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AVIO.MI vs. RR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AVIO.MI vs. RR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Avio S.p.A. (AVIO.MI) and Rolls-Royce Holdings PLC (RR.L). The values are adjusted to include any dividend payments, if applicable.

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AVIO.MI vs. RR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVIO.MI
Avio S.p.A.
24.02%112.36%67.23%-11.60%-17.17%4.89%-18.18%27.68%-15.66%27.02%
RR.L
Rolls-Royce Holdings PLC
5.38%94.10%98.88%228.38%-28.06%17.64%-55.13%-11.21%-1.85%25.54%
Different Trading Currencies

AVIO.MI is traded in EUR, while RR.L is traded in GBp. To make them comparable, the RR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVIO.MI achieves a 24.02% return, which is significantly higher than RR.L's 5.38% return. Over the past 10 years, AVIO.MI has underperformed RR.L with an annualized return of 15.39%, while RR.L has yielded a comparatively higher 18.24% annualized return.


AVIO.MI

1D
9.97%
1M
4.15%
YTD
24.02%
6M
-30.80%
1Y
104.06%
3Y*
58.65%
5Y*
25.34%
10Y*
15.39%

RR.L

1D
7.21%
1M
-10.59%
YTD
5.38%
6M
2.68%
1Y
50.63%
3Y*
102.43%
5Y*
61.51%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AVIO.MI vs. RR.L — Risk / Return Rank

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

AVIO.MI
AVIO.MI Risk / Return Rank: 7777
Overall Rank
AVIO.MI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AVIO.MI Sortino Ratio Rank: 8181
Sortino Ratio Rank
AVIO.MI Omega Ratio Rank: 7878
Omega Ratio Rank
AVIO.MI Calmar Ratio Rank: 7272
Calmar Ratio Rank
AVIO.MI Martin Ratio Rank: 6868
Martin Ratio Rank

RR.L
RR.L Risk / Return Rank: 8585
Overall Rank
RR.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
RR.L Omega Ratio Rank: 8181
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
RR.L Martin Ratio Rank: 9090
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.

AVIO.MI vs. RR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avio S.p.A. (AVIO.MI) and Rolls-Royce Holdings PLC (RR.L). 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.


AVIO.MIRR.LDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.48

+0.08

Sortino ratio

Return per unit of downside risk

2.22

2.01

+0.21

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.65

2.93

-1.28

Martin ratio

Return relative to average drawdown

3.14

9.76

-6.62

AVIO.MI vs. RR.L - Sharpe Ratio Comparison

The current AVIO.MI Sharpe Ratio is 1.56, which is comparable to the RR.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of AVIO.MI and RR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVIO.MIRR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.48

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.46

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.37

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.27

+0.13

Correlation

The correlation between AVIO.MI and RR.L is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AVIO.MI vs. RR.L - Dividend Comparison

AVIO.MI's dividend yield for the trailing twelve months is around 0.33%, less than RR.L's 0.87% yield.


TTM20252024202320222021202020192018201720162015
AVIO.MI
Avio S.p.A.
0.33%0.41%1.37%0.00%1.50%1.96%0.00%2.55%2.74%0.00%0.00%0.00%
RR.L
Rolls-Royce Holdings PLC
0.87%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%2.99%1.75%4.06%

Drawdowns

AVIO.MI vs. RR.L - Drawdown Comparison

The maximum AVIO.MI drawdown since its inception was -63.00%, smaller than the maximum RR.L drawdown of -90.72%. Use the drawdown chart below to compare losses from any high point for AVIO.MI and RR.L.


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Drawdown Indicators


AVIO.MIRR.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.00%

-89.61%

+26.61%

Max Drawdown (1Y)

Largest decline over 1 year

-63.00%

-18.82%

-44.18%

Max Drawdown (5Y)

Largest decline over 5 years

-63.00%

-55.09%

-7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-63.00%

-89.41%

+26.41%

Current Drawdown

Current decline from peak

-43.65%

-11.45%

-32.20%

Average Drawdown

Average peak-to-trough decline

-18.34%

-39.26%

+20.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.15%

5.44%

+27.71%

Volatility

AVIO.MI vs. RR.L - Volatility Comparison

Avio S.p.A. (AVIO.MI) has a higher volatility of 26.66% compared to Rolls-Royce Holdings PLC (RR.L) at 16.41%. This indicates that AVIO.MI's price experiences larger fluctuations and is considered to be riskier than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIO.MIRR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.66%

16.41%

+10.25%

Volatility (6M)

Calculated over the trailing 6-month period

53.09%

23.69%

+29.40%

Volatility (1Y)

Calculated over the trailing 1-year period

66.61%

34.20%

+32.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.75%

42.01%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.97%

49.06%

-14.09%

Financials

AVIO.MI vs. RR.L - Financials Comparison

This section allows you to compare key financial metrics between Avio S.p.A. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. AVIO.MI values in EUR, RR.L values in GBp