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SPY vs. RKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY vs. RKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 ETF (SPY) and Rocket Companies, Inc. (RKT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPY achieves a 10.31% return, which is significantly higher than RKT's -29.49% return.


SPY

1D
0.83%
1M
0.21%
6M
11.02%
YTD
10.31%
1Y
20.33%
3Y*
19.76%
5Y*
12.95%
10Y*
14.99%
ALL TIME*
10.80%

RKT

1D
-2.43%
1M
-5.34%
6M
-38.10%
YTD
-29.49%
1Y
-9.24%
3Y*
11.20%
5Y*
-2.50%
10Y*
ALL TIME*
-1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY vs. RKT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPY
State Street SPDR S&P 500 ETF
10.31%17.72%24.89%26.18%-18.18%28.73%13.51%
RKT
Rocket Companies, Inc.
-29.49%81.69%-22.24%106.86%-46.18%-27.56%12.33%

Correlation

The correlation between SPY and RKT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2020

0.46

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Return for Risk

SPY vs. RKT — Risk / Return Rank

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

SPY
SPY Risk / Return Rank: 6767
Overall Rank
SPY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
Martin Ratio Rank

RKT
RKT Risk / Return Rank: 3939
Overall Rank
RKT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RKT Sortino Ratio Rank: 3939
Sortino Ratio Rank
RKT Omega Ratio Rank: 3939
Omega Ratio Rank
RKT Calmar Ratio Rank: 3939
Calmar Ratio Rank
RKT Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPY vs. RKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ETF (SPY) and Rocket Companies, Inc. (RKT). 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.


SPYRKTDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.29

1.02

+0.27

Calmar ratioReturn relative to maximum drawdown

2.30

-0.20

+2.49

Martin ratioReturn relative to average drawdown

9.96

-0.35

+10.32

SPY vs. RKT - Sharpe Ratio Comparison

The current SPY Sharpe Ratio is 1.62, which is higher than the RKT Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SPY and RKT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPY vs. RKT - Drawdown Comparison

The maximum SPY drawdown since its inception was -55.19%, smaller than the maximum RKT drawdown of -83.00%. Use the drawdown chart below to compare losses from any high point for SPY and RKT.


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Drawdown Indicators


SPYRKTDifference

Max Drawdown

Largest peak-to-trough decline

-55.19%

-83.00%

+27.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-47.31%

+38.43%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-50.60%

+31.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-64.90%

+40.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-1.23%

-60.95%

+59.72%

Average Drawdown

Average peak-to-trough decline

-9.02%

-60.11%

+51.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

26.16%

-24.11%

Volatility

SPY vs. RKT - Volatility Comparison

The current volatility for State Street SPDR S&P 500 ETF (SPY) is 3.39%, while Rocket Companies, Inc. (RKT) has a volatility of 16.83%. This indicates that SPY experiences smaller price fluctuations and is considered to be less risky than RKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYRKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

16.83%

-13.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

46.11%

-36.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

61.13%

-48.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

54.26%

-37.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

64.97%

-47.03%

Dividends

SPY vs. RKT - Dividend Comparison

SPY's dividend yield for the trailing twelve months is around 1.01%, while RKT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RKT
Rocket Companies, Inc.
0.00%4.13%0.00%0.00%14.43%7.93%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


SPY and RKT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RKT has higher volatility (16.83%) compared to SPY (3.39%). In terms of maximum drawdown, SPY dropped -55.19% vs RKT's -83.00%.

SPY currently has the higher Sharpe Ratio (1.62 vs -0.15), 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.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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