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RUSHB vs. RUSG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RUSHB and RUSG.L is 0.23, 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.


-0.50.00.51.00.2

Performance

RUSHB vs. RUSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rush Enterprises, Inc. (RUSHB) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.L). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
28.74%
0
RUSHB
RUSG.L

Key characteristics

Returns By Period


RUSHB

YTD

-1.27%

1M

-5.25%

6M

37.32%

1Y

14.61%

5Y*

23.68%

10Y*

18.03%

RUSG.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RUSHB vs. RUSG.L — Risk-Adjusted Performance Rank

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

RUSHB
The Risk-Adjusted Performance Rank of RUSHB is 5858
Overall Rank
The Sharpe Ratio Rank of RUSHB is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of RUSHB is 5454
Sortino Ratio Rank
The Omega Ratio Rank of RUSHB is 5252
Omega Ratio Rank
The Calmar Ratio Rank of RUSHB is 6666
Calmar Ratio Rank
The Martin Ratio Rank of RUSHB is 5959
Martin Ratio Rank

RUSG.L
The Risk-Adjusted Performance Rank of RUSG.L is 9595
Overall Rank
The Sharpe Ratio Rank of RUSG.L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of RUSG.L is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RUSG.L is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RUSG.L is 9494
Calmar Ratio Rank
The Martin Ratio Rank of RUSG.L is 9494
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.

RUSHB vs. RUSG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rush Enterprises, Inc. (RUSHB) and Lyxor Russell 1000 Growth UCITS ETF (RUSG.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 RUSHB, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.492.34
The chart of Sortino ratio for RUSHB, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.973.63
The chart of Omega ratio for RUSHB, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.70
The chart of Calmar ratio for RUSHB, currently valued at 0.65, compared to the broader market0.002.004.006.000.653.49
The chart of Martin ratio for RUSHB, currently valued at 1.34, compared to the broader market-10.000.0010.0020.001.3417.93
RUSHB
RUSG.L


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.49
2.34
RUSHB
RUSG.L

Dividends

RUSHB vs. RUSG.L - Dividend Comparison

RUSHB's dividend yield for the trailing twelve months is around 1.30%, while RUSG.L has not paid dividends to shareholders.


TTM2024202320222021202020192018
RUSHB
Rush Enterprises, Inc.
1.30%1.29%1.17%1.42%1.37%1.07%1.09%0.67%
RUSG.L
Lyxor Russell 1000 Growth UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RUSHB vs. RUSG.L - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.75%
0
RUSHB
RUSG.L

Volatility

RUSHB vs. RUSG.L - Volatility Comparison

Rush Enterprises, Inc. (RUSHB) has a higher volatility of 7.46% compared to Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) at 0.00%. This indicates that RUSHB's price experiences larger fluctuations and is considered to be riskier than RUSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.46%
0
RUSHB
RUSG.L
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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.

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