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LAZR vs. RYCEY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

LAZR vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in undefined (LAZR) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%OctoberNovemberDecember2025FebruaryMarch
-96.61%
122.89%
LAZR
RYCEY

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Risk-Adjusted Performance

undefined vs. RYCEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) 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.


Sharpe ratio
The chart of Sharpe ratio for LAZR, currently valued at -0.75, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.753.76
The chart of Sortino ratio for LAZR, currently valued at -1.52, compared to the broader market-4.00-2.000.002.004.00-1.524.57
The chart of Omega ratio for LAZR, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.56
The chart of Calmar ratio for LAZR, currently valued at -0.85, compared to the broader market0.001.002.003.004.005.00-0.8511.89
The chart of Martin ratio for LAZR, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5131.36
LAZR
RYCEY


Rolling 12-month Sharpe Ratio0.002.004.006.00OctoberNovemberDecember2025FebruaryMarch
-0.75
3.76
LAZR
RYCEY

Drawdowns

LAZR vs. RYCEY - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-99.20%
-0.56%
LAZR
RYCEY

Volatility

LAZR vs. RYCEY - Volatility Comparison

undefined (LAZR) has a higher volatility of 32.71% compared to Rolls-Royce Holdings plc (RYCEY) at 16.64%. This indicates that LAZR'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.


10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2025FebruaryMarch
32.71%
16.64%
LAZR
RYCEY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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