PortfoliosLab logo

Rolls-Royce Holdings plc

RYCEY
Equity · Currency in USD
Sector
Industrials
Industry
Aerospace & Defense
ISIN
US7757812067

RYCEYPrice Chart


Click Calculate to get results
S&P 500

RYCEYPerformance

The chart shows the growth of $10,000 invested in Rolls-Royce Holdings plc on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $2,136 for a total return of roughly -78.64%. All prices are adjusted for splits and dividends.


RYCEY (Rolls-Royce Holdings plc)
Benchmark (S&P 500)

RYCEYReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-13.64%
6M-11.92%
YTD-15.82%
1Y-63.46%
5Y-31.55%
10Y-17.33%

RYCEYMonthly Returns Heatmap


Click Calculate to get results

RYCEYSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Rolls-Royce Holdings plc Sharpe ratio is -0.72. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


RYCEY (Rolls-Royce Holdings plc)
Benchmark (S&P 500)

RYCEYDividends

Rolls-Royce Holdings plc granted a 0.00% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.00$0.09$0.15$0.16$0.15$0.16$0.35$0.37$0.32$0.29$0.43$0.24

Dividend yield

0.00%5.51%1.68%1.50%1.29%1.96%4.08%2.74%1.50%2.00%3.69%2.45%

RYCEYDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


RYCEY (Rolls-Royce Holdings plc)
Benchmark (S&P 500)

RYCEYWorst Drawdowns

The table below shows the maximum drawdowns of the Rolls-Royce Holdings plc. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Rolls-Royce Holdings plc is 93.49%, recorded on Jul 19, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.49%Jan 2, 20141899Jul 19, 2021
-16.73%May 2, 2011109Oct 4, 20117Oct 13, 2011116
-15.07%Feb 10, 201124Mar 16, 201125Apr 20, 201149
-14.84%Apr 15, 201026May 20, 201091Sep 29, 2010117
-13.67%Nov 14, 20118Nov 23, 201126Jan 3, 201234
-12.51%May 4, 201221Jun 4, 201237Jul 26, 201258
-12.1%Nov 4, 20109Nov 16, 201042Jan 18, 201151
-10.93%Jul 26, 201324Aug 28, 201340Oct 24, 201364
-8.37%Jan 15, 201015Feb 5, 20104Feb 11, 201019
-7.54%Apr 3, 20125Apr 10, 201212Apr 26, 201217

RYCEYVolatility Chart

Current Rolls-Royce Holdings plc volatility is 62.61%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


RYCEY (Rolls-Royce Holdings plc)
Benchmark (S&P 500)

Portfolios with Rolls-Royce Holdings plc


Loading data...

More Tools for Rolls-Royce Holdings plc