RL vs. RJF

Last updated Jun 4, 2026

RL (Ralph Lauren Corporation) and RJF (Raymond James Financial, Inc.) are both stocks. RL operates in Apparel Manufacturing (Consumer Cyclical), while RJF operates in Capital Markets (Financial Services). Over the past 10 years, RL returned 16.42%/yr vs 16.49%/yr for RJF. At a 0.42 correlation, their price movements are largely independent.

Performance

RL vs. RJF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ralph Lauren Corporation (RL) and Raymond James Financial, Inc. (RJF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RL achieves a 1.92% return, which is significantly higher than RJF's -8.09% return. Both investments have delivered pretty close results over the past 10 years, with RL having a 16.42% annualized return and RJF not far ahead at 16.49%.

RL

• 1D: -1.12%
• 1M: 1.45%
• YTD: 1.92%
• 6M: 0.89%
• 1Y: 29.03%
• 3Y*: 49.71%
• 5Y*: 26.99%
• 10Y*: 16.42%

RJF

• 1D: -0.13%
• 1M: -6.54%
• YTD: -8.09%
• 6M: -7.04%
• 1Y: 1.66%
• 3Y*: 17.49%
• 5Y*: 12.26%
• 10Y*: 16.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RL vs. RJF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RL Ralph Lauren Corporation	1.92%	55.03%	62.85%	39.82%	-8.41%	16.66%	-10.63%	16.07%	1.82%	17.53%
RJF Raymond James Financial, Inc.	-8.09%	4.74%	40.83%	6.12%	8.32%	59.48%	8.70%	22.80%	-15.65%	29.99%

Correlation

The correlation between RL and RJF is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jun 13, 1997	0.42

The correlation between RL and RJF shifts across timeframes, from 0.32 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap RL : $22.39B RJF : $29.36B
EPS RL : $15.08 RJF : $10.55
PE Ratio RL : 23.83 RJF : 13.89
PEG Ratio RL : 1.32 RJF : 1.19
PS Ratio RL : 2.76 RJF : 1.82
Total Revenue (TTM) RL : $8.11B RJF : $16.35B
Gross Profit (TTM) RL : $5.67B RJF : $6.99B
EBITDA (TTM) RL : $1.18B RJF : $1.40B

Return for Risk

RL vs. RJF — Risk / Return Rank

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

RL

RL Risk / Return Rank: 68
RL Sharpe Ratio Rank: 68
RL Sortino Ratio Rank: 64
RL Omega Ratio Rank: 60
RL Calmar Ratio Rank: 70
RL Martin Ratio Rank: 76

RJF

RJF Risk / Return Rank: 40
RJF Sharpe Ratio Rank: 43
RJF Sortino Ratio Rank: 35
RJF Omega Ratio Rank: 36
RJF Calmar Ratio Rank: 42
RJF Martin Ratio Rank: 42

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.

RL vs. RJF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) and Raymond James Financial, Inc. (RJF). 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.

	RL	RJF	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.07	+0.80
Sortino ratio Return per unit of downside risk	1.48	0.25	+1.24
Omega ratio Gain probability vs. loss probability	1.17	1.03	+0.14
Calmar ratio Return relative to maximum drawdown	1.65	0.09	+1.57
Martin ratio Return relative to average drawdown	5.27	0.18	+5.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RL vs. RJF - Sharpe Ratio Comparison

The current RL Sharpe Ratio is 0.87, which is higher than the RJF Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of RL and RJF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RL	RJF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.07	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.44	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.53	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.50	-0.25

Drawdowns

RL vs. RJF - Drawdown Comparison

The maximum RL drawdown since its inception was -68.62%, roughly equal to the maximum RJF drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for RL and RJF.

Drawdown Indicators

	RL	RJF	Difference
Max Drawdown Largest peak-to-trough decline	-68.62%	-69.68%	+1.06%
Max Drawdown (1Y) Largest decline over 1 year	-17.67%	-19.64%	+1.97%
Max Drawdown (3Y) Largest decline over 3 years	-36.18%	-28.12%	-8.06%
Max Drawdown (5Y) Largest decline over 5 years	-36.51%	-32.11%	-4.40%
Max Drawdown (10Y) Largest decline over 10 years	-55.14%	-45.59%	-9.55%
Current Drawdown Current decline from peak	-7.72%	-16.09%	+8.37%
Average Drawdown Average peak-to-trough decline	-24.13%	-14.63%	-9.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.58%	9.07%	-3.49%

Volatility

RL vs. RJF - Volatility Comparison

Ralph Lauren Corporation (RL) has a higher volatility of 16.58% compared to Raymond James Financial, Inc. (RJF) at 7.99%. This indicates that RL's price experiences larger fluctuations and is considered to be riskier than RJF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RL	RJF	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.58%	7.99%	+8.59%
Volatility (6M) Calculated over the trailing 6-month period	26.67%	19.42%	+7.25%
Volatility (1Y) Calculated over the trailing 1-year period	33.74%	24.50%	+9.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.96%	28.03%	+8.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.67%	30.96%	+7.71%

Dividends

RL vs. RJF - Dividend Comparison

RL's dividend yield for the trailing twelve months is around 1.02%, less than RJF's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RJF Raymond James Financial, Inc.	1.42%	1.25%	0.87%	1.53%	1.67%	1.04%	1.16%	1.93%	1.48%	0.74%	1.18%	1.28%
RL Ralph Lauren Corporation	1.02%	1.01%	1.40%	2.08%	2.78%	1.74%	0.66%	2.29%	2.30%	1.93%	2.21%	1.79%

Financials

RL vs. RJF - Profitability Comparison

The chart below illustrates the profitability comparison between Ralph Lauren Corporation and Raymond James Financial, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

RL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a gross profit of 1.38B and revenue of 1.98B. Therefore, the gross margin over that period was 69.7%.

RJF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported a gross profit of -3.74B and revenue of 4.26B. Therefore, the gross margin over that period was -87.6%.

RL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported an operating income of 156.80M and revenue of 1.98B, resulting in an operating margin of 7.9%.

RJF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported an operating income of -728.00M and revenue of 4.26B, resulting in an operating margin of -17.1%.

RL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a net income of 151.60M and revenue of 1.98B, resulting in a net margin of 7.7%.

RJF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported a net income of 544.00M and revenue of 4.26B, resulting in a net margin of 12.8%.

Frequently Asked Questions

Can I hold both RL and RJF in my portfolio?

RL and RJF have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RL or RJF?

RL has higher volatility (16.58%) compared to RJF (7.99%). In terms of maximum drawdown, RL dropped -68.62% vs RJF's -69.68%.

Which has better risk-adjusted returns?

RL currently has the higher Sharpe Ratio (0.87 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.