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RVLV vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RVLV and SPY is 0.46, 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.


-0.50.00.51.00.5

Performance

RVLV vs. SPY - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
0.29%
124.12%
RVLV
SPY

Key characteristics

Sharpe Ratio

RVLV:

1.33

SPY:

2.21

Sortino Ratio

RVLV:

2.65

SPY:

2.93

Omega Ratio

RVLV:

1.29

SPY:

1.41

Calmar Ratio

RVLV:

1.07

SPY:

3.26

Martin Ratio

RVLV:

6.38

SPY:

14.43

Ulcer Index

RVLV:

14.05%

SPY:

1.90%

Daily Std Dev

RVLV:

67.27%

SPY:

12.41%

Max Drawdown

RVLV:

-85.74%

SPY:

-55.19%

Current Drawdown

RVLV:

-61.16%

SPY:

-2.74%

Returns By Period

In the year-to-date period, RVLV achieves a 105.67% return, which is significantly higher than SPY's 25.54% return.


RVLV

YTD

105.67%

1M

0.95%

6M

120.85%

1Y

88.09%

5Y*

12.41%

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

RVLV vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Revolve Group, Inc. (RVLV) 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.


Sharpe ratio
The chart of Sharpe ratio for RVLV, currently valued at 1.33, compared to the broader market-4.00-2.000.002.001.332.21
The chart of Sortino ratio for RVLV, currently valued at 2.65, compared to the broader market-4.00-2.000.002.004.002.652.93
The chart of Omega ratio for RVLV, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.41
The chart of Calmar ratio for RVLV, currently valued at 1.07, compared to the broader market0.002.004.006.001.073.26
The chart of Martin ratio for RVLV, currently valued at 6.38, compared to the broader market-5.000.005.0010.0015.0020.0025.006.3814.43
RVLV
SPY

The current RVLV Sharpe Ratio is 1.33, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of RVLV and SPY, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.33
2.21
RVLV
SPY

Dividends

RVLV vs. SPY - Dividend Comparison

RVLV has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
RVLV
Revolve Group, 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
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

RVLV vs. SPY - Drawdown Comparison

The maximum RVLV drawdown since its inception was -85.74%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RVLV and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-61.16%
-2.74%
RVLV
SPY

Volatility

RVLV vs. SPY - Volatility Comparison

Revolve Group, Inc. (RVLV) has a higher volatility of 16.89% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that RVLV'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
16.89%
3.72%
RVLV
SPY
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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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