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RCL vs. ALK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RCL vs. ALK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royal Caribbean Cruises Ltd. (RCL) and Alaska Air Group, Inc. (ALK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RCL achieves a 6.66% return, which is significantly higher than ALK's -5.92% return. Over the past 10 years, RCL has outperformed ALK with an annualized return of 16.48%, while ALK has yielded a comparatively lower -1.90% annualized return.


RCL

1D
2.23%
1M
13.68%
YTD
6.66%
6M
7.04%
1Y
16.02%
3Y*
46.74%
5Y*
27.43%
10Y*
16.48%

ALK

1D
1.41%
1M
28.10%
YTD
-5.92%
6M
-7.94%
1Y
-0.29%
3Y*
-2.35%
5Y*
-6.29%
10Y*
-1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCL vs. ALK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCL
Royal Caribbean Cruises Ltd.
6.66%22.46%78.98%161.97%-35.72%2.96%-43.50%39.94%-16.13%48.22%
ALK
Alaska Air Group, Inc.
-5.92%-22.32%65.73%-9.01%-17.58%0.19%-22.81%13.78%-15.55%-15.90%

Correlation

The correlation between RCL and ALK is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.47

The correlation between RCL and ALK shifts across timeframes, from 0.47 (all time) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RCL:

$79.78B

ALK:

$5.41B

EPS

RCL:

$16.41

ALK:

$0.61

PE Ratio

RCL:

17.94

ALK:

77.14

PEG Ratio

RCL:

0.82

ALK:

1.47

PS Ratio

RCL:

4.37

ALK:

0.39

PB Ratio

RCL:

8.13

ALK:

1.45

Total Revenue (TTM)

RCL:

$18.39B

ALK:

$14.40B

Gross Profit (TTM)

RCL:

$8.68B

ALK:

$11.07B

EBITDA (TTM)

RCL:

$7.13B

ALK:

$1.02B

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Return for Risk

RCL vs. ALK — Risk / Return Rank

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

RCL
RCL Risk / Return Rank: 5151
Overall Rank
RCL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RCL Sortino Ratio Rank: 5151
Sortino Ratio Rank
RCL Omega Ratio Rank: 4848
Omega Ratio Rank
RCL Calmar Ratio Rank: 5252
Calmar Ratio Rank
RCL Martin Ratio Rank: 5050
Martin Ratio Rank

ALK
ALK Risk / Return Rank: 3939
Overall Rank
ALK Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ALK Sortino Ratio Rank: 3838
Sortino Ratio Rank
ALK Omega Ratio Rank: 3737
Omega Ratio Rank
ALK Calmar Ratio Rank: 3939
Calmar Ratio Rank
ALK Martin Ratio Rank: 4040
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.

RCL vs. ALK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Caribbean Cruises Ltd. (RCL) and Alaska Air Group, Inc. (ALK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RCLALKDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.09

1.03

+0.06

Calmar ratioReturn relative to maximum drawdown

0.39

-0.10

+0.49

Martin ratioReturn relative to average drawdown

0.66

-0.18

+0.85

RCL vs. ALK - Sharpe Ratio Comparison

The current RCL Sharpe Ratio is 0.27, which is higher than the ALK Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of RCL and ALK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RCL vs. ALK - Drawdown Comparison

The maximum RCL drawdown since its inception was -89.49%, which is greater than ALK's maximum drawdown of -75.76%. Use the drawdown chart below to compare losses from any high point for RCL and ALK.


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Drawdown Indicators


RCLALKDifference

Max Drawdown

Largest peak-to-trough decline

-89.49%

-75.76%

-13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-32.36%

-46.46%

+14.10%

Max Drawdown (3Y)

Largest decline over 3 years

-35.02%

-55.37%

+20.35%

Max Drawdown (5Y)

Largest decline over 5 years

-67.64%

-55.37%

-12.27%

Max Drawdown (10Y)

Largest decline over 10 years

-83.30%

-75.06%

-8.24%

Current Drawdown

Current decline from peak

-18.16%

-49.91%

+31.75%

Average Drawdown

Average peak-to-trough decline

-27.76%

-27.84%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.15%

25.60%

-6.45%

Volatility

RCL vs. ALK - Volatility Comparison

The current volatility for Royal Caribbean Cruises Ltd. (RCL) is 14.15%, while Alaska Air Group, Inc. (ALK) has a volatility of 21.54%. This indicates that RCL experiences smaller price fluctuations and is considered to be less risky than ALK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCLALKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.15%

21.54%

-7.39%

Volatility (6M)

Calculated over the trailing 6-month period

38.00%

41.28%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

46.50%

51.90%

-5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.52%

42.83%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.35%

43.60%

+9.75%

Dividends

RCL vs. ALK - Dividend Comparison

RCL's dividend yield for the trailing twelve months is around 1.70%, while ALK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ALK
Alaska Air Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.72%2.07%2.10%1.63%1.24%0.99%
RCL
Royal Caribbean Cruises Ltd.
1.70%1.25%0.41%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%

Financials

RCL vs. ALK - Financials Comparison

This section allows you to compare key financial metrics between Royal Caribbean Cruises Ltd. and Alaska Air Group, Inc.. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
4.45B
3.30B
(RCL) Total Revenue
(ALK) Total Revenue
Values in USD except per share items

RCL vs. ALK - Profitability Comparison

The chart below illustrates the profitability comparison between Royal Caribbean Cruises Ltd. and Alaska Air Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
49.5%
93.6%
Portfolio components
RCL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Royal Caribbean Cruises Ltd. reported a gross profit of 2.21B and revenue of 4.45B. Therefore, the gross margin over that period was 49.5%.

ALK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a gross profit of 3.09B and revenue of 3.30B. Therefore, the gross margin over that period was 93.6%.

RCL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Royal Caribbean Cruises Ltd. reported an operating income of 1.16B and revenue of 4.45B, resulting in an operating margin of 26.1%.

ALK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported an operating income of -279.00M and revenue of 3.30B, resulting in an operating margin of -8.5%.

RCL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Royal Caribbean Cruises Ltd. reported a net income of 941.00M and revenue of 4.45B, resulting in a net margin of 21.1%.

ALK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a net income of -193.00M and revenue of 3.30B, resulting in a net margin of -5.9%.


Frequently Asked Questions


RCL and ALK have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALK has higher volatility (21.54%) compared to RCL (14.15%). In terms of maximum drawdown, RCL dropped -89.49% vs ALK's -75.76%.

RCL currently has the higher Sharpe Ratio (0.27 vs -0.09), 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.

Portfolio Optimizer

Find the right allocation for RCL and ALK

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