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RYHIX vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYHIX and MDT is 0.59, 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.


-0.50.00.51.00.6

Performance

RYHIX vs. MDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Health Care Fund (RYHIX) and Medtronic plc (MDT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-3.88%
0.70%
RYHIX
MDT

Key characteristics

Sharpe Ratio

RYHIX:

0.13

MDT:

0.31

Sortino Ratio

RYHIX:

0.26

MDT:

0.55

Omega Ratio

RYHIX:

1.03

MDT:

1.07

Calmar Ratio

RYHIX:

0.12

MDT:

0.16

Martin Ratio

RYHIX:

0.34

MDT:

1.02

Ulcer Index

RYHIX:

4.49%

MDT:

6.07%

Daily Std Dev

RYHIX:

11.77%

MDT:

19.91%

Max Drawdown

RYHIX:

-41.27%

MDT:

-57.63%

Current Drawdown

RYHIX:

-6.55%

MDT:

-28.26%

Returns By Period

In the year-to-date period, RYHIX achieves a 5.68% return, which is significantly lower than MDT's 8.91% return. Over the past 10 years, RYHIX has underperformed MDT with an annualized return of 2.18%, while MDT has yielded a comparatively higher 3.53% annualized return.


RYHIX

YTD

5.68%

1M

3.02%

6M

-4.22%

1Y

1.76%

5Y*

3.74%

10Y*

2.18%

MDT

YTD

8.91%

1M

-1.23%

6M

1.03%

1Y

4.80%

5Y*

-2.42%

10Y*

3.53%

*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

RYHIX vs. MDT — Risk-Adjusted Performance Rank

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

RYHIX
The Risk-Adjusted Performance Rank of RYHIX is 99
Overall Rank
The Sharpe Ratio Rank of RYHIX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of RYHIX is 99
Sortino Ratio Rank
The Omega Ratio Rank of RYHIX is 88
Omega Ratio Rank
The Calmar Ratio Rank of RYHIX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of RYHIX is 99
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 5252
Overall Rank
The Sharpe Ratio Rank of MDT is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 5454
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 5858
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.

RYHIX vs. MDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Health Care Fund (RYHIX) and Medtronic plc (MDT). 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 RYHIX, currently valued at 0.13, compared to the broader market-1.000.001.002.003.004.000.130.31
The chart of Sortino ratio for RYHIX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.000.260.55
The chart of Omega ratio for RYHIX, currently valued at 1.03, compared to the broader market1.002.003.004.001.031.07
The chart of Calmar ratio for RYHIX, currently valued at 0.12, compared to the broader market0.005.0010.0015.0020.000.120.16
The chart of Martin ratio for RYHIX, currently valued at 0.34, compared to the broader market0.0020.0040.0060.0080.000.341.02
RYHIX
MDT

The current RYHIX Sharpe Ratio is 0.13, which is lower than the MDT Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of RYHIX and MDT, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.13
0.31
RYHIX
MDT

Dividends

RYHIX vs. MDT - Dividend Comparison

RYHIX has not paid dividends to shareholders, while MDT's dividend yield for the trailing twelve months is around 3.21%.


TTM20242023202220212020201920182017201620152014
RYHIX
Rydex Health Care Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
Medtronic plc
3.21%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%

Drawdowns

RYHIX vs. MDT - Drawdown Comparison

The maximum RYHIX drawdown since its inception was -41.27%, smaller than the maximum MDT drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for RYHIX and MDT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.55%
-28.26%
RYHIX
MDT

Volatility

RYHIX vs. MDT - Volatility Comparison

The current volatility for Rydex Health Care Fund (RYHIX) is 4.11%, while Medtronic plc (MDT) has a volatility of 8.93%. This indicates that RYHIX experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
4.11%
8.93%
RYHIX
MDT
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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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