Rubrik Correlations

RBRK Stock

48.34 3.53 6.81%

The current 90-days correlation between Rubrik and F5 Networks is 0.26 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Rubrik moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Rubrik moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Rubrik Correlation With Market

Very good diversification

The correlation between Rubrik and DJI is -0.21 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rubrik and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Rubrik Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Rubrik. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in inflation.

For more information on how to buy Rubrik Stock please use our How to buy in Rubrik Stock guide.

Moving together with Rubrik Stock

0.72	NOW	ServiceNow	Pair Corr
0.61	MSFT	Microsoft	Pair Corr
0.91	ASAN	Asana Inc	Pair Corr
0.83	BILL	Bill Com Holdings	Pair Corr

Moving against Rubrik Stock

0.38	SAR	Saratoga Investment Corp	Pair Corr
0.32	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.66	RILYL	B Riley Financial	Pair Corr
0.6	SECVY	Seche Environnement	Pair Corr
0.58	ENS	Enersys Earnings Call This Week	Pair Corr
0.54	YLLXF	Yellow Cake plc	Pair Corr
0.47	OBYCF	Obayashi Earnings Call This Week	Pair Corr
0.36	NFG	National Fuel Gas	Pair Corr

Related Correlations Analysis

	FFIV	OKTA	KSPI	KLAR	GEN	DT	U	SAIL	DOCU	BSY
FFIV		0.65	0.67	-0.59	-0.33	-0.65	0.06	-0.26	-0.51	-0.61	FFIV
OKTA	0.65		0.69	0.06	0.23	-0.04	0.47	0.37	0.09	-0.03	OKTA
KSPI	0.67	0.69		-0.28	0.14	-0.32	0.44	0.1	-0.06	-0.43	KSPI
KLAR	-0.59	0.06	-0.28		0.58	0.91	0.31	0.74	0.82	0.92	KLAR
GEN	-0.33	0.23	0.14	0.58		0.67	0.79	0.9	0.84	0.38	GEN
DT	-0.65	-0.04	-0.32	0.91	0.67		0.35	0.79	0.9	0.88	DT
U	0.06	0.47	0.44	0.31	0.79	0.35		0.69	0.59	0.14	U
SAIL	-0.26	0.37	0.1	0.74	0.9	0.79	0.69		0.9	0.59	SAIL
DOCU	-0.51	0.09	-0.06	0.82	0.84	0.9	0.59	0.9		0.71	DOCU
BSY	-0.61	-0.03	-0.43	0.92	0.38	0.88	0.14	0.59	0.71		BSY
	FFIV	OKTA	KSPI	KLAR	GEN	DT	U	SAIL	DOCU	BSY

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BSY	+ 0.92	KLAR
DT	+ 0.91	KLAR
SAIL	+ 0.9	GEN
DOCU	+ 0.9	DT
DOCU	+ 0.9	SAIL
BSY	+ 0.88	DT

High negative correlations

DT	- 0.65	FFIV
BSY	- 0.61	FFIV
KLAR	- 0.59	FFIV
DOCU	- 0.51	FFIV
BSY	- 0.43	KSPI
GEN	- 0.33	FFIV

Risk-Adjusted Indicators

There is a big difference between Rubrik Stock performing well and Rubrik Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Rubrik's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FFIV	1.42	0.07	0.05	0.10	1.50	(1.54)	3.75	(2.45)	11.43
OKTA	1.58	(0.19)	0.00	(0.13)	0.00	0.00	3.85	(3.42)	12.06
KSPI	1.35	(0.05)	(0.03)	(0.01)	1.53	(1.54)	3.31	(2.58)	9.17
KLAR	2.72	(0.97)	0.00	(0.35)	0.00	0.00	4.76	(6.31)	13.05
GEN	1.15	(0.27)	0.00	(0.24)	0.00	0.00	2.14	(3.59)	9.21
DT	1.58	(0.63)	0.00	(0.98)	0.00	0.00	2.52	(4.08)	13.36
U	3.26	(0.42)	0.00	1.15	0.00	0.00	7.12	(7.22)	42.31
SAIL	2.41	(0.65)	0.00	(0.36)	0.00	0.00	3.80	(6.81)	12.91
DOCU	2.06	(0.72)	0.00	(0.70)	0.00	0.00	2.62	(5.19)	18.12
BSY	1.32	(0.63)	0.00	2.30	0.00	0.00	2.70	(3.68)	10.70

Rubrik Corporate Management

Melissa Franchi	Head Relations	Profile
Jessica Moore	Vice Communications	Profile
Peter Esq	Chief Secretary	Profile
Ajay Sabhlok	Chief Officer	Profile
Kiran Choudary	Chief Officer	Profile
John Koo	Chief Officer	Profile

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