RR.L vs. PG
RR.L (Rolls-Royce Holdings PLC) and PG (The Procter & Gamble Company) are both stocks. RR.L operates in Aerospace & Defense (Industrials), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, RR.L returned 20.45%/yr vs 9.48%/yr for PG. At a 0.09 correlation, their price movements are largely independent.
Performance
RR.L vs. PG - Performance Comparison
Loading charts...
Different Trading Currencies
RR.L is traded in GBp, while PG is traded in USD. To make them comparable, the PG 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 9.96% return, which is significantly higher than PG's 4.80% return. Over the past 10 years, RR.L has outperformed PG with an annualized return of 20.45%, while PG has yielded a comparatively lower 9.48% annualized return.
RR.L
- 1D
- -0.08%
- 1M
- 3.21%
- YTD
- 9.96%
- 6M
- 14.23%
- 1Y
- 43.48%
- 3Y*
- 104.71%
- 5Y*
- 62.63%
- 10Y*
- 20.45%
PG
- 1D
- 0.00%
- 1M
- 2.28%
- YTD
- 4.80%
- 6M
- 7.34%
- 1Y
- -6.80%
- 3Y*
- 0.62%
- 5Y*
- 5.49%
- 10Y*
- 9.48%
RR.L vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 9.96% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -0.63% | 27.42% |
PG The Procter & Gamble Company | 3.74% | -18.51% | 19.30% | -5.81% | 6.24% | 21.66% | 10.80% | 34.39% | 9.71% | 2.95% |
Correlation
The correlation between RR.L and PG is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.09 |
The correlation between RR.L and PG shifts across timeframes, from -0.05 (5 years) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RR.L:
£105.78B
PG:
$350.63B
RR.L:
£0.99
PG:
$5.23
RR.L:
12.70
PG:
27.76
RR.L:
0.03
PG:
6.79
RR.L:
2.65
PG:
4.07
RR.L:
38.81
PG:
6.50
RR.L:
£40.12B
PG:
$86.72B
RR.L:
£10.12B
PG:
$43.64B
RR.L:
£9.20B
PG:
$22.63B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RR.L vs. PG — Risk / Return Rank
RR.L
PG
RR.L vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.96 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | -0.45 | +2.72 |
| Martin ratioReturn relative to average drawdown | 6.34 | -0.83 | +7.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RR.L | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | -0.36 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.49 | 0.30 | +1.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.47 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.52 | -0.22 |
Drawdowns
RR.L vs. PG - Drawdown Comparison
The maximum RR.L drawdown since its inception was -90.25%, which is greater than PG's maximum drawdown of -29.27%. Use the drawdown chart below to compare losses from any high point for RR.L and PG.
Loading charts...
Drawdown Indicators
| RR.L | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.25% | -29.27% | -60.98% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -15.31% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -26.20% | +4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -26.20% | -28.89% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | -27.95% | -61.46% |
Current DrawdownCurrent decline from peak | -7.22% | -19.80% | +12.58% |
Average DrawdownAverage peak-to-trough decline | -28.29% | -7.83% | -20.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.84% | 8.40% | -1.56% |
Volatility
RR.L vs. PG - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.59% compared to The Procter & Gamble Company (PG) at 7.40%. This indicates that RR.L's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RR.L | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 7.40% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 30.80% | 15.64% | +15.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.96% | 18.81% | +17.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.02% | 18.20% | +23.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.59% | 20.21% | +28.38% |
Dividends
RR.L vs. PG - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.75%, less than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
RR.L Rolls-Royce Holdings PLC | 0.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Financials
RR.L vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings PLC and The Procter & Gamble Company. 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
RR.L vs. PG - Profitability Comparison
RR.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
RR.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
RR.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
RR.L and PG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for RR.L and PG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer