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

Correlation

The correlation between RVLV and SPY is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

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%NovemberDecember2025FebruaryMarchApril
-39.00%
111.50%
RVLV
SPY

Key characteristics

Sharpe Ratio

RVLV:

0.10

SPY:

0.57

Sortino Ratio

RVLV:

0.74

SPY:

0.94

Omega Ratio

RVLV:

1.09

SPY:

1.14

Calmar Ratio

RVLV:

0.08

SPY:

0.61

Martin Ratio

RVLV:

0.29

SPY:

2.48

Ulcer Index

RVLV:

23.20%

SPY:

4.63%

Daily Std Dev

RVLV:

68.03%

SPY:

20.07%

Max Drawdown

RVLV:

-85.74%

SPY:

-55.19%

Current Drawdown

RVLV:

-76.38%

SPY:

-9.29%

Returns By Period

In the year-to-date period, RVLV achieves a -38.07% return, which is significantly lower than SPY's -5.13% return.


RVLV

YTD

-38.07%

1M

-6.87%

6M

-19.58%

1Y

2.47%

5Y*

13.60%

10Y*

N/A

SPY

YTD

-5.13%

1M

-0.24%

6M

-4.11%

1Y

10.06%

5Y*

15.53%

10Y*

12.11%

*Annualized

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Risk-Adjusted Performance

RVLV vs. SPY — Risk-Adjusted Performance Rank

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

RVLV
The Risk-Adjusted Performance Rank of RVLV is 5656
Overall Rank
The Sharpe Ratio Rank of RVLV is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of RVLV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of RVLV is 5656
Omega Ratio Rank
The Calmar Ratio Rank of RVLV is 5656
Calmar Ratio Rank
The Martin Ratio Rank of RVLV is 5656
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6666
Overall Rank
The Sharpe Ratio Rank of SPY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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.

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.


The chart of Sharpe ratio for RVLV, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.003.00
RVLV: 0.10
SPY: 0.57
The chart of Sortino ratio for RVLV, currently valued at 0.74, compared to the broader market-6.00-4.00-2.000.002.004.00
RVLV: 0.74
SPY: 0.94
The chart of Omega ratio for RVLV, currently valued at 1.09, compared to the broader market0.501.001.502.00
RVLV: 1.09
SPY: 1.14
The chart of Calmar ratio for RVLV, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
RVLV: 0.08
SPY: 0.61
The chart of Martin ratio for RVLV, currently valued at 0.29, compared to the broader market-5.000.005.0010.0015.0020.00
RVLV: 0.29
SPY: 2.48

The current RVLV Sharpe Ratio is 0.10, which is lower than the SPY Sharpe Ratio of 0.57. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.10
0.57
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 1.29%.


TTM20242023202220212020201920182017201620152014
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
1.29%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

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%NovemberDecember2025FebruaryMarchApril
-76.38%
-9.29%
RVLV
SPY

Volatility

RVLV vs. SPY - Volatility Comparison

Revolve Group, Inc. (RVLV) has a higher volatility of 26.22% compared to SPDR S&P 500 ETF (SPY) at 15.00%. 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%NovemberDecember2025FebruaryMarchApril
26.22%
15.00%
RVLV
SPY