RHHBY vs. SHEL
RHHBY (Roche Holding AG) and SHEL (Shell plc) are both stocks. RHHBY operates in Drug Manufacturers - General (Healthcare), while SHEL operates in Oil & Gas Integrated (Energy). Over the past 10 years, RHHBY returned 7.66%/yr vs 10.03%/yr for SHEL. At a 0.29 correlation, their price movements are largely independent.
Performance
RHHBY vs. SHEL - Performance Comparison
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Returns By Period
In the year-to-date period, RHHBY achieves a 1.04% return, which is significantly lower than SHEL's 20.10% return. Over the past 10 years, RHHBY has underperformed SHEL with an annualized return of 7.66%, while SHEL has yielded a comparatively higher 10.03% annualized return.
RHHBY
- 1D
- -1.81%
- 1M
- -1.06%
- YTD
- 1.04%
- 6M
- 6.55%
- 1Y
- 27.52%
- 3Y*
- 12.73%
- 5Y*
- 4.71%
- 10Y*
- 7.66%
SHEL
- 1D
- 1.46%
- 1M
- 4.13%
- YTD
- 20.10%
- 6M
- 21.39%
- 1Y
- 32.28%
- 3Y*
- 18.69%
- 5Y*
- 23.01%
- 10Y*
- 10.03%
RHHBY vs. SHEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 1.04% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
SHEL Shell plc | 20.10% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
Correlation
The correlation between RHHBY and SHEL is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2005 | 0.30 |
The correlation between RHHBY and SHEL shifts across timeframes, from -0.04 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RHHBY:
$5.42
SHEL:
$6.39
RHHBY:
9.33
SHEL:
13.55
RHHBY:
1.51
SHEL:
0.95
RHHBY:
$107.65B
SHEL:
$266.82B
RHHBY:
$79.28B
SHEL:
$41.65B
RHHBY:
$31.01B
SHEL:
$57.44B
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Return for Risk
RHHBY vs. SHEL — Risk / Return Rank
RHHBY
SHEL
RHHBY vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) and Shell plc (SHEL). 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.
| RHHBY | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.00 | -1.57 |
| Martin ratioReturn relative to average drawdown | 3.49 | 8.40 | -4.91 |
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
| RHHBY | SHEL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.54 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.92 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.33 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.22 | +0.13 |
Drawdowns
RHHBY vs. SHEL - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -45.73%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for RHHBY and SHEL.
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Drawdown Indicators
| RHHBY | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -71.57% | +25.84% |
Max Drawdown (1Y)Largest decline over 1 year | -19.38% | -10.81% | -8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -18.47% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -40.88% | -25.04% | -15.84% |
Max Drawdown (10Y)Largest decline over 10 years | -40.88% | -71.57% | +30.69% |
Current DrawdownCurrent decline from peak | -13.99% | -7.13% | -6.86% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -16.74% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 3.85% | +4.06% |
Volatility
RHHBY vs. SHEL - Volatility Comparison
Roche Holding AG (RHHBY) has a higher volatility of 8.10% compared to Shell plc (SHEL) at 5.98%. This indicates that RHHBY's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RHHBY | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 5.98% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 18.55% | 17.50% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.48% | 21.15% | +6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 25.22% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 30.84% | -8.26% |
Dividends
RHHBY vs. SHEL - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.07%, less than SHEL's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 3.07% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
SHEL Shell plc | 3.41% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
Financials
RHHBY vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between Roche Holding AG and Shell 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
RHHBY vs. SHEL - Profitability Comparison
RHHBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Roche Holding AG reported a gross profit of 21.75B and revenue of 30.32B. Therefore, the gross margin over that period was 71.7%.
SHEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shell plc reported a gross profit of 13.31B and revenue of 69.57B. Therefore, the gross margin over that period was 19.1%.
RHHBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Roche Holding AG reported an operating income of 7.05B and revenue of 30.32B, resulting in an operating margin of 23.2%.
SHEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shell plc reported an operating income of 10.35B and revenue of 69.57B, resulting in an operating margin of 14.9%.
RHHBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Roche Holding AG reported a net income of 5.42B and revenue of 30.32B, resulting in a net margin of 17.9%.
SHEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shell plc reported a net income of 5.68B and revenue of 69.57B, resulting in a net margin of 8.2%.
Frequently Asked Questions
RHHBY and SHEL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RHHBY has higher volatility (8.10%) compared to SHEL (5.98%). In terms of maximum drawdown, RHHBY dropped -45.73% vs SHEL's -71.57%.
SHEL currently has the higher Sharpe Ratio (1.54 vs 1.01), 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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