RPD vs. SPY
Compare and contrast key facts about Rapid7, Inc. (RPD) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPD or SPY.
Performance
RPD vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, RPD achieves a -29.98% return, which is significantly lower than SPY's 24.40% return.
RPD
-29.98%
-0.45%
4.91%
-22.38%
-5.64%
N/A
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| RPD | SPY | |
|---|---|---|
| Sharpe Ratio | -0.57 | 2.64 |
| Sortino Ratio | -0.59 | 3.53 |
| Omega Ratio | 0.92 | 1.49 |
| Calmar Ratio | -0.30 | 3.81 |
| Martin Ratio | -0.79 | 17.21 |
| Ulcer Index | 29.26% | 1.86% |
| Daily Std Dev | 40.63% | 12.15% |
| Max Drawdown | -80.87% | -55.19% |
| Current Drawdown | -71.47% | -2.17% |
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Correlation
The correlation between RPD and SPY is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
RPD vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rapid7, Inc. (RPD) and SPDR S&P 500 ETF (SPY). 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.
Dividends
RPD vs. SPY - Dividend Comparison
RPD has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPD Rapid7, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
RPD vs. SPY - Drawdown Comparison
The maximum RPD drawdown since its inception was -80.87%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RPD and SPY. For additional features, visit the drawdowns tool.
Volatility
RPD vs. SPY - Volatility Comparison
Rapid7, Inc. (RPD) has a higher volatility of 8.59% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that RPD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.