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RKT vs. RSSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RKT vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rocket Companies, Inc. (RKT) and Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RKT achieves a -33.16% return, which is significantly lower than RSSY's 32.45% return.


RKT

1D
-7.77%
1M
-7.64%
YTD
-33.16%
6M
-34.35%
1Y
1.97%
3Y*
18.20%
5Y*
-5.73%
10Y*

RSSY

1D
-0.16%
1M
1.78%
YTD
32.45%
6M
27.13%
1Y
47.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RKT vs. RSSY - Yearly Performance Comparison


2026 (YTD)20252024
RKT
Rocket Companies, Inc.
-33.16%81.69%-17.02%
RSSY
Return Stacked US Stocks & Futures Yield ETF
32.45%-3.52%1.10%

Correlation

The correlation between RKT and RSSY 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 (All Time)
Calculated using the full available price history since May 30, 2024

0.21

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Return for Risk

RKT vs. RSSY — Risk / Return Rank

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

RKT
RKT Risk / Return Rank: 4141
Overall Rank
RKT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RKT Sortino Ratio Rank: 4141
Sortino Ratio Rank
RKT Omega Ratio Rank: 4040
Omega Ratio Rank
RKT Calmar Ratio Rank: 4141
Calmar Ratio Rank
RKT Martin Ratio Rank: 4141
Martin Ratio Rank

RSSY
RSSY Risk / Return Rank: 9393
Overall Rank
RSSY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSSY Omega Ratio Rank: 9393
Omega Ratio Rank
RSSY Calmar Ratio Rank: 9292
Calmar Ratio Rank
RSSY Martin Ratio Rank: 9191
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.

RKT vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rocket Companies, Inc. (RKT) and Return Stacked US Stocks & Futures Yield ETF (RSSY). 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.


RKTRSSYDifference
Sharpe ratioReturn per unit of total volatility

-3.60

Sortino ratioReturn per unit of downside risk

-4.30

Omega ratioGain probability vs. loss probability

1.06

1.65

-0.60

Calmar ratioReturn relative to maximum drawdown

0.04

6.53

-6.48

Martin ratioReturn relative to average drawdown

0.09

22.39

-22.30

RKT vs. RSSY - Sharpe Ratio Comparison

The current RKT Sharpe Ratio is 0.03, which is lower than the RSSY Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of RKT and RSSY, 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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Sharpe Ratios by Period


RKTRSSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

3.63

-3.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.75

-0.83

Drawdowns

RKT vs. RSSY - Drawdown Comparison

The maximum RKT drawdown since its inception was -83.00%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for RKT and RSSY.


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Drawdown Indicators


RKTRSSYDifference

Max Drawdown

Largest peak-to-trough decline

-83.00%

-29.57%

-53.43%

Max Drawdown (1Y)

Largest decline over 1 year

-45.95%

-7.36%

-38.59%

Max Drawdown (3Y)

Largest decline over 3 years

-50.60%

Max Drawdown (5Y)

Largest decline over 5 years

-68.89%

Current Drawdown

Current decline from peak

-62.98%

-0.16%

-62.82%

Average Drawdown

Average peak-to-trough decline

-60.16%

-7.37%

-52.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.07%

2.14%

+19.93%

Volatility

RKT vs. RSSY - Volatility Comparison

Rocket Companies, Inc. (RKT) has a higher volatility of 20.82% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that RKT's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RKTRSSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.82%

2.30%

+18.52%

Volatility (6M)

Calculated over the trailing 6-month period

42.29%

9.92%

+32.37%

Volatility (1Y)

Calculated over the trailing 1-year period

58.14%

13.28%

+44.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.59%

18.35%

+35.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.43%

18.35%

+46.08%

Dividends

RKT vs. RSSY - Dividend Comparison

RKT has not paid dividends to shareholders, while RSSY's dividend yield for the trailing twelve months is around 1.54%.


PositionTTM20252024202320222021
RKT
Rocket Companies, Inc.
0.00%4.13%0.00%0.00%14.43%7.93%
RSSY
Return Stacked US Stocks & Futures Yield ETF
1.54%2.04%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RKT and RSSY 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.

RKT has higher volatility (20.82%) compared to RSSY (2.30%). In terms of maximum drawdown, RKT dropped -83.00% vs RSSY's -29.57%.

RSSY currently has the higher Sharpe Ratio (3.63 vs 0.03), 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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