IMMR vs. RYCEY
IMMR (Immersion Corporation) and RYCEY (Rolls-Royce Holdings plc) are both stocks. IMMR operates in Software - Application (Technology), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 10 years, IMMR returned -0.41%/yr vs 7.64%/yr for RYCEY. At a 0.21 correlation, their price movements are largely independent.
Performance
IMMR vs. RYCEY - Performance Comparison
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Returns By Period
In the year-to-date period, IMMR achieves a -2.12% return, which is significantly lower than RYCEY's 15.83% return. Over the past 10 years, IMMR has underperformed RYCEY with an annualized return of -0.41%, while RYCEY has yielded a comparatively higher 7.64% annualized return.
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
RYCEY
- 1D
- -1.25%
- 1M
- -3.36%
- 6M
- 4.11%
- YTD
- 15.83%
- 1Y
- 33.75%
- 3Y*
- 111.25%
- 5Y*
- 68.92%
- 10Y*
- 7.64%
- ALL TIME*
- -11.47%
IMMR vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | -2.12% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 51.95% | -17.08% | 26.91% | -33.58% |
RYCEY Rolls-Royce Holdings plc | 15.83% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between IMMR and RYCEY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.21 |
Fundamentals
IMMR:
$212.84M
RYCEY:
$150.95B
IMMR:
$1.47B
RYCEY:
£40.04B
IMMR:
$409.86M
RYCEY:
£10.10B
IMMR:
$188.76M
RYCEY:
£8.04B
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Return for Risk
IMMR vs. RYCEY — Risk / Return Rank
IMMR
RYCEY
IMMR vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) 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.
| IMMR | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.56 | -2.12 |
| Martin ratioReturn relative to average drawdown | -1.22 | 4.32 | -5.54 |
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Drawdowns
IMMR vs. RYCEY - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, roughly equal to the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for IMMR and RYCEY.
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Drawdown Indicators
| IMMR | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -99.07% | +0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -21.75% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | -23.37% | -33.53% |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | -62.01% | +5.11% |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | -94.64% | +20.35% |
Current DrawdownCurrent decline from peak | -89.91% | -77.01% | -12.90% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -84.09% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.11% | 7.83% | +7.28% |
Volatility
IMMR vs. RYCEY - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 11.39% compared to Rolls-Royce Holdings plc (RYCEY) at 8.23%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier 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
| IMMR | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 8.23% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 33.05% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.69% | 38.40% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 43.23% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.93% | 49.27% | +1.66% |
Dividends
IMMR vs. RYCEY - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 4.90%, more than RYCEY's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RYCEY Rolls-Royce Holdings plc | 0.70% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
IMMR vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Immersion Corporation 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
IMMR and RYCEY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to RYCEY (8.23%). In terms of maximum drawdown, IMMR dropped -98.66% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (0.88 vs -0.35), 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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