BAESY vs. RYCEY
BAESY (BAE Systems PLC) and RYCEY (Rolls-Royce Holdings plc) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, BAESY returned 18.01%/yr vs 7.59%/yr for RYCEY. At a 0.43 correlation, their price movements are largely independent.
Performance
BAESY vs. RYCEY - Performance Comparison
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Returns By Period
In the year-to-date period, BAESY achieves a 11.99% return, which is significantly higher than RYCEY's 7.14% return. Over the past 10 years, BAESY has outperformed RYCEY with an annualized return of 18.01%, while RYCEY has yielded a comparatively lower 7.59% annualized return.
BAESY
- 1D
- -0.63%
- 1M
- -9.22%
- YTD
- 11.99%
- 6M
- 16.29%
- 1Y
- -3.82%
- 3Y*
- 32.12%
- 5Y*
- 31.09%
- 10Y*
- 18.01%
RYCEY
- 1D
- -1.53%
- 1M
- -3.68%
- YTD
- 7.14%
- 6M
- 15.60%
- 1Y
- 41.05%
- 3Y*
- 111.18%
- 5Y*
- 61.95%
- 10Y*
- 7.59%
BAESY vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 11.99% | 65.51% | 1.23% | 40.91% | 46.40% | 14.56% | -3.43% | 34.69% | -22.16% | 13.28% |
RYCEY Rolls-Royce Holdings plc | 7.14% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between BAESY and RYCEY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2014 | 0.43 |
The correlation between BAESY and RYCEY shifts across timeframes, from 0.39 (5 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BAESY:
$78.04B
RYCEY:
$140.91B
BAESY:
$5.29
RYCEY:
$0.99
BAESY:
19.44
RYCEY:
16.93
BAESY:
3.58
RYCEY:
0.03
BAESY:
1.43
RYCEY:
3.53
BAESY:
6.63
RYCEY:
51.78
BAESY:
$54.56B
RYCEY:
$40.04B
BAESY:
$19.72B
RYCEY:
$10.10B
BAESY:
$7.74B
RYCEY:
$8.04B
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Return for Risk
BAESY vs. RYCEY — Risk / Return Rank
BAESY
RYCEY
BAESY vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) 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.
| BAESY | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.90 | -2.06 |
| Martin ratioReturn relative to average drawdown | -0.38 | 5.40 | -5.78 |
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
| BAESY | RYCEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.09 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 1.43 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.15 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | -0.23 | +0.58 |
Drawdowns
BAESY vs. RYCEY - Drawdown Comparison
The maximum BAESY drawdown since its inception was -59.20%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for BAESY and RYCEY.
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Drawdown Indicators
| BAESY | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.20% | -99.07% | +39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -23.59% | -21.75% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -23.59% | -23.37% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -62.01% | +38.42% |
Max Drawdown (10Y)Largest decline over 10 years | -42.13% | -94.64% | +52.51% |
Current DrawdownCurrent decline from peak | -16.36% | -78.73% | +62.37% |
Average DrawdownAverage peak-to-trough decline | -19.33% | -84.19% | +64.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.45% | 7.63% | +2.82% |
Volatility
BAESY vs. RYCEY - Volatility Comparison
The current volatility for BAE Systems PLC (BAESY) is 10.81%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 11.59%. This indicates that BAESY experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAESY | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.81% | 11.59% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 32.57% | -7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.02% | 37.73% | -5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.04% | 43.51% | -15.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.88% | 49.33% | -21.45% |
Dividends
BAESY vs. RYCEY - Dividend Comparison
BAESY's dividend yield for the trailing twelve months is around 1.88%, more than RYCEY's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 1.88% | 1.90% | 2.79% | 2.40% | 3.09% | 4.46% | 7.05% | 3.66% | 4.93% | 5.71% | 6.26% | 4.38% |
RYCEY Rolls-Royce Holdings plc | 0.76% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
BAESY vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between BAE Systems 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.
Total Revenue: Total amount of money received from sales and other business activities
BAESY vs. RYCEY - Profitability Comparison
BAESY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported a gross profit of 1.34B and revenue of 14.67B. 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%.
BAESY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported an operating income of 1.34B and revenue of 14.67B, 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%.
BAESY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported a net income of 1.09B and revenue of 14.67B, resulting in a net margin of 7.4%.
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
BAESY and RYCEY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (11.59%) compared to BAESY (10.81%). In terms of maximum drawdown, BAESY dropped -59.20% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.09 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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