RL vs. RJF
Compare and contrast key facts about Ralph Lauren Corporation (RL) and Raymond James Financial, Inc. (RJF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RL or RJF.
Performance
RL vs. RJF - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with RL having a 49.05% return and RJF slightly higher at 49.76%. Over the past 10 years, RL has underperformed RJF with an annualized return of 3.60%, while RJF has yielded a comparatively higher 17.70% annualized return.
RL
49.05%
7.96%
23.40%
76.11%
16.90%
3.60%
RJF
49.76%
20.25%
32.21%
59.82%
24.88%
17.70%
Fundamentals
| RL | RJF | |
|---|---|---|
| Market Cap | $12.55B | $32.97B |
| EPS | $10.48 | $9.69 |
| PE Ratio | 19.29 | 16.74 |
| PEG Ratio | 2.12 | 1.90 |
| Total Revenue (TTM) | $6.74B | $14.34B |
| Gross Profit (TTM) | $4.55B | $13.02B |
| EBITDA (TTM) | $1.07B | $4.71B |
Key characteristics
| RL | RJF | |
|---|---|---|
| Sharpe Ratio | 2.35 | 2.45 |
| Sortino Ratio | 3.41 | 3.37 |
| Omega Ratio | 1.42 | 1.45 |
| Calmar Ratio | 3.82 | 3.35 |
| Martin Ratio | 10.37 | 9.84 |
| Ulcer Index | 7.34% | 6.08% |
| Daily Std Dev | 32.37% | 24.38% |
| Max Drawdown | -68.62% | -69.68% |
| Current Drawdown | -4.69% | 0.00% |
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Correlation
The correlation between RL and RJF is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
RL vs. RJF - Risk-Adjusted Performance 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.
Dividends
RL vs. RJF - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 1.48%, more than RJF's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 1.48% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% | 0.97% | 0.93% |
RJF Raymond James Financial, Inc. | 1.09% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% | 1.15% | 1.11% |
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. For additional features, visit the drawdowns tool.
Volatility
RL vs. RJF - Volatility Comparison
The current volatility for Ralph Lauren Corporation (RL) is 10.14%, while Raymond James Financial, Inc. (RJF) has a volatility of 11.22%. This indicates that RL experiences smaller price fluctuations and is considered to be less risky than RJF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RL vs. RJF - Financials Comparison
This section allows you to compare key financial metrics between Ralph Lauren Corporation and Raymond James Financial, 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.
Total Revenue: Total amount of money received from sales and other business activities