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USD=X vs. RBRK
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. RBRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Rubrik, Inc. (RBRK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

RBRK

1D
-4.56%
1M
6.93%
YTD
-10.84%
6M
-16.36%
1Y
-24.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. RBRK - Yearly Performance Comparison


2026 (YTD)20252024
USD=X
USD Cash
0.00%0.00%0.00%
RBRK
Rubrik, Inc.
-10.84%17.01%69.33%

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Return for Risk

USD=X vs. RBRK — Risk / Return Rank

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


RBRK
RBRK Risk / Return Rank: 2828
Overall Rank
RBRK Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RBRK Sortino Ratio Rank: 2828
Sortino Ratio Rank
RBRK Omega Ratio Rank: 2828
Omega Ratio Rank
RBRK Calmar Ratio Rank: 2929
Calmar Ratio Rank
RBRK Martin Ratio Rank: 2929
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.

USD=X vs. RBRK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Rubrik, Inc. (RBRK). 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.


USD=XRBRKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.42

Martin ratioReturn relative to average drawdown

-0.76

USD=X vs. RBRK - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. RBRK - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum RBRK drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for USD=X and RBRK.


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Drawdown Indicators


USD=XRBRKDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-56.08%

+56.08%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-55.52%

+55.52%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-31.63%

+31.63%

Average Drawdown

Average peak-to-trough decline

0.00%

-18.89%

+18.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

30.39%

-30.39%

Volatility

USD=X vs. RBRK - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Rubrik, Inc. (RBRK) has a volatility of 20.37%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than RBRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XRBRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

20.37%

-20.37%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

44.67%

-44.67%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

62.64%

-62.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

64.17%

-64.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

64.17%

-64.17%

Frequently Asked Questions


RBRK has higher volatility (20.37%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs RBRK's -56.08%.

Portfolio Optimizer

Find the right allocation for USD=X and RBRK

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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