MCO vs. RR.L
MCO (Moody's Corporation) and RR.L (Rolls-Royce Holdings PLC) are both stocks. MCO operates in Financial Data & Stock Exchanges (Financial Services), while RR.L operates in Aerospace & Defense (Industrials). Over the past 10 years, MCO returned 17.28%/yr vs 19.65%/yr for RR.L. At a 0.26 correlation, their price movements are largely independent.
Performance
MCO vs. RR.L - Performance Comparison
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Different Trading Currencies
MCO is traded in USD, while RR.L is traded in GBp. To make them comparable, the RR.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MCO achieves a -12.74% return, which is significantly lower than RR.L's 8.99% return. Over the past 10 years, MCO has underperformed RR.L with an annualized return of 17.28%, while RR.L has yielded a comparatively higher 19.65% annualized return.
MCO
- 1D
- -1.68%
- 1M
- -1.44%
- YTD
- -12.74%
- 6M
- -8.49%
- 1Y
- -8.48%
- 3Y*
- 10.67%
- 5Y*
- 6.50%
- 10Y*
- 17.28%
RR.L
- 1D
- -0.03%
- 1M
- 1.01%
- YTD
- 8.99%
- 6M
- 14.37%
- 1Y
- 41.49%
- 3Y*
- 108.75%
- 5Y*
- 60.80%
- 10Y*
- 19.65%
MCO vs. RR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -12.74% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
RR.L Rolls-Royce Holdings PLC | 8.99% | 120.24% | 86.56% | 238.53% | -32.26% | 9.45% | -51.10% | -13.17% | -6.26% | 39.55% |
Correlation
The correlation between MCO and RR.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.26 |
The correlation between MCO and RR.L shifts across timeframes, from 0.12 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MCO:
$78.68B
RR.L:
£105.78B
MCO:
$13.92
RR.L:
£0.99
MCO:
31.87
RR.L:
12.70
MCO:
4.16
RR.L:
0.03
MCO:
10.10
RR.L:
2.65
MCO:
26.28
RR.L:
38.81
MCO:
$7.87B
RR.L:
£40.12B
MCO:
$5.49B
RR.L:
£10.12B
MCO:
$3.95B
RR.L:
£9.20B
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Return for Risk
MCO vs. RR.L — Risk / Return Rank
MCO
RR.L
MCO vs. RR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and Rolls-Royce Holdings PLC (RR.L). 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.
| MCO | RR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.21 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.07 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.79 | 5.93 | -6.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCO | RR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 1.10 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 1.39 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.39 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.20 | +0.28 |
Drawdowns
MCO vs. RR.L - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, smaller than the maximum RR.L drawdown of -92.32%. Use the drawdown chart below to compare losses from any high point for MCO and RR.L.
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Drawdown Indicators
| MCO | RR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -92.32% | +13.60% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -19.98% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -23.51% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -64.03% | +22.37% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -89.47% | +47.45% |
Current DrawdownCurrent decline from peak | -17.39% | -7.50% | -9.89% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -36.66% | +18.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.80% | 6.97% | +3.83% |
Volatility
MCO vs. RR.L - Volatility Comparison
The current volatility for Moody's Corporation (MCO) is 7.28%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 12.27%. This indicates that MCO experiences smaller price fluctuations and is considered to be less risky than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | RR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 12.27% | -4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 21.95% | 32.28% | -10.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.32% | 37.67% | -11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.32% | 43.89% | -17.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.84% | 50.20% | -22.36% |
Dividends
MCO vs. RR.L - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.89%, more than RR.L's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.89% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
RR.L Rolls-Royce Holdings PLC | 0.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Financials
MCO vs. RR.L - Financials Comparison
This section allows you to compare key financial metrics between Moody's 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
MCO vs. RR.L - Profitability Comparison
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a gross profit of 1.55B and revenue of 2.08B. Therefore, the gross margin over that period was 74.5%.
RR.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported an operating income of 922.00M and revenue of 2.08B, resulting in an operating margin of 44.4%.
RR.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a net income of 661.00M and revenue of 2.08B, resulting in a net margin of 31.8%.
RR.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.
Frequently Asked Questions
MCO and RR.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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