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BAB.L vs. RYCEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAB.L vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Babcock International Group plc (BAB.L) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BAB.L is traded in GBp, while RYCEY is traded in USD. To make them comparable, the RYCEY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BAB.L achieves a -17.02% return, which is significantly lower than RYCEY's 8.31% return. Over the past 10 years, BAB.L has underperformed RYCEY with an annualized return of 1.89%, while RYCEY has yielded a comparatively higher 8.48% annualized return.


BAB.L

1D
-0.48%
1M
-6.23%
YTD
-17.02%
6M
-8.68%
1Y
1.62%
3Y*
49.93%
5Y*
28.29%
10Y*
1.89%

RYCEY

1D
-1.43%
1M
5.50%
YTD
8.31%
6M
16.86%
1Y
39.90%
3Y*
105.69%
5Y*
63.93%
10Y*
8.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAB.L vs. RYCEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAB.L
Babcock International Group plc
-17.02%150.05%27.98%40.56%-11.42%13.83%-55.53%36.99%-27.77%-23.36%
RYCEY
Rolls-Royce Holdings plc
8.31%107.71%91.50%235.61%-26.10%3.50%-82.58%-16.01%-1.85%28.53%

Correlation

The correlation between BAB.L and RYCEY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2014

0.29

The correlation between BAB.L and RYCEY shifts across timeframes, from 0.29 (10 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BAB.L:

£5.29B

RYCEY:

$141.92B

EPS

BAB.L:

£0.94

RYCEY:

$0.99

PE Ratio

BAB.L:

11.02

RYCEY:

17.06

PS Ratio

BAB.L:

0.55

RYCEY:

3.56

PB Ratio

BAB.L:

7.30

RYCEY:

52.15

Total Revenue (TTM)

BAB.L:

£9.58B

RYCEY:

$40.04B

Gross Profit (TTM)

BAB.L:

£699.70M

RYCEY:

$10.10B

EBITDA (TTM)

BAB.L:

£961.50M

RYCEY:

$8.04B

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Return for Risk

BAB.L vs. RYCEY — Risk / Return Rank

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

BAB.L
BAB.L Risk / Return Rank: 3939
Overall Rank
BAB.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BAB.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
BAB.L Omega Ratio Rank: 3737
Omega Ratio Rank
BAB.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
BAB.L Martin Ratio Rank: 4141
Martin Ratio Rank

RYCEY
RYCEY Risk / Return Rank: 7070
Overall Rank
RYCEY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 6868
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 6666
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7272
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 7575
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.

BAB.L vs. RYCEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Babcock International Group plc (BAB.L) 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.


BAB.LRYCEYDifference

Sharpe ratio

Return per unit of total volatility

0.05

1.12

-1.07

Sortino ratio

Return per unit of downside risk

0.32

1.74

-1.42

Omega ratio

Gain probability vs. loss probability

1.04

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

0.04

1.98

-1.93

Martin ratio

Return relative to average drawdown

0.12

5.45

-5.33

BAB.L vs. RYCEY - Sharpe Ratio Comparison

The current BAB.L Sharpe Ratio is 0.05, which is lower than the RYCEY Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BAB.L and RYCEY, 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


BAB.LRYCEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.12

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

1.54

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.18

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.20

+0.44

Drawdowns

BAB.L vs. RYCEY - Drawdown Comparison

The maximum BAB.L drawdown since its inception was -81.10%, smaller than the maximum RYCEY drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for BAB.L and RYCEY.


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Drawdown Indicators


BAB.LRYCEYDifference

Max Drawdown

Largest peak-to-trough decline

-81.10%

-98.54%

+17.44%

Max Drawdown (1Y)

Largest decline over 1 year

-36.28%

-20.27%

-16.01%

Max Drawdown (3Y)

Largest decline over 3 years

-36.28%

-22.51%

-13.77%

Max Drawdown (5Y)

Largest decline over 5 years

-36.28%

-52.69%

+16.41%

Max Drawdown (10Y)

Largest decline over 10 years

-79.18%

-93.60%

+14.42%

Current Drawdown

Current decline from peak

-31.32%

-72.81%

+41.49%

Average Drawdown

Average peak-to-trough decline

-35.12%

-81.11%

+45.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.68%

7.35%

+6.33%

Volatility

BAB.L vs. RYCEY - Volatility Comparison

Babcock International Group plc (BAB.L) and Rolls-Royce Holdings plc (RYCEY) have volatilities of 12.11% and 12.25%, 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


BAB.LRYCEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

12.25%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

25.97%

31.00%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

35.57%

36.00%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.61%

41.84%

-8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.39%

47.92%

-11.53%

Dividends

BAB.L vs. RYCEY - Dividend Comparison

BAB.L's dividend yield for the trailing twelve months is around 0.68%, less than RYCEY's 0.75% yield.


PositionTTM20252024202320222021202020192018201720162015
BAB.L
Babcock International Group plc
0.68%0.56%1.06%0.43%0.00%0.00%0.00%4.78%6.08%4.04%2.75%2.38%
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

BAB.L vs. RYCEY - Financials Comparison

This section allows you to compare key financial metrics between Babcock International Group plc 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


2.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.54B
11.64B
(BAB.L) Total Revenue
(RYCEY) Total Revenue
Please note, different currencies. BAB.L values in GBp, RYCEY values in USD

BAB.L vs. RYCEY - Profitability Comparison

The chart below illustrates the profitability comparison between Babcock International Group plc and Rolls-Royce Holdings plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
9.2%
27.4%
Portfolio components
BAB.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Babcock International Group plc reported a gross profit of 234.30M and revenue of 2.54B. Therefore, the gross margin over that period was 9.2%.

RYCEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.

BAB.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Babcock International Group plc reported an operating income of 234.30M and revenue of 2.54B, resulting in an operating margin of 9.2%.

RYCEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.

BAB.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Babcock International Group plc reported a net income of 169.30M and revenue of 2.54B, resulting in a net margin of 6.7%.

RYCEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.


Frequently Asked Questions


BAB.L and RYCEY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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