PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RR vs. IITU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RR and IITU.L is 0.14, 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.


-0.50.00.51.00.1

Performance

RR vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Richtech Robotics Inc. Class B Common Stock (RR) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
60.48%
8.11%
RR
IITU.L

Key characteristics

Sharpe Ratio

RR:

0.14

IITU.L:

1.29

Sortino Ratio

RR:

2.08

IITU.L:

1.75

Omega Ratio

RR:

1.28

IITU.L:

1.24

Calmar Ratio

RR:

0.29

IITU.L:

1.83

Martin Ratio

RR:

0.63

IITU.L:

5.44

Ulcer Index

RR:

44.26%

IITU.L:

4.94%

Daily Std Dev

RR:

195.96%

IITU.L:

21.15%

Max Drawdown

RR:

-96.67%

IITU.L:

-23.56%

Current Drawdown

RR:

-80.05%

IITU.L:

-3.17%

Returns By Period

In the year-to-date period, RR achieves a -17.96% return, which is significantly lower than IITU.L's -0.62% return.


RR

YTD

-17.96%

1M

-31.42%

6M

60.51%

1Y

48.66%

5Y*

N/A

10Y*

N/A

IITU.L

YTD

-0.62%

1M

-3.17%

6M

13.10%

1Y

26.88%

5Y*

22.99%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RR vs. IITU.L — Risk-Adjusted Performance Rank

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

RR
The Risk-Adjusted Performance Rank of RR is 6666
Overall Rank
The Sharpe Ratio Rank of RR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of RR is 8181
Sortino Ratio Rank
The Omega Ratio Rank of RR is 8181
Omega Ratio Rank
The Calmar Ratio Rank of RR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of RR is 5454
Martin Ratio Rank

IITU.L
The Risk-Adjusted Performance Rank of IITU.L is 5454
Overall Rank
The Sharpe Ratio Rank of IITU.L is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of IITU.L is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IITU.L is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IITU.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of IITU.L is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RR vs. IITU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Richtech Robotics Inc. Class B Common Stock (RR) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L). 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.


Sharpe ratio
The chart of Sharpe ratio for RR, currently valued at 0.17, compared to the broader market-2.000.002.000.171.26
The chart of Sortino ratio for RR, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.006.002.101.72
The chart of Omega ratio for RR, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.23
The chart of Calmar ratio for RR, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.83
The chart of Martin ratio for RR, currently valued at 0.73, compared to the broader market-10.000.0010.0020.0030.000.735.81
RR
IITU.L

The current RR Sharpe Ratio is 0.14, which is lower than the IITU.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RR and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.17
1.26
RR
IITU.L

Dividends

RR vs. IITU.L - Dividend Comparison

Neither RR nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RR vs. IITU.L - Drawdown Comparison

The maximum RR drawdown since its inception was -96.67%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for RR and IITU.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-80.05%
-1.73%
RR
IITU.L

Volatility

RR vs. IITU.L - Volatility Comparison

Richtech Robotics Inc. Class B Common Stock (RR) has a higher volatility of 37.78% compared to iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) at 8.42%. This indicates that RR's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
37.78%
8.42%
RR
IITU.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab