COST.L vs. RR.L

Last updated Apr 2, 2026

Compare and contrast key facts about Costain Group plc (COST.L) and Rolls-Royce Holdings PLC (RR.L).

Performance

COST.L vs. RR.L - Performance Comparison

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

COST.L vs. RR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST.L Costain Group plc	18.92%	54.64%	69.69%	62.13%	-26.26%	-9.80%	-62.86%	-46.97%	-30.48%	35.94%
RR.L Rolls-Royce Holdings PLC	4.96%	104.79%	89.72%	221.57%	-24.15%	10.45%	-52.55%	-16.52%	-0.63%	30.69%

Fundamentals

Market Cap COST.L : £523.82M RR.L : £101.41B
EPS COST.L : £0.25 RR.L : £0.99
PE Ratio COST.L : 7.59 RR.L : 12.18
PS Ratio COST.L : 0.22 RR.L : 2.54
PB Ratio COST.L : 2.03 RR.L : 37.20
Total Revenue (TTM) COST.L : £2.30B RR.L : £40.12B
Gross Profit (TTM) COST.L : £216.60M RR.L : £10.12B
EBITDA (TTM) COST.L : £110.20M RR.L : £9.20B

Returns By Period

In the year-to-date period, COST.L achieves a 18.92% return, which is significantly higher than RR.L's 4.96% return. Over the past 10 years, COST.L has underperformed RR.L with an annualized return of -3.96%, while RR.L has yielded a comparatively higher 19.21% annualized return.

COST.L

• 1D: 4.63%
• 1M: 3.15%
• YTD: 18.92%
• 6M: 40.38%
• 1Y: 81.50%
• 3Y*: 54.04%
• 5Y*: 27.34%
• 10Y*: -3.96%

RR.L

• 1D: 6.63%
• 1M: -10.86%
• YTD: 4.96%
• 6M: 2.55%
• 1Y: 56.81%
• 3Y*: 101.66%
• 5Y*: 62.18%
• 10Y*: 19.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

COST.L vs. RR.L — Risk / Return Rank

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

COST.L

COST.L Risk / Return Rank: 89
COST.L Sharpe Ratio Rank: 91
COST.L Sortino Ratio Rank: 88
COST.L Omega Ratio Rank: 93
COST.L Calmar Ratio Rank: 86
COST.L Martin Ratio Rank: 85

RR.L

RR.L Risk / Return Rank: 85
RR.L Sharpe Ratio Rank: 87
RR.L Sortino Ratio Rank: 82
RR.L Omega Ratio Rank: 81
RR.L Calmar Ratio Rank: 87
RR.L Martin Ratio Rank: 90

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.

COST.L vs. RR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costain Group plc (COST.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.

	COST.L	RR.L	Difference
Sharpe ratio Return per unit of total volatility	2.16	1.72	+0.44
Sortino ratio Return per unit of downside risk	2.75	2.26	+0.50
Omega ratio Gain probability vs. loss probability	1.46	1.30	+0.15
Calmar ratio Return relative to maximum drawdown	3.16	3.28	-0.12
Martin ratio Return relative to average drawdown	8.18	11.35	-3.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST.L vs. RR.L - Sharpe Ratio Comparison

The current COST.L Sharpe Ratio is 2.16, which is comparable to the RR.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of COST.L 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.

Sharpe Ratios by Period

	COST.L	RR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	1.72	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	1.50	-0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.40	-0.47
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.22	-0.22

Correlation

The correlation between COST.L and RR.L is 0.14, 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

COST.L vs. RR.L - Dividend Comparison

COST.L's dividend yield for the trailing twelve months is around 1.58%, more than RR.L's 0.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST.L Costain Group plc	1.58%	1.88%	1.13%	0.63%	0.00%	0.00%	0.00%	8.15%	4.30%	2.65%	3.07%	2.52%
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

COST.L vs. RR.L - Drawdown Comparison

The maximum COST.L drawdown since its inception was -92.88%, roughly equal to the maximum RR.L drawdown of -89.61%. Use the drawdown chart below to compare losses from any high point for COST.L and RR.L.

Drawdown Indicators

	COST.L	RR.L	Difference
Max Drawdown Largest peak-to-trough decline	-92.88%	-89.61%	-3.27%
Max Drawdown (1Y) Largest decline over 1 year	-25.66%	-18.82%	-6.84%
Max Drawdown (5Y) Largest decline over 5 years	-49.69%	-55.09%	+5.40%
Max Drawdown (10Y) Largest decline over 10 years	-92.88%	-89.41%	-3.47%
Current Drawdown Current decline from peak	-56.57%	-11.45%	-45.12%
Average Drawdown Average peak-to-trough decline	-49.32%	-39.26%	-10.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.93%	5.44%	+4.49%

Volatility

COST.L vs. RR.L - Volatility Comparison

Costain Group plc (COST.L) has a higher volatility of 19.56% compared to Rolls-Royce Holdings PLC (RR.L) at 16.03%. This indicates that COST.L'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.

Volatility by Period

	COST.L	RR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.56%	16.03%	+3.53%
Volatility (6M) Calculated over the trailing 6-month period	25.95%	23.32%	+2.63%
Volatility (1Y) Calculated over the trailing 1-year period	37.51%	33.11%	+4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.94%	41.39%	-0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.81%	48.17%	+4.64%

Financials

COST.L vs. RR.L - Profitability Comparison

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

COST.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costain Group plc reported a gross profit of 61.40M and revenue of 520.30M. Therefore, the gross margin over that period was 11.8%.

RR.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.

COST.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costain Group plc reported an operating income of 30.50M and revenue of 520.30M, resulting in an operating margin of 5.9%.

RR.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.

COST.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costain Group plc reported a net income of 23.10M and revenue of 520.30M, resulting in a net margin of 4.4%.

RR.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.