CALM vs. RYCEY
CALM (Cal-Maine Foods, Inc.) and RYCEY (Rolls-Royce Holdings plc) are both stocks. CALM operates in Farm Products (Consumer Defensive), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 10 years, CALM returned 9.86%/yr vs 8.49%/yr for RYCEY. At a 0.09 correlation, their price movements are largely independent.
Performance
CALM vs. RYCEY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CALM achieves a -0.54% return, which is significantly lower than RYCEY's 12.43% return. Over the past 10 years, CALM has outperformed RYCEY with an annualized return of 9.86%, while RYCEY has yielded a comparatively lower 8.49% annualized return.
CALM
- 1D
- -2.22%
- 1M
- -1.77%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -13.33%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
RYCEY
- 1D
- 1.79%
- 1M
- 7.56%
- YTD
- 12.43%
- 6M
- 19.66%
- 1Y
- 46.06%
- 3Y*
- 113.04%
- 5Y*
- 61.46%
- 10Y*
- 8.49%
CALM vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -0.54% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
RYCEY Rolls-Royce Holdings plc | 12.43% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between CALM and RYCEY is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.09 |
The correlation between CALM and RYCEY shifts across timeframes, from -0.07 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CALM:
$3.70B
RYCEY:
$147.86B
CALM:
$14.48
RYCEY:
£0.99
CALM:
5.39
RYCEY:
13.26
CALM:
0.00
RYCEY:
0.03
CALM:
1.08
RYCEY:
2.77
CALM:
1.37
RYCEY:
40.55
CALM:
$3.46B
RYCEY:
£40.04B
CALM:
$1.17B
RYCEY:
£10.10B
CALM:
$1.05B
RYCEY:
£8.04B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CALM vs. RYCEY — Risk / Return Rank
CALM
RYCEY
CALM vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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.
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.
| CALM | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.23 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.13 | -2.49 |
| Martin ratioReturn relative to average drawdown | -0.56 | 5.98 | -6.53 |
Loading charts...
Drawdowns
CALM vs. RYCEY - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for CALM and RYCEY.
Loading charts...
Drawdown Indicators
| CALM | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -99.07% | +24.99% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -21.75% | -15.25% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -23.37% | -13.63% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -62.01% | +25.01% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -94.64% | +55.52% |
Current DrawdownCurrent decline from peak | -31.17% | -77.68% | +46.51% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -84.15% | +53.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.95% | 7.73% | +16.22% |
Volatility
CALM vs. RYCEY - Volatility Comparison
The current volatility for Cal-Maine Foods, Inc. (CALM) is 6.31%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 12.00%. This indicates that CALM 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.
Loading charts...
Volatility by Period
| CALM | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 12.00% | -5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 32.70% | -12.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.03% | 37.88% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.61% | 43.48% | -10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.13% | 49.35% | -18.22% |
Dividends
CALM vs. RYCEY - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.15%, more than RYCEY's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
RYCEY Rolls-Royce Holdings plc | 0.72% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
CALM vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Cal-Maine Foods, Inc. 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
CALM vs. RYCEY - Profitability Comparison
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
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%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
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%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
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
CALM and RYCEY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (12.00%) compared to CALM (6.31%). In terms of maximum drawdown, CALM dropped -74.08% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs -0.41), 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.
Find the right allocation for CALM and RYCEY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer