RR vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Richtech Robotics Inc. Class B Common Stock (RR) and S&P 500 Index (^GSPC).

Performance

RR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Richtech Robotics Inc. Class B Common Stock (RR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

RR vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RR Richtech Robotics Inc. Class B Common Stock	-37.46%	19.63%	-54.62%	13.33%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	5.67%

Returns By Period

In the year-to-date period, RR achieves a -37.46% return, which is significantly lower than ^GSPC's -3.95% return.

RR

• 1D: -3.35%
• 1M: -22.01%
• YTD: -37.46%
• 6M: -57.56%
• 1Y: -0.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RR vs. ^GSPC — Risk / Return Rank

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

RR

RR Risk / Return Rank: 45
RR Sharpe Ratio Rank: 39
RR Sortino Ratio Rank: 55
RR Omega Ratio Rank: 49
RR Calmar Ratio Rank: 41
RR Martin Ratio Rank: 41

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

RR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Richtech Robotics Inc. Class B Common Stock (RR) and S&P 500 Index (^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.

	RR	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.00	0.92	-0.92
Sortino ratio Return per unit of downside risk	1.02	1.41	-0.39
Omega ratio Gain probability vs. loss probability	1.11	1.21	-0.11
Calmar ratio Return relative to maximum drawdown	0.03	1.41	-1.39
Martin ratio Return relative to average drawdown	0.05	6.61	-6.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RR vs. ^GSPC - Sharpe Ratio Comparison

The current RR Sharpe Ratio is -0.00, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RR 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.

Sharpe Ratios by Period

	RR	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	0.92	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	0.46	-0.66

Correlation

The correlation between RR and ^GSPC is 0.29, 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.

Drawdowns

RR vs. ^GSPC - Drawdown Comparison

The maximum RR drawdown since its inception was -96.67%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RR and ^GSPC.

Drawdown Indicators

	RR	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-96.67%	-56.78%	-39.89%
Max Drawdown (1Y) Largest decline over 1 year	-73.37%	-12.14%	-61.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-81.80%	-5.78%	-76.02%
Average Drawdown Average peak-to-trough decline	-74.65%	-10.75%	-63.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.49%	2.60%	+35.89%

Volatility

RR vs. ^GSPC - Volatility Comparison

Richtech Robotics Inc. Class B Common Stock (RR) has a higher volatility of 17.76% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that RR'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.

Volatility by Period

	RR	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.76%	5.37%	+12.39%
Volatility (6M) Calculated over the trailing 6-month period	85.03%	9.55%	+75.48%
Volatility (1Y) Calculated over the trailing 1-year period	123.55%	18.33%	+105.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	168.34%	16.90%	+151.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	168.34%	18.05%	+150.29%