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VRIG vs. RBRK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRIG vs. RBRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Variable Rate Investment Grade ETF (VRIG) and Rubrik, Inc. (RBRK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VRIG achieves a 1.87% return, which is significantly higher than RBRK's -6.21% return.


VRIG

1D
0.04%
1M
0.39%
YTD
1.87%
6M
2.24%
1Y
4.97%
3Y*
5.96%
5Y*
4.44%
10Y*

RBRK

1D
-2.29%
1M
15.06%
YTD
-6.21%
6M
-19.49%
1Y
-26.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRIG vs. RBRK - Yearly Performance Comparison


2026 (YTD)20252024
VRIG
Invesco Variable Rate Investment Grade ETF
1.87%5.05%4.31%
RBRK
Rubrik, Inc.
-6.21%17.01%69.33%

Correlation

The correlation between VRIG and RBRK is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2024

0.06

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Return for Risk

VRIG vs. RBRK — Risk / Return Rank

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

VRIG
VRIG Risk / Return Rank: 9999
Overall Rank
VRIG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VRIG Sortino Ratio Rank: 9999
Sortino Ratio Rank
VRIG Omega Ratio Rank: 9999
Omega Ratio Rank
VRIG Calmar Ratio Rank: 9999
Calmar Ratio Rank
VRIG Martin Ratio Rank: 9999
Martin Ratio Rank

RBRK
RBRK Risk / Return Rank: 2525
Overall Rank
RBRK Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RBRK Sortino Ratio Rank: 2525
Sortino Ratio Rank
RBRK Omega Ratio Rank: 2626
Omega Ratio Rank
RBRK Calmar Ratio Rank: 2626
Calmar Ratio Rank
RBRK Martin Ratio Rank: 2525
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.

VRIG vs. RBRK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Variable Rate Investment Grade ETF (VRIG) 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.


VRIGRBRKDifference
Sharpe ratioReturn per unit of total volatility

+10.51

Sortino ratioReturn per unit of downside risk

+24.63

Omega ratioGain probability vs. loss probability

5.29

0.97

+4.32

Calmar ratioReturn relative to maximum drawdown

62.49

-0.48

+62.97

Martin ratioReturn relative to average drawdown

318.26

-0.89

+319.14

VRIG vs. RBRK - Sharpe Ratio Comparison

The current VRIG Sharpe Ratio is 10.08, which is higher than the RBRK Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of VRIG and RBRK, 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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Sharpe Ratios by Period


VRIGRBRKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.08

-0.43

+10.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.58

+0.34

Drawdowns

VRIG vs. RBRK - Drawdown Comparison

The maximum VRIG drawdown since its inception was -13.04%, smaller than the maximum RBRK drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for VRIG and RBRK.


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Drawdown Indicators


VRIGRBRKDifference

Max Drawdown

Largest peak-to-trough decline

-13.04%

-56.08%

+43.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.08%

-55.52%

+55.44%

Max Drawdown (3Y)

Largest decline over 3 years

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-2.28%

Current Drawdown

Current decline from peak

0.00%

-28.08%

+28.08%

Average Drawdown

Average peak-to-trough decline

-0.27%

-18.55%

+18.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

30.44%

-30.42%

Volatility

VRIG vs. RBRK - Volatility Comparison

The current volatility for Invesco Variable Rate Investment Grade ETF (VRIG) is 0.11%, while Rubrik, Inc. (RBRK) has a volatility of 20.05%. This indicates that VRIG 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


VRIGRBRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

20.05%

-19.94%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

49.12%

-48.76%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

63.09%

-62.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.29%

64.32%

-63.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.80%

64.32%

-60.52%

Dividends

VRIG vs. RBRK - Dividend Comparison

VRIG's dividend yield for the trailing twelve months is around 4.79%, while RBRK has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
RBRK
Rubrik, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRIG
Invesco Variable Rate Investment Grade ETF
4.79%4.99%6.09%5.97%2.39%0.78%1.57%3.12%2.89%2.31%0.60%

Frequently Asked Questions


VRIG and RBRK have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RBRK has higher volatility (20.05%) compared to VRIG (0.11%). In terms of maximum drawdown, VRIG dropped -13.04% vs RBRK's -56.08%.

VRIG currently has the higher Sharpe Ratio (10.08 vs -0.43), 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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