RR.L vs. BTC-USD
RR.L (Rolls-Royce Holdings PLC) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, RR.L returned 21.22%/yr vs 60.90%/yr for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
RR.L vs. BTC-USD - Performance Comparison
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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 10.33% return, which is significantly higher than BTC-USD's -27.31% return. Over the past 10 years, RR.L has underperformed BTC-USD with an annualized return of 21.22%, while BTC-USD has yielded a comparatively higher 60.90% 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%
BTC-USD
- 1D
- -1.08%
- 1M
- -20.99%
- YTD
- -27.31%
- 6M
- -31.69%
- 1Y
- -38.94%
- 3Y*
- 31.62%
- 5Y*
- 12.64%
- 10Y*
- 60.90%
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 | 10.33% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -15.32% | 0.80% | 32.64% |
BTC-USD Bitcoin | -27.31% | -12.95% | 125.81% | 140.73% | -59.81% | 60.91% | 292.68% | 86.71% | -73.15% | 1,284.82% |
Correlation
The correlation between RR.L and BTC-USD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.03 |
The correlation between RR.L and BTC-USD shifts across timeframes, from 0.03 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RR.L vs. BTC-USD — Risk / Return Rank
RR.L
BTC-USD
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 ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.86 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.78 | +3.03 |
| Martin ratioReturn relative to average drawdown | 6.29 | -1.39 | +7.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RR.L | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | -0.93 | +2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.53 | 0.23 | +1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.90 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.14 | -0.80 |
Drawdowns
RR.L vs. BTC-USD - Drawdown Comparison
The maximum RR.L drawdown since its inception was -89.20%, 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.
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Drawdown Indicators
| RR.L | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.20% | -84.19% | -5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -49.84% | +30.80% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -49.84% | +28.06% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -73.24% | +18.15% |
Max Drawdown (10Y)Largest decline over 10 years | -89.20% | -82.15% | -7.05% |
Current DrawdownCurrent decline from peak | -6.91% | -48.98% | +42.07% |
Average DrawdownAverage peak-to-trough decline | -22.66% | -40.26% | +17.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.81% | 33.59% | -26.78% |
Volatility
RR.L vs. BTC-USD - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 13.28% compared to Bitcoin (BTC-USD) at 10.38%. 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.
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Volatility by Period
| RR.L | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.28% | 10.38% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 30.84% | 33.67% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.95% | 34.71% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.02% | 44.81% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.57% | 56.04% | -7.47% |
Frequently Asked Questions
RR.L and BTC-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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