (1.23%). In terms of maximum drawdown, RIVN dropped -95.12% vs VGCAX's -18.63%.

VGCAX currently has the higher Sharpe Ratio (1.65 vs 0.31), 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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