RR.L vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Rolls-Royce Holdings PLC (RR.L) and Bitcoin (BTC-USD).

Performance

RR.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rolls-Royce Holdings PLC (RR.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

RR.L vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RR.L Rolls-Royce Holdings PLC	4.96%	104.79%	89.72%	221.57%	-24.15%	10.45%	-52.55%	-16.52%	-0.63%	30.69%
BTC-USD Bitcoin	-20.34%	-12.95%	125.81%	140.73%	-59.81%	60.91%	292.68%	86.71%	-73.15%	1,284.82%

Different Trading Currencies

RR.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RR.L achieves a 4.96% return, which is significantly higher than BTC-USD's -20.55% return. Over the past 10 years, RR.L has underperformed BTC-USD with an annualized return of 19.21%, while BTC-USD has yielded a comparatively higher 67.69% annualized return.

RR.L

• 1D: 6.63%
• 1M: -10.86%
• YTD: 4.96%
• 6M: 2.55%
• 1Y: 56.81%
• 3Y*: 101.66%
• 5Y*: 62.18%
• 10Y*: 19.21%

BTC-USD

• 1D: 0.00%
• 1M: 0.48%
• YTD: -20.55%
• 6M: -41.39%
• 1Y: -21.72%
• 3Y*: 30.74%
• 5Y*: 3.89%
• 10Y*: 67.69%

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

Return for Risk

RR.L vs. BTC-USD — 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: 85
RR.L Sharpe Ratio Rank: 87
RR.L Sortino Ratio Rank: 82
RR.L Omega Ratio Rank: 81
RR.L Calmar Ratio Rank: 87
RR.L Martin Ratio Rank: 90

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and Bitcoin (BTC-USD). 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.L	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	1.72	-0.50	+2.22
Sortino ratio Return per unit of downside risk	2.26	-0.47	+2.73
Omega ratio Gain probability vs. loss probability	1.30	0.95	+0.36
Calmar ratio Return relative to maximum drawdown	3.28	-1.07	+4.35
Martin ratio Return relative to average drawdown	11.35	-1.96	+13.31
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. BTC-USD - Sharpe Ratio Comparison

The current RR.L Sharpe Ratio is 1.72, which is higher than the BTC-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of RR.L and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RR.L	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	-0.50	+2.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.50	0.07	+1.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	1.00	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	1.21	-1.00

Correlation

The correlation between RR.L and BTC-USD is 0.03, 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.

Drawdowns

RR.L vs. BTC-USD - Drawdown Comparison

The maximum RR.L drawdown since its inception was -89.61%, which is greater than BTC-USD's maximum drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for RR.L and BTC-USD.

Drawdown Indicators

	RR.L	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-89.61%	-85.30%	-4.31%
Max Drawdown (1Y) Largest decline over 1 year	-18.82%	-49.65%	+30.83%
Max Drawdown (5Y) Largest decline over 5 years	-55.09%	-76.67%	+21.58%
Max Drawdown (10Y) Largest decline over 10 years	-89.41%	-83.80%	-5.61%
Current Drawdown Current decline from peak	-11.45%	-45.02%	+33.57%
Average Drawdown Average peak-to-trough decline	-39.26%	-41.99%	+2.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	27.60%	-22.16%

Volatility

RR.L vs. BTC-USD - Volatility Comparison

Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 16.03% compared to Bitcoin (BTC-USD) at 13.30%. This indicates that RR.L's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RR.L	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.03%	13.30%	+2.73%
Volatility (6M) Calculated over the trailing 6-month period	23.32%	35.05%	-11.73%
Volatility (1Y) Calculated over the trailing 1-year period	33.11%	36.16%	-3.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.39%	46.45%	-5.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.17%	56.08%	-7.91%