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RSG vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSG vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Republic Services, Inc. (RSG) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSG achieves a 0.22% return, which is significantly lower than SPY's 10.13% return. Over the past 10 years, RSG has outperformed SPY with an annualized return of 17.12%, while SPY has yielded a comparatively lower 15.07% annualized return.


RSG

1D
-0.37%
1M
-3.12%
6M
-1.55%
YTD
0.22%
1Y
-7.89%
3Y*
12.74%
5Y*
13.63%
10Y*
17.12%
ALL TIME*
11.32%

SPY

1D
0.72%
1M
0.30%
6M
8.53%
YTD
10.13%
1Y
21.49%
3Y*
19.32%
5Y*
12.76%
10Y*
15.07%
ALL TIME*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$298.39M$291.13M$352.98M
$37.27B$35.99B$39.23B

RSG vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSG
Republic Services, Inc.
0.22%6.44%23.03%29.64%-6.16%47.03%9.53%26.62%8.85%20.96%
SPY
State Street SPDR S&P 500 ETF
10.13%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between RSG and SPY is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.25

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1998

0.43

The correlation between RSG and SPY shifts across timeframes, from -0.25 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RSG vs. SPY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RSG
RSG Risk / Return Rank: 2525
Overall Rank
RSG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RSG Sortino Ratio Rank: 2222
Sortino Ratio Rank
RSG Omega Ratio Rank: 2323
Omega Ratio Rank
RSG Calmar Ratio Rank: 2727
Calmar Ratio Rank
RSG Martin Ratio Rank: 2525
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6767
Overall Rank
SPY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPY Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RSG vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) and State Street 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.

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.


RSGSPYDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.59

Omega ratioGain probability vs. loss probability

0.95

1.27

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.48

2.20

-2.69

Martin ratioReturn relative to average drawdown

-0.90

9.40

-10.30

RSG vs. SPY - Sharpe Ratio Comparison

The current RSG Sharpe Ratio is -0.41, which is lower than the SPY Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of RSG and SPY, 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

RSG vs. SPY - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.99%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RSG and SPY.


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Drawdown Indicators


RSGSPYDifference

Max Drawdown

Largest peak-to-trough decline

-65.99%

-55.19%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.86%

-8.88%

-6.98%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

-18.76%

-3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-24.50%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.02%

-33.72%

-0.30%

Current Drawdown

Current decline from peak

-17.28%

-1.40%

-15.88%

Average Drawdown

Average peak-to-trough decline

-11.85%

-9.01%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.51%

2.08%

+6.43%

Volatility

RSG vs. SPY - Volatility Comparison

Republic Services, Inc. (RSG) has a higher volatility of 7.93% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that RSG'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.


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Volatility by Period


RSGSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

3.58%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

10.14%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

12.89%

+5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

17.18%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

17.95%

+1.29%

Dividends

RSG vs. SPY - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 1.19%, more than SPY's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
RSG
Republic Services, Inc.
1.19%1.12%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


RSG and SPY have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSG has higher volatility (7.93%) compared to SPY (3.58%). In terms of maximum drawdown, RSG dropped -65.99% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.52 vs -0.41), 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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