BT-A.L vs. RR.L
BT-A.L (BT Group plc) and RR.L (Rolls-Royce Holdings PLC) are both stocks. BT-A.L operates in Telecom Services (Communication Services), while RR.L operates in Aerospace & Defense (Industrials). Over the past 10 years, BT-A.L returned -1.67%/yr vs 20.98%/yr for RR.L. At a 0.29 correlation, their price movements are largely independent.
Performance
BT-A.L vs. RR.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BT-A.L having a 13.83% return and RR.L slightly higher at 14.24%. Over the past 10 years, BT-A.L has underperformed RR.L with an annualized return of -1.67%, while RR.L has yielded a comparatively higher 20.98% annualized return.
BT-A.L
- 1D
- 1.65%
- 1M
- -7.51%
- YTD
- 13.83%
- 6M
- 17.66%
- 1Y
- 18.58%
- 3Y*
- 20.67%
- 5Y*
- 6.64%
- 10Y*
- -1.67%
RR.L
- 1D
- 4.41%
- 1M
- 14.74%
- YTD
- 14.24%
- 6M
- 19.81%
- 1Y
- 51.64%
- 3Y*
- 106.71%
- 5Y*
- 64.05%
- 10Y*
- 20.98%
BT-A.L vs. RR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BT-A.L BT Group plc | 13.83% | 33.10% | 23.69% | 17.70% | -30.23% | 29.97% | -31.28% | -12.15% | -6.56% | -21.99% |
RR.L Rolls-Royce Holdings PLC | 14.24% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -0.63% | 27.42% |
Correlation
The correlation between BT-A.L and RR.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2006 | 0.29 |
Over the past year, the correlation between BT-A.L and RR.L has dropped to 0.03 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
BT-A.L:
£20.36B
RR.L:
£40.12B
BT-A.L:
£9.54B
RR.L:
£10.12B
BT-A.L:
£7.36B
RR.L:
£9.20B
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Return for Risk
BT-A.L vs. RR.L — Risk / Return Rank
BT-A.L
RR.L
BT-A.L vs. RR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BT Group plc (BT-A.L) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BT-A.L | RR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.54 | -1.65 |
| Martin ratioReturn relative to average drawdown | 1.70 | 7.03 | -5.32 |
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Drawdowns
BT-A.L vs. RR.L - Drawdown Comparison
The maximum BT-A.L drawdown since its inception was -75.45%, smaller than the maximum RR.L drawdown of -90.25%. Use the drawdown chart below to compare losses from any high point for BT-A.L and RR.L.
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Drawdown Indicators
| BT-A.L | RR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.45% | -90.25% | +14.80% |
Max Drawdown (1Y)Largest decline over 1 year | -19.61% | -19.04% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -21.78% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -43.18% | -55.09% | +11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -71.80% | -89.41% | +17.61% |
Current DrawdownCurrent decline from peak | -32.44% | -3.61% | -28.83% |
Average DrawdownAverage peak-to-trough decline | -36.99% | -28.29% | -8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.36% | 6.91% | +3.45% |
Volatility
BT-A.L vs. RR.L - Volatility Comparison
The current volatility for BT Group plc (BT-A.L) is 9.89%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 11.80%. This indicates that BT-A.L experiences smaller price fluctuations and is considered to be less risky 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
| BT-A.L | RR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.89% | 11.80% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 20.93% | 31.08% | -10.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.53% | 36.24% | -9.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.74% | 42.06% | -12.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.01% | 48.60% | -17.59% |
Dividends
BT-A.L vs. RR.L - Dividend Comparison
BT-A.L's dividend yield for the trailing twelve months is around 3.92%, more than RR.L's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BT-A.L BT Group plc | 3.92% | 4.46% | 5.62% | 6.23% | 6.87% | 1.36% | 0.00% | 8.00% | 6.37% | 5.67% | 3.94% | 2.73% |
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Financials
BT-A.L vs. RR.L - Financials Comparison
This section allows you to compare key financial metrics between BT 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BT-A.L and RR.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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