LLOY.L vs. RYCEY
Compare and contrast key facts about Lloyds Banking Group plc (LLOY.L) and Rolls-Royce Holdings plc (RYCEY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLOY.L or RYCEY.
Key characteristics
| LLOY.L | RYCEY | |
|---|---|---|
| YTD Return | 18.04% | 87.57% |
| 1Y Return | 40.29% | 167.55% |
| 3Y Return (Ann) | 6.84% | 57.83% |
| 5Y Return (Ann) | 3.87% | 12.74% |
| 10Y Return (Ann) | 0.91% | 3.43% |
| Sharpe Ratio | 1.58 | 5.35 |
| Sortino Ratio | 2.17 | 5.51 |
| Omega Ratio | 1.29 | 1.70 |
| Calmar Ratio | 0.49 | 2.62 |
| Martin Ratio | 7.07 | 52.80 |
| Ulcer Index | 4.93% | 3.29% |
| Daily Std Dev | 22.23% | 32.49% |
| Max Drawdown | -90.48% | -91.67% |
| Current Drawdown | -59.95% | -9.59% |
Fundamentals
| LLOY.L | RYCEY | |
|---|---|---|
| Market Cap | £33.17B | $62.77B |
| EPS | £0.07 | $0.36 |
| PE Ratio | 7.63 | 20.50 |
| PEG Ratio | 1.62 | 0.59 |
| Total Revenue (TTM) | £25.40B | $17.82B |
| Gross Profit (TTM) | £29.13B | $4.05B |
| EBITDA (TTM) | £3.08B | $3.19B |
Correlation
The correlation between LLOY.L and RYCEY is 0.37, 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.
Performance
LLOY.L vs. RYCEY - Performance Comparison
In the year-to-date period, LLOY.L achieves a 18.04% return, which is significantly lower than RYCEY's 87.57% return. Over the past 10 years, LLOY.L has underperformed RYCEY with an annualized return of 0.91%, while RYCEY has yielded a comparatively higher 3.43% 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
LLOY.L vs. RYCEY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) 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.
Dividends
LLOY.L vs. RYCEY - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 5.43%, while RYCEY has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 5.43% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 4.70% | 139.18% | 103.67% | 0.00% | 0.00% |
RYCEY Rolls-Royce Holdings plc | 0.00% | 0.00% | 0.00% | 0.00% | 128.87% | 1.71% | 1.46% | 1.35% | 1.92% | 4.01% | 2.72% | 1.50% |
Drawdowns
LLOY.L vs. RYCEY - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -90.48%, roughly equal to the maximum RYCEY drawdown of -91.67%. Use the drawdown chart below to compare losses from any high point for LLOY.L and RYCEY. For additional features, visit the drawdowns tool.
Volatility
LLOY.L vs. RYCEY - Volatility Comparison
Lloyds Banking Group plc (LLOY.L) has a higher volatility of 9.90% compared to Rolls-Royce Holdings plc (RYCEY) at 7.70%. This indicates that LLOY.L'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.
Financials
LLOY.L vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Lloyds Banking Group plc 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