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LLOY.L vs. RYCEY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LLOY.L vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lloyds Banking Group plc (LLOY.L) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

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LLOY.L vs. RYCEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLOY.L
Lloyds Banking Group plc
-6.01%88.33%21.09%10.91%-0.38%34.81%-36.92%27.49%-20.02%14.37%
RYCEY
Rolls-Royce Holdings plc
-0.05%107.71%91.50%235.61%-26.10%3.50%-82.58%-16.01%-1.85%28.53%
Different Trading Currencies

LLOY.L is traded in GBp, while RYCEY is traded in USD. To make them comparable, the RYCEY values have been converted to GBp using the latest available exchange rates.

Fundamentals

EPS

LLOY.L:

£0.12

RYCEY:

$0.99

PE Ratio

LLOY.L:

8.01

RYCEY:

15.57

PEG Ratio

LLOY.L:

2.24

RYCEY:

0.03

PS Ratio

LLOY.L:

1.98

RYCEY:

3.25

Total Revenue (TTM)

LLOY.L:

£19.00B

RYCEY:

$40.04B

Gross Profit (TTM)

LLOY.L:

£14.25B

RYCEY:

$10.10B

EBITDA (TTM)

LLOY.L:

£6.66B

RYCEY:

$8.04B

Returns By Period

In the year-to-date period, LLOY.L achieves a -6.01% return, which is significantly lower than RYCEY's -5.47% return. Over the past 10 years, LLOY.L has outperformed RYCEY with an annualized return of 8.50%, while RYCEY has yielded a comparatively lower 6.23% annualized return.


LLOY.L

1D
1.16%
1M
-9.87%
YTD
-6.01%
6M
10.16%
1Y
34.53%
3Y*
31.32%
5Y*
22.16%
10Y*
8.50%

RYCEY

1D
0.00%
1M
-20.14%
YTD
-5.47%
6M
-8.44%
1Y
47.00%
3Y*
96.67%
5Y*
57.96%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LLOY.L vs. RYCEY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLOY.L
LLOY.L Risk / Return Rank: 7777
Overall Rank
LLOY.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LLOY.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
LLOY.L Omega Ratio Rank: 7575
Omega Ratio Rank
LLOY.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
LLOY.L Martin Ratio Rank: 8080
Martin Ratio Rank

RYCEY
RYCEY Risk / Return Rank: 8484
Overall Rank
RYCEY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 8282
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 8282
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 8383
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LLOY.L vs. RYCEY - Risk-Adjusted Trends 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.


LLOY.LRYCEYDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.35

-0.08

Sortino ratio

Return per unit of downside risk

1.84

1.88

-0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

1.71

2.13

-0.42

Martin ratio

Return relative to average drawdown

5.80

7.27

-1.47

LLOY.L vs. RYCEY - Sharpe Ratio Comparison

The current LLOY.L Sharpe Ratio is 1.27, which is comparable to the RYCEY Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of LLOY.L and RYCEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LLOY.LRYCEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.35

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.42

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.13

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.22

+0.40

Correlation

The correlation between LLOY.L and RYCEY is 0.32, 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.


Dividends

LLOY.L vs. RYCEY - Dividend Comparison

LLOY.L's dividend yield for the trailing twelve months is around 3.61%, more than RYCEY's 0.88% yield.


TTM20252024202320222021202020192018201720162015
LLOY.L
Lloyds Banking Group plc
3.61%3.39%5.29%5.28%4.69%2.59%6.17%5.22%6.02%4.70%4.56%2.05%
RYCEY
Rolls-Royce Holdings plc
0.88%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%

Drawdowns

LLOY.L vs. RYCEY - Drawdown Comparison

The maximum LLOY.L drawdown since its inception was -90.48%, smaller than the maximum RYCEY drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for LLOY.L and RYCEY.


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Drawdown Indicators


LLOY.LRYCEYDifference

Max Drawdown

Largest peak-to-trough decline

-90.48%

-99.07%

+8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-21.75%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-62.01%

+36.36%

Max Drawdown (10Y)

Largest decline over 10 years

-61.42%

-94.64%

+33.22%

Current Drawdown

Current decline from peak

-25.45%

-80.53%

+55.08%

Average Drawdown

Average peak-to-trough decline

-41.52%

-84.27%

+42.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

6.22%

-0.43%

Volatility

LLOY.L vs. RYCEY - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LLOY.L) is 9.69%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 15.34%. This indicates that LLOY.L 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


LLOY.LRYCEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

15.34%

-5.65%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

23.71%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

27.12%

35.18%

-8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.71%

41.01%

-14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.57%

47.49%

-16.92%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-10.00B0.0010.00B20.00B30.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.74B
11.64B
(LLOY.L) Total Revenue
(RYCEY) Total Revenue
Please note, different currencies. LLOY.L values in GBp, RYCEY values in USD

LLOY.L vs. RYCEY - Profitability Comparison

The chart below illustrates the profitability comparison between Lloyds Banking Group plc and Rolls-Royce Holdings plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
27.4%
Portfolio components
LLOY.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lloyds Banking Group plc reported a gross profit of 0.00 and revenue of 4.74B. Therefore, the gross margin over that period was 0.0%.

RYCEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

LLOY.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lloyds Banking Group plc reported an operating income of 1.93B and revenue of 4.74B, resulting in an operating margin of 40.6%.

RYCEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 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%.

LLOY.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lloyds Banking Group plc reported a net income of 1.44B and revenue of 4.74B, resulting in a net margin of 30.3%.

RYCEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 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%.