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RELX vs. AAPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RELX vs. AAPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RELX PLC (RELX) and Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RELX achieves a -14.19% return, which is significantly lower than AAPY's 21.72% return.


RELX

1D
1.52%
1M
3.72%
6M
-17.12%
YTD
-14.19%
1Y
-35.12%
3Y*
2.64%
5Y*
5.83%
10Y*
8.48%

AAPY

1D
1.83%
1M
10.74%
6M
28.19%
YTD
21.72%
1Y
47.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RELX vs. AAPY - Yearly Performance Comparison


2026 (YTD)202520242023
RELX
RELX PLC
-14.19%-9.60%16.59%15.42%
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
21.72%5.04%20.54%9.18%

Correlation

The correlation between RELX and AAPY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.13

The correlation between RELX and AAPY shifts across timeframes, from -0.02 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RELX vs. AAPY — Risk / Return Rank

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

RELX
RELX Risk / Return Rank: 99
Overall Rank
RELX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RELX Sortino Ratio Rank: 66
Sortino Ratio Rank
RELX Omega Ratio Rank: 66
Omega Ratio Rank
RELX Calmar Ratio Rank: 1515
Calmar Ratio Rank
RELX Martin Ratio Rank: 1414
Martin Ratio Rank

AAPY
AAPY Risk / Return Rank: 7373
Overall Rank
AAPY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AAPY Sortino Ratio Rank: 7272
Sortino Ratio Rank
AAPY Omega Ratio Rank: 7878
Omega Ratio Rank
AAPY Calmar Ratio Rank: 7979
Calmar Ratio Rank
AAPY Martin Ratio Rank: 5959
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.

RELX vs. AAPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) and Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY). 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.


RELXAAPYDifference
Sharpe ratioReturn per unit of total volatility

-3.07

Sortino ratioReturn per unit of downside risk

-4.17

Omega ratioGain probability vs. loss probability

0.80

1.36

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.73

3.27

-4.00

Martin ratioReturn relative to average drawdown

-1.24

8.25

-9.48

RELX vs. AAPY - Sharpe Ratio Comparison

The current RELX Sharpe Ratio is -1.12, which is lower than the AAPY Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of RELX and AAPY, 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

RELX vs. AAPY - Drawdown Comparison

The maximum RELX drawdown since its inception was -49.91%, which is greater than AAPY's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for RELX and AAPY.


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Drawdown Indicators


RELXAAPYDifference

Max Drawdown

Largest peak-to-trough decline

-49.91%

-29.22%

-20.69%

Max Drawdown (1Y)

Largest decline over 1 year

-48.09%

-14.47%

-33.62%

Max Drawdown (3Y)

Largest decline over 3 years

-49.91%

Max Drawdown (5Y)

Largest decline over 5 years

-49.91%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

Current Drawdown

Current decline from peak

-37.35%

0.00%

-37.35%

Average Drawdown

Average peak-to-trough decline

-12.37%

-6.29%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.50%

5.73%

+22.77%

Volatility

RELX vs. AAPY - Volatility Comparison

The current volatility for RELX PLC (RELX) is 7.72%, while Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY) has a volatility of 11.44%. This indicates that RELX experiences smaller price fluctuations and is considered to be less risky than AAPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RELXAAPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

11.44%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

28.01%

21.50%

+6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

31.40%

24.28%

+7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

23.36%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

23.36%

-0.94%

Dividends

RELX vs. AAPY - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 2.70%, less than AAPY's 9.87% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
9.87%12.66%17.15%2.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RELX
RELX PLC
2.70%2.03%1.68%1.73%2.42%2.05%2.39%1.57%2.68%2.05%2.55%2.28%

Frequently Asked Questions


RELX and AAPY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPY has higher volatility (11.44%) compared to RELX (7.72%). In terms of maximum drawdown, RELX dropped -49.91% vs AAPY's -29.22%.

AAPY currently has the higher Sharpe Ratio (1.95 vs -1.12), 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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