1HEI.MI vs. RYCEY
1HEI.MI (Heidelberg Materials AG) and RYCEY (Rolls-Royce Holdings plc) are both stocks. 1HEI.MI operates in Building Materials (Basic Materials), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 5 years, 1HEI.MI returned 22.36%/yr vs 63.96%/yr for RYCEY. At a 0.31 correlation, their price movements are largely independent.
Performance
1HEI.MI vs. RYCEY - Performance Comparison
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Different Trading Currencies
1HEI.MI is traded in EUR, while RYCEY is traded in USD. To make them comparable, the RYCEY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 1HEI.MI achieves a -16.91% return, which is significantly lower than RYCEY's 10.04% return.
1HEI.MI
- 1D
- 0.42%
- 1M
- -1.01%
- YTD
- -16.91%
- 6M
- -15.92%
- 1Y
- 4.36%
- 3Y*
- 40.30%
- 5Y*
- 22.36%
- 10Y*
- —
RYCEY
- 1D
- 0.69%
- 1M
- 4.66%
- YTD
- 10.04%
- 6M
- 17.54%
- 1Y
- 38.41%
- 3Y*
- 107.00%
- 5Y*
- 63.96%
- 10Y*
- 7.44%
1HEI.MI vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
1HEI.MI Heidelberg Materials AG | -16.91% | 90.63% | 50.03% | 56.26% | -8.24% | 1.76% | 1.99% | 28.39% | -41.46% | 4.96% |
RYCEY Rolls-Royce Holdings plc | 10.04% | 97.10% | 100.63% | 242.68% | -29.86% | 10.20% | -83.53% | -10.72% | -3.00% | 23.41% |
Correlation
The correlation between 1HEI.MI and RYCEY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2016 | 0.31 |
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Return for Risk
1HEI.MI vs. RYCEY — Risk / Return Rank
1HEI.MI
RYCEY
1HEI.MI vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Heidelberg Materials AG (1HEI.MI) and Rolls-Royce Holdings plc (RYCEY). 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.
| 1HEI.MI | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.20 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.91 | -1.78 |
| Martin ratioReturn relative to average drawdown | 0.32 | 5.24 | -4.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 1HEI.MI | RYCEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 1.06 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.51 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | -0.21 | +0.61 |
Drawdowns
1HEI.MI vs. RYCEY - Drawdown Comparison
The maximum 1HEI.MI drawdown since its inception was -67.39%, smaller than the maximum RYCEY drawdown of -98.82%. Use the drawdown chart below to compare losses from any high point for 1HEI.MI and RYCEY.
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Drawdown Indicators
| 1HEI.MI | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -98.82% | +31.43% |
Max Drawdown (1Y)Largest decline over 1 year | -32.58% | -20.20% | -12.38% |
Max Drawdown (3Y)Largest decline over 3 years | -32.58% | -24.24% | -8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -48.43% | -54.75% | +6.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.63% | — |
Current DrawdownCurrent decline from peak | -23.71% | -77.09% | +53.38% |
Average DrawdownAverage peak-to-trough decline | -17.82% | -82.65% | +64.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.71% | 7.35% | +6.36% |
Volatility
1HEI.MI vs. RYCEY - Volatility Comparison
Heidelberg Materials AG (1HEI.MI) and Rolls-Royce Holdings plc (RYCEY) have volatilities of 11.80% and 12.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1HEI.MI | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | 12.32% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 29.80% | 31.56% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.05% | 36.51% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.25% | 42.53% | -7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.03% | 48.77% | -13.74% |
Dividends
1HEI.MI vs. RYCEY - Dividend Comparison
1HEI.MI's dividend yield for the trailing twelve months is around 2.01%, more than RYCEY's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1HEI.MI Heidelberg Materials AG | 2.01% | 1.50% | 2.55% | 3.22% | 4.47% | 3.59% | 4.52% | 3.23% | 3.64% | 1.75% | 0.00% | 0.00% |
RYCEY Rolls-Royce Holdings plc | 0.75% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
1HEI.MI vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Heidelberg Materials AG and Rolls-Royce Holdings plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
1HEI.MI and RYCEY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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