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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYOCX or GOOG.
Key characteristics
| RYOCX | GOOG | |
|---|---|---|
| YTD Return | 24.58% | 28.39% |
| 1Y Return | 32.53% | 33.60% |
| 3Y Return (Ann) | 8.62% | 6.55% |
| 5Y Return (Ann) | 19.89% | 22.15% |
| 10Y Return (Ann) | 17.09% | 20.93% |
| Sharpe Ratio | 2.01 | 1.35 |
| Sortino Ratio | 2.68 | 1.87 |
| Omega Ratio | 1.36 | 1.25 |
| Calmar Ratio | 2.59 | 1.59 |
| Martin Ratio | 9.32 | 4.04 |
| Ulcer Index | 3.80% | 8.75% |
| Daily Std Dev | 17.58% | 26.27% |
| Max Drawdown | -83.62% | -44.60% |
| Current Drawdown | -0.40% | -6.19% |
Correlation
The correlation between RYOCX and GOOG is 0.77, 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.
Performance
RYOCX vs. GOOG - Performance Comparison
In the year-to-date period, RYOCX achieves a 24.58% return, which is significantly lower than GOOG's 28.39% return. Over the past 10 years, RYOCX has underperformed GOOG with an annualized return of 17.09%, while GOOG has yielded a comparatively higher 20.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RYOCX vs. GOOG - Risk-Adjusted Performance 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.
Dividends
RYOCX vs. GOOG - Dividend Comparison
RYOCX has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 0.00% | 0.00% | 8.82% | 4.47% | 4.17% | 1.90% | 1.86% | 6.00% | 1.75% | 2.01% | 1.54% | 9.52% |
GOOG Alphabet Inc. | 0.22% | 0.00% | 0.00% | 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 -83.62%, 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. For additional features, visit the drawdowns tool.
Volatility
RYOCX vs. GOOG - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 4.84%, while Alphabet Inc. (GOOG) has a volatility of 7.06%. 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.