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RHM.DE vs. RYCEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RHM.DE and RYCEY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RHM.DE vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rheinmetall AG (RHM.DE) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RHM.DE:

5.80

RYCEY:

2.66

Sortino Ratio

RHM.DE:

5.53

RYCEY:

3.12

Omega Ratio

RHM.DE:

1.76

RYCEY:

1.46

Calmar Ratio

RHM.DE:

15.37

RYCEY:

3.52

Martin Ratio

RHM.DE:

36.35

RYCEY:

20.06

Ulcer Index

RHM.DE:

7.12%

RYCEY:

5.23%

Daily Std Dev

RHM.DE:

45.56%

RYCEY:

40.21%

Max Drawdown

RHM.DE:

-76.51%

RYCEY:

-91.66%

Current Drawdown

RHM.DE:

-0.68%

RYCEY:

-1.61%

Fundamentals

Market Cap

RHM.DE:

€84.11B

RYCEY:

$97.15B

EPS

RHM.DE:

€18.60

RYCEY:

$0.40

PE Ratio

RHM.DE:

101.34

RYCEY:

29.05

PEG Ratio

RHM.DE:

1.48

RYCEY:

2.70

PS Ratio

RHM.DE:

8.03

RYCEY:

5.13

PB Ratio

RHM.DE:

18.75

RYCEY:

0.00

Total Revenue (TTM)

RHM.DE:

€10.48B

RYCEY:

$8.86B

Gross Profit (TTM)

RHM.DE:

€5.32B

RYCEY:

$2.11B

EBITDA (TTM)

RHM.DE:

€1.86B

RYCEY:

$1.26B

Returns By Period

In the year-to-date period, RHM.DE achieves a 208.26% return, which is significantly higher than RYCEY's 64.50% return. Over the past 10 years, RHM.DE has outperformed RYCEY with an annualized return of 47.48%, while RYCEY has yielded a comparatively lower 7.24% annualized return.


RHM.DE

YTD

208.26%

1M

26.39%

6M

204.39%

1Y

258.95%

3Y*

117.87%

5Y*

94.50%

10Y*

47.48%

RYCEY

YTD

64.50%

1M

12.94%

6M

65.06%

1Y

103.88%

3Y*

121.29%

5Y*

51.48%

10Y*

7.24%

*Annualized

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Rheinmetall AG

Rolls-Royce Holdings plc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RHM.DE vs. RYCEY — Risk-Adjusted Performance Rank

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

RHM.DE
The Risk-Adjusted Performance Rank of RHM.DE is 9999
Overall Rank
The Sharpe Ratio Rank of RHM.DE is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of RHM.DE is 9999
Sortino Ratio Rank
The Omega Ratio Rank of RHM.DE is 9898
Omega Ratio Rank
The Calmar Ratio Rank of RHM.DE is 100100
Calmar Ratio Rank
The Martin Ratio Rank of RHM.DE is 100100
Martin Ratio Rank

RYCEY
The Risk-Adjusted Performance Rank of RYCEY is 9797
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RHM.DE vs. RYCEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.DE) and Rolls-Royce Holdings plc (RYCEY). 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.


The current RHM.DE Sharpe Ratio is 5.80, which is higher than the RYCEY Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of RHM.DE and RYCEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RHM.DE vs. RYCEY - Dividend Comparison

RHM.DE's dividend yield for the trailing twelve months is around 0.43%, less than RYCEY's 0.66% yield.


TTM20242023202220212020201920182017201620152014
RHM.DE
Rheinmetall AG
0.43%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
RYCEY
Rolls-Royce Holdings plc
0.66%0.00%0.00%0.00%0.00%128.87%1.71%1.46%1.35%1.92%4.01%2.72%

Drawdowns

RHM.DE vs. RYCEY - Drawdown Comparison

The maximum RHM.DE drawdown since its inception was -76.51%, smaller than the maximum RYCEY drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for RHM.DE and RYCEY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RHM.DE vs. RYCEY - Volatility Comparison

Rheinmetall AG (RHM.DE) has a higher volatility of 11.61% compared to Rolls-Royce Holdings plc (RYCEY) at 6.57%. This indicates that RHM.DE's price experiences larger fluctuations and is considered to be riskier than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

RHM.DE vs. RYCEY - Financials Comparison

This section allows you to compare key financial metrics between Rheinmetall AG 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B20212022202320242025
2.31B
8.86B
(RHM.DE) Total Revenue
(RYCEY) Total Revenue
Please note, different currencies. RHM.DE values in EUR, RYCEY values in USD