RYOCX vs. GOOG
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Alphabet Inc (GOOG).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994.
Performance
RYOCX vs. GOOG - Performance Comparison
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RYOCX vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | -6.11% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
GOOG Alphabet Inc | -5.96% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Returns By Period
The year-to-date returns for both investments are quite close, with RYOCX having a -6.11% return and GOOG slightly higher at -5.96%. Over the past 10 years, RYOCX has underperformed GOOG with an annualized return of 17.78%, while GOOG has yielded a comparatively higher 23.01% annualized return.
RYOCX
- 1D
- 3.42%
- 1M
- -5.04%
- YTD
- -6.11%
- 6M
- -4.56%
- 1Y
- 21.46%
- 3Y*
- 21.11%
- 5Y*
- 11.68%
- 10Y*
- 17.78%
GOOG
- 1D
- 2.80%
- 1M
- -3.67%
- YTD
- -5.96%
- 6M
- 20.27%
- 1Y
- 86.25%
- 3Y*
- 41.93%
- 5Y*
- 22.70%
- 10Y*
- 23.01%
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Return for Risk
RYOCX vs. GOOG — Risk / Return Rank
RYOCX
GOOG
RYOCX vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Alphabet Inc (GOOG). 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.
| RYOCX | GOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.88 | -1.88 |
Sortino ratioReturn per unit of downside risk | 1.56 | 3.83 | -2.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.48 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 4.31 | -2.55 |
Martin ratioReturn relative to average drawdown | 6.38 | 16.52 | -10.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYOCX | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.88 | -1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.74 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.80 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.76 | -0.25 |
Correlation
The correlation between RYOCX and GOOG is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYOCX vs. GOOG - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.56%, more than GOOG's 0.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 4.56% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
GOOG Alphabet Inc | 0.28% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYOCX vs. GOOG - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for RYOCX and GOOG.
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Drawdown Indicators
| RYOCX | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -44.60% | -39.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -20.75% | +8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -44.60% | +6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -44.60% | +6.56% |
Current DrawdownCurrent decline from peak | -9.31% | -14.44% | +5.13% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -8.97% | -23.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 5.41% | -1.89% |
Volatility
RYOCX vs. GOOG - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 6.57%, while Alphabet Inc (GOOG) has a volatility of 9.18%. This indicates that RYOCX experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 9.18% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 19.48% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 30.20% | -7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.79% | 30.70% | -7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 28.74% | -6.16% |