CP vs. RYCEY
CP (Canadian Pacific Railway Limited) and RYCEY (Rolls-Royce Holdings plc) are both stocks. Both are in the Industrials sector — CP in Railroads, RYCEY in Aerospace & Defense. Over the past 10 years, CP returned 14.53%/yr vs 8.49%/yr for RYCEY. At a 0.33 correlation, their price movements are largely independent.
Performance
CP vs. RYCEY - Performance Comparison
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Returns By Period
In the year-to-date period, CP achieves a 22.60% return, which is significantly higher than RYCEY's 12.43% return. Over the past 10 years, CP has outperformed RYCEY with an annualized return of 14.53%, while RYCEY has yielded a comparatively lower 8.49% annualized return.
CP
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 22.60%
- 6M
- 20.36%
- 1Y
- 11.97%
- 3Y*
- 6.19%
- 5Y*
- 3.16%
- 10Y*
- 14.53%
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%
CP vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 22.60% | 2.60% | -7.84% | 6.85% | 4.71% | 4.64% | 37.33% | 45.04% | -1.81% | 29.32% |
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 CP and RYCEY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.33 |
The correlation between CP and RYCEY shifts across timeframes, from 0.20 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CP:
$80.83B
RYCEY:
$147.86B
CP:
$4.47
RYCEY:
£0.99
CP:
20.16
RYCEY:
13.26
CP:
8.47
RYCEY:
0.03
CP:
5.49
RYCEY:
2.77
CP:
1.70
RYCEY:
40.55
CP:
$14.98B
RYCEY:
£40.04B
CP:
$8.47B
RYCEY:
£10.10B
CP:
$8.30B
RYCEY:
£8.04B
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Return for Risk
CP vs. RYCEY — Risk / Return Rank
CP
RYCEY
CP vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) 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.
| CP | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.13 | -1.39 |
| Martin ratioReturn relative to average drawdown | 1.41 | 5.98 | -4.56 |
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Drawdowns
CP vs. RYCEY - Drawdown Comparison
The maximum CP drawdown since its inception was -69.17%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for CP and RYCEY.
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Drawdown Indicators
| CP | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.17% | -99.07% | +29.90% |
Max Drawdown (1Y)Largest decline over 1 year | -16.23% | -21.75% | +5.52% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -23.37% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -62.01% | +36.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -94.64% | +60.94% |
Current DrawdownCurrent decline from peak | -1.29% | -77.68% | +76.39% |
Average DrawdownAverage peak-to-trough decline | -20.29% | -84.15% | +63.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 7.73% | +0.77% |
Volatility
CP vs. RYCEY - Volatility Comparison
The current volatility for Canadian Pacific Railway Limited (CP) is 5.88%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 12.00%. This indicates that CP 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
| CP | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 12.00% | -6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 32.70% | -15.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 37.88% | -15.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 43.48% | -19.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.60% | 49.35% | -23.75% |
Dividends
CP vs. RYCEY - Dividend Comparison
CP's dividend yield for the trailing twelve months is around 0.74%, more than RYCEY's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.74% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
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
CP vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Railway Limited 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
CP vs. RYCEY - Profitability Comparison
CP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a gross profit of 2.55B and revenue of 3.70B. Therefore, the gross margin over that period was 69.0%.
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%.
CP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported an operating income of 1.26B and revenue of 3.70B, resulting in an operating margin of 34.0%.
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%.
CP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a net income of 846.00M and revenue of 3.70B, resulting in a net margin of 22.9%.
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
CP and RYCEY have a correlation of 0.20, 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 CP (5.88%). In terms of maximum drawdown, CP dropped -69.17% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs 0.53), 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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