QABSY vs. RYAAY
QABSY (Qantas Airways Ltd ADR) and RYAAY (Ryanair Holdings plc) are both stocks. Both operate in the Airlines industry within the Industrials sector. Over the past 10 years, QABSY returned 14.10%/yr vs 5.64%/yr for RYAAY. At a 0.19 correlation, their price movements are largely independent.
Performance
QABSY vs. RYAAY - Performance Comparison
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Returns By Period
In the year-to-date period, QABSY achieves a -3.74% return, which is significantly higher than RYAAY's -20.56% return. Over the past 10 years, QABSY has outperformed RYAAY with an annualized return of 14.10%, while RYAAY has yielded a comparatively lower 5.64% annualized return.
QABSY
- 1D
- 0.78%
- 1M
- 7.95%
- YTD
- -3.74%
- 6M
- 2.74%
- 1Y
- -2.36%
- 3Y*
- 17.20%
- 5Y*
- 13.65%
- 10Y*
- 14.10%
RYAAY
- 1D
- -0.31%
- 1M
- 4.67%
- YTD
- -20.56%
- 6M
- -11.73%
- 1Y
- 4.26%
- 3Y*
- 12.04%
- 5Y*
- 5.67%
- 10Y*
- 5.64%
QABSY vs. RYAAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QABSY Qantas Airways Ltd ADR | -3.74% | 30.33% | 52.35% | -10.24% | 10.44% | -5.47% | -20.48% | 24.46% | 8.04% | 74.16% |
RYAAY Ryanair Holdings plc | -20.56% | 69.01% | -16.14% | 78.38% | -26.94% | -6.96% | 25.53% | 22.81% | -31.53% | 25.14% |
Correlation
The correlation between QABSY and RYAAY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2014 | 0.19 |
The correlation between QABSY and RYAAY shifts across timeframes, from 0.19 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
QABSY:
$9.89B
RYAAY:
$29.74B
QABSY:
$9.49
RYAAY:
$4.08
QABSY:
3.43
RYAAY:
13.97
QABSY:
0.15
RYAAY:
0.19
QABSY:
0.21
RYAAY:
1.94
QABSY:
7.37
RYAAY:
2.94
QABSY:
$46.96B
RYAAY:
$15.59B
QABSY:
$12.73B
RYAAY:
$3.93B
QABSY:
$8.23B
RYAAY:
$3.84B
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Return for Risk
QABSY vs. RYAAY — Risk / Return Rank
QABSY
RYAAY
QABSY vs. RYAAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qantas Airways Ltd ADR (QABSY) and Ryanair Holdings plc (RYAAY). 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.
| QABSY | RYAAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.05 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 0.16 | -0.25 |
| Martin ratioReturn relative to average drawdown | -0.19 | 0.37 | -0.56 |
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
| QABSY | RYAAY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.12 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.16 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.16 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.39 | -0.02 |
Drawdowns
QABSY vs. RYAAY - Drawdown Comparison
The maximum QABSY drawdown since its inception was -73.16%, which is greater than RYAAY's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for QABSY and RYAAY.
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Drawdown Indicators
| QABSY | RYAAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.16% | -67.68% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -26.01% | -27.40% | +1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -34.64% | -36.05% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -35.72% | -54.89% | +19.17% |
Max Drawdown (10Y)Largest decline over 10 years | -73.16% | -62.50% | -10.66% |
Current DrawdownCurrent decline from peak | -14.60% | -22.31% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -17.81% | -19.84% | +2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.66% | 11.53% | +1.13% |
Volatility
QABSY vs. RYAAY - Volatility Comparison
The current volatility for Qantas Airways Ltd ADR (QABSY) is 10.01%, while Ryanair Holdings plc (RYAAY) has a volatility of 13.63%. This indicates that QABSY experiences smaller price fluctuations and is considered to be less risky than RYAAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QABSY | RYAAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 13.63% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 24.57% | 28.36% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.03% | 34.65% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.10% | 35.36% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.39% | 36.49% | +12.90% |
Dividends
QABSY vs. RYAAY - Dividend Comparison
QABSY's dividend yield for the trailing twelve months is around 4.80%, more than RYAAY's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QABSY Qantas Airways Ltd ADR | 4.80% | 4.89% | 0.00% | 0.00% | 0.00% | 0.00% | 2.02% | 3.04% | 2.81% | 3.86% | 4.17% | 11.45% |
RYAAY Ryanair Holdings plc | 1.74% | 1.39% | 2.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.27% |
Financials
QABSY vs. RYAAY - Financials Comparison
This section allows you to compare key financial metrics between Qantas Airways Ltd ADR and Ryanair 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
QABSY vs. RYAAY - Profitability Comparison
QABSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Qantas Airways Ltd ADR reported a gross profit of 2.77B and revenue of 12.48B. Therefore, the gross margin over that period was 22.2%.
RYAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported a gross profit of -318.76M and revenue of 2.55B. Therefore, the gross margin over that period was -12.5%.
QABSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Qantas Airways Ltd ADR reported an operating income of 1.24B and revenue of 12.48B, resulting in an operating margin of 9.9%.
RYAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported an operating income of -512.80M and revenue of 2.55B, resulting in an operating margin of -20.1%.
QABSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Qantas Airways Ltd ADR reported a net income of 908.03M and revenue of 12.48B, resulting in a net margin of 7.3%.
RYAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported a net income of -402.00M and revenue of 2.55B, resulting in a net margin of -15.7%.
Frequently Asked Questions
QABSY and RYAAY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAAY has higher volatility (13.63%) compared to QABSY (10.01%). In terms of maximum drawdown, QABSY dropped -73.16% vs RYAAY's -67.68%.
RYAAY currently has the higher Sharpe Ratio (0.12 vs -0.07), 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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