EZJ.L vs. RYAAY
Compare and contrast key facts about EasyJet plc (EZJ.L) and Ryanair Holdings plc (RYAAY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZJ.L or RYAAY.
Key characteristics
| EZJ.L | RYAAY | |
|---|---|---|
| YTD Return | 2.28% | -9.77% |
| 1Y Return | 21.87% | 5.42% |
| 3Y Return (Ann) | -3.96% | 1.64% |
| 5Y Return (Ann) | -13.03% | 6.96% |
| 10Y Return (Ann) | -6.21% | 7.26% |
| Sharpe Ratio | 0.70 | 0.25 |
| Sortino Ratio | 1.15 | 0.54 |
| Omega Ratio | 1.14 | 1.08 |
| Calmar Ratio | 0.32 | 0.24 |
| Martin Ratio | 1.67 | 0.51 |
| Ulcer Index | 13.29% | 17.00% |
| Daily Std Dev | 31.89% | 33.91% |
| Max Drawdown | -79.19% | -67.68% |
| Current Drawdown | -61.92% | -20.58% |
Fundamentals
| EZJ.L | RYAAY | |
|---|---|---|
| Market Cap | £3.93B | $24.74B |
| EPS | £0.49 | $1.88 |
| PE Ratio | 10.64 | 24.19 |
| PEG Ratio | 0.64 | 3.71 |
| Total Revenue (TTM) | £3.27B | $15.02B |
| Gross Profit (TTM) | £663.00M | $3.52B |
| EBITDA (TTM) | -£202.00M | $1.60B |
Correlation
The correlation between EZJ.L and RYAAY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EZJ.L vs. RYAAY - Performance Comparison
In the year-to-date period, EZJ.L achieves a 2.28% return, which is significantly higher than RYAAY's -9.77% return. Over the past 10 years, EZJ.L has underperformed RYAAY with an annualized return of -6.21%, while RYAAY has yielded a comparatively higher 7.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EZJ.L vs. RYAAY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EasyJet plc (EZJ.L) and Ryanair Holdings plc (RYAAY). 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.
Dividends
EZJ.L vs. RYAAY - Dividend Comparison
EZJ.L's dividend yield for the trailing twelve months is around 0.87%, less than RYAAY's 6.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZJ.L EasyJet plc | 0.87% | 0.00% | 0.00% | 0.00% | 6.28% | 4.89% | 4.40% | 4.36% | 6.52% | 3.10% | 5.52% | 1.66% |
RYAAY Ryanair Holdings plc | 6.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.27% | 0.00% | 0.00% |
Drawdowns
EZJ.L vs. RYAAY - Drawdown Comparison
The maximum EZJ.L drawdown since its inception was -79.19%, which is greater than RYAAY's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for EZJ.L and RYAAY. For additional features, visit the drawdowns tool.
Volatility
EZJ.L vs. RYAAY - Volatility Comparison
The current volatility for EasyJet plc (EZJ.L) is 8.53%, while Ryanair Holdings plc (RYAAY) has a volatility of 9.76%. This indicates that EZJ.L experiences smaller price fluctuations and is considered to be less risky than RYAAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EZJ.L vs. RYAAY - Financials Comparison
This section allows you to compare key financial metrics between EasyJet plc and Ryanair 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