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RKT vs. SCYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RKT vs. SCYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rocket Companies, Inc. (RKT) and Schwab High Yield Bond ETF (SCYB). 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 -29.49% return, which is significantly lower than SCYB's 2.03% return.


RKT

1D
-2.43%
1M
-5.34%
6M
-38.10%
YTD
-29.49%
1Y
-9.24%
3Y*
11.20%
5Y*
-2.50%
10Y*
ALL TIME*
-1.71%

SCYB

1D
-0.08%
1M
0.07%
6M
1.57%
YTD
2.03%
1Y
5.51%
3Y*
8.17%
5Y*
10Y*
ALL TIME*
8.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RKT vs. SCYB - Yearly Performance Comparison


2026 (YTD)202520242023
RKT
Rocket Companies, Inc.
-29.49%81.69%-22.24%55.20%
SCYB
Schwab High Yield Bond ETF
2.03%8.33%8.15%7.29%

Correlation

The correlation between RKT and SCYB is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2023

0.53

The correlation between RKT and SCYB has been stable across timeframes, ranging from 0.53 to 0.55 - a consistent structural relationship.

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Return for Risk

RKT vs. SCYB — Risk / Return Rank

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

RKT
RKT Risk / Return Rank: 3939
Overall Rank
RKT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RKT Sortino Ratio Rank: 3939
Sortino Ratio Rank
RKT Omega Ratio Rank: 3939
Omega Ratio Rank
RKT Calmar Ratio Rank: 3939
Calmar Ratio Rank
RKT Martin Ratio Rank: 3939
Martin Ratio Rank

SCYB
SCYB Risk / Return Rank: 6565
Overall Rank
SCYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 6464
Sortino Ratio Rank
SCYB Omega Ratio Rank: 6464
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6161
Calmar Ratio Rank
SCYB Martin Ratio Rank: 7575
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. SCYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rocket Companies, Inc. (RKT) and Schwab High Yield Bond ETF (SCYB). 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.


RKTSCYBDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.02

1.29

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.20

2.26

-2.46

Martin ratioReturn relative to average drawdown

-0.35

10.10

-10.46

RKT vs. SCYB - Sharpe Ratio Comparison

The current RKT Sharpe Ratio is -0.15, which is lower than the SCYB Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of RKT and SCYB, 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

RKT vs. SCYB - Drawdown Comparison

The maximum RKT drawdown since its inception was -83.00%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for RKT and SCYB.


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Drawdown Indicators


RKTSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-83.00%

-4.92%

-78.08%

Max Drawdown (1Y)

Largest decline over 1 year

-47.31%

-2.44%

-44.87%

Max Drawdown (3Y)

Largest decline over 3 years

-50.60%

-4.92%

-45.68%

Max Drawdown (5Y)

Largest decline over 5 years

-64.90%

Current Drawdown

Current decline from peak

-60.95%

-0.31%

-60.64%

Average Drawdown

Average peak-to-trough decline

-60.11%

-0.50%

-59.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.16%

0.55%

+25.61%

Volatility

RKT vs. SCYB - Volatility Comparison

Rocket Companies, Inc. (RKT) has a higher volatility of 16.83% compared to Schwab High Yield Bond ETF (SCYB) at 0.59%. This indicates that RKT's price experiences larger fluctuations and is considered to be riskier than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RKTSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.83%

0.59%

+16.24%

Volatility (6M)

Calculated over the trailing 6-month period

46.11%

3.03%

+43.08%

Volatility (1Y)

Calculated over the trailing 1-year period

61.13%

3.73%

+57.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.26%

5.06%

+49.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.97%

5.06%

+59.91%

Dividends

RKT vs. SCYB - Dividend Comparison

RKT has not paid dividends to shareholders, while SCYB's dividend yield for the trailing twelve months is around 6.93%.


PositionTTM20252024202320222021
RKT
Rocket Companies, Inc.
0.00%4.13%0.00%0.00%14.43%7.93%
SCYB
Schwab High Yield Bond ETF
6.93%6.99%7.06%3.36%0.00%0.00%

Frequently Asked Questions


RKT and SCYB have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RKT has higher volatility (16.83%) compared to SCYB (0.59%). In terms of maximum drawdown, RKT dropped -83.00% vs SCYB's -4.92%.

SCYB currently has the higher Sharpe Ratio (1.48 vs -0.15), 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

Find the right allocation for RKT and SCYB

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