RYOCX vs. CSCO
RYOCX (Rydex NASDAQ-100 Fund Investor Class) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while CSCO (Cisco Systems, Inc.) is a stock. Over the past 10 years, RYOCX returned 21.36%/yr vs 19.44%/yr for CSCO. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
RYOCX vs. CSCO - Performance Comparison
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Returns By Period
In the year-to-date period, RYOCX achieves a 19.89% return, which is significantly lower than CSCO's 58.97% return. Over the past 10 years, RYOCX has outperformed CSCO with an annualized return of 21.36%, while CSCO has yielded a comparatively lower 19.44% annualized return.
RYOCX
- 1D
- -0.19%
- 1M
- 2.91%
- YTD
- 19.89%
- 6M
- 18.27%
- 1Y
- 38.08%
- 3Y*
- 26.18%
- 5Y*
- 15.70%
- 10Y*
- 21.36%
CSCO
- 1D
- -0.31%
- 1M
- 0.61%
- YTD
- 58.97%
- 6M
- 56.96%
- 1Y
- 83.94%
- 3Y*
- 37.78%
- 5Y*
- 21.50%
- 10Y*
- 19.44%
RYOCX vs. CSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 19.89% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
CSCO Cisco Systems, Inc. | 58.97% | 33.47% | 21.00% | 9.30% | -22.46% | 45.76% | -3.49% | 13.81% | 16.57% | 31.27% |
Correlation
The correlation between RYOCX and CSCO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1995 | 0.69 |
Over the past year, the correlation between RYOCX and CSCO has dropped to 0.42 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
RYOCX vs. CSCO — Risk / Return Rank
RYOCX
CSCO
RYOCX vs. CSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Cisco Systems, Inc. (CSCO). 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.
| RYOCX | CSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.50 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 6.22 | -2.99 |
| Martin ratioReturn relative to average drawdown | 11.87 | 16.58 | -4.71 |
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Drawdowns
RYOCX vs. CSCO - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for RYOCX and CSCO.
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Drawdown Indicators
| RYOCX | CSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -89.26% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -13.57% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -20.16% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -36.68% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -41.95% | +3.91% |
Current DrawdownCurrent decline from peak | -1.03% | -6.81% | +5.78% |
Average DrawdownAverage peak-to-trough decline | -31.83% | -40.09% | +8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 5.08% | -1.74% |
Volatility
RYOCX vs. CSCO - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 8.37%, while Cisco Systems, Inc. (CSCO) has a volatility of 11.48%. This indicates that RYOCX experiences smaller price fluctuations and is considered to be less risky than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | CSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 11.48% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 27.21% | -13.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 30.97% | -13.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.02% | 24.89% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.75% | 25.87% | -3.12% |
Dividends
RYOCX vs. CSCO - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 3.57%, more than CSCO's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 1.36% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | 3.57% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
Frequently Asked Questions
RYOCX and CSCO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSCO has higher volatility (11.48%) compared to RYOCX (8.37%). In terms of maximum drawdown, RYOCX dropped -83.75% vs CSCO's -89.26%.
CSCO currently has the higher Sharpe Ratio (2.73 vs 2.24), 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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