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RR.L vs. ANRJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RR.L vs. ANRJ.L

Last updated Jun 5, 2026

RR.L (Rolls-Royce Holdings PLC) is a stock, while ANRJ.L (Amundi ETF MSCI Europe Energy UCITS ETF) is Energy Equities fund tracking the MSCI World/Energy NR USD. Over the past 10 years, RR.L returned 21.22%/yr vs 16.23%/yr for ANRJ.L. At a 0.36 correlation, their price movements are largely independent.

Performance

RR.L vs. ANRJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rolls-Royce Holdings PLC (RR.L) and Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RR.L achieves a 10.33% return, which is significantly lower than ANRJ.L's 27.53% return. Over the past 10 years, RR.L has outperformed ANRJ.L with an annualized return of 21.22%, while ANRJ.L has yielded a comparatively lower 16.23% annualized return.

RR.L

1D
0.40%
1M
5.09%
YTD
10.33%
6M
16.29%
1Y
42.96%
3Y*
105.84%
5Y*
64.29%
10Y*
21.22%

ANRJ.L

1D
-0.73%
1M
-1.44%
YTD
27.53%
6M
25.69%
1Y
66.23%
3Y*
33.07%
5Y*
28.76%
10Y*
16.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RR.L vs. ANRJ.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RR.L
Rolls-Royce Holdings PLC		10.33%104.79%89.72%221.57%-24.15%10.45%-52.55%-15.32%0.80%32.64%
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF		27.53%43.26%10.68%9.79%44.73%26.52%-27.94%3.65%0.61%9.59%

Correlation

The correlation between RR.L and ANRJ.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2012

0.36

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Rolls-Royce Holdings PLC

Amundi ETF MSCI Europe Energy UCITS ETF

Often compared with RR.L:
RR.L vs. RYCEYRR.L vs. RNMBYRR.L vs. COST.LRR.L vs. LUG.TORR.L vs. AVIO.MIRR.L vs. SAABYRR.L vs. BTC-USD
Often compared with ANRJ.L:
ANRJ.L vs. PMLP.LANRJ.L vs. ESGB.LANRJ.L vs. JEDG.LANRJ.L vs. AMEE.DEANRJ.L vs. JEDI.DEANRJ.L vs. SXR8.DEANRJ.L vs. DFNG.L

Return for Risk

RR.L vs. ANRJ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RR.L
RR.L Risk / Return Rank: 7575
Overall Rank
RR.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7070
Omega Ratio Rank
RR.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8080
Martin Ratio Rank
ANRJ.L
ANRJ.L Risk / Return Rank: 9595
Overall Rank
ANRJ.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ANRJ.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
ANRJ.L Omega Ratio Rank: 9494
Omega Ratio Rank
ANRJ.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
ANRJ.L Martin Ratio Rank: 9494
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.

RR.L vs. ANRJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L). 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.

RR.LANRJ.LDifference
Sharpe ratioReturn per unit of total volatility
1.19
4.01

-2.82

Sortino ratioReturn per unit of downside risk
1.86
5.12

-3.26

Omega ratioGain probability vs. loss probability

1.22

1.66

-0.44

Calmar ratioReturn relative to maximum drawdown

2.25

8.15

-5.91

Martin ratioReturn relative to average drawdown

6.29

26.14

-19.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RR.L vs. ANRJ.L - Sharpe Ratio Comparison

The current RR.L Sharpe Ratio is 1.19, which is lower than the ANRJ.L Sharpe Ratio of 4.01. The chart below compares the historical Sharpe Ratios of RR.L and ANRJ.L, 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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Sharpe Ratios by Period

RR.LANRJ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

4.01

-2.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

1.36

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.66

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.49

-0.14

Drawdowns

RR.L vs. ANRJ.L - Drawdown Comparison

The maximum RR.L drawdown since its inception was -89.20%, which is greater than ANRJ.L's maximum drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for RR.L and ANRJ.L.

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Drawdown Indicators

RR.LANRJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.20%

-57.08%

-32.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-8.08%

-10.96%

Max Drawdown (3Y)

Largest decline over 3 years

-21.78%

-13.17%

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-55.09%

-19.81%

-35.28%

Max Drawdown (10Y)

Largest decline over 10 years

-89.20%

-57.08%

-32.12%

Current Drawdown

Current decline from peak

-6.91%

-3.59%

-3.32%

Average Drawdown

Average peak-to-trough decline

-22.66%

-11.86%

-10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.81%

2.53%

+4.28%

Volatility

RR.L vs. ANRJ.L - Volatility Comparison

Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 13.28% compared to Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) at 6.93%. This indicates that RR.L's price experiences larger fluctuations and is considered to be riskier than ANRJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RR.LANRJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.28%

6.93%

+6.35%

Volatility (6M)

Calculated over the trailing 6-month period

30.84%

13.53%

+17.31%

Volatility (1Y)

Calculated over the trailing 1-year period

35.95%

16.43%

+19.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.02%

21.21%

+20.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.57%

24.69%

+23.88%

Dividends

RR.L vs. ANRJ.L - Dividend Comparison

RR.L's dividend yield for the trailing twelve months is around 0.75%, while ANRJ.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RR.L
Rolls-Royce Holdings PLC		0.75%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.43%3.07%1.83%4.31%

Frequently Asked Questions

RR.L and ANRJ.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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