RR.L vs. SAABY
RR.L (Rolls-Royce Holdings PLC) and SAABY (Saab AB (publ)) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 5 years, RR.L returned 64.29%/yr vs 52.90%/yr for SAABY. At a 0.11 correlation, their price movements are largely independent.
Performance
RR.L vs. SAABY - Performance Comparison
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Different Trading Currencies
RR.L is traded in GBp, while SAABY is traded in USD. To make them comparable, the SAABY 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 SAABY's -2.46% 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%
SAABY
- 1D
- 2.37%
- 1M
- -8.50%
- YTD
- -2.46%
- 6M
- 10.33%
- 1Y
- 12.07%
- 3Y*
- 54.29%
- 5Y*
- 52.90%
- 10Y*
- —
RR.L vs. SAABY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 10.33% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | 4.58% |
SAABY Saab AB (publ) | -2.46% | 157.79% | 42.30% | 39.72% | 87.16% | -48.31% | 67.30% |
Correlation
The correlation between RR.L and SAABY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2020 | 0.11 |
Over the past year, RR.L and SAABY have become more correlated (0.47) than their long-term average of 0.11, meaning their price movements have been converging.
Fundamentals
RR.L:
£106.14B
SAABY:
$30.41B
RR.L:
£0.99
SAABY:
$5.98
RR.L:
12.74
SAABY:
4.70
RR.L:
0.03
SAABY:
0.14
RR.L:
2.66
SAABY:
0.37
RR.L:
38.93
SAABY:
0.68
RR.L:
£40.12B
SAABY:
$82.29B
RR.L:
£10.12B
SAABY:
$17.87B
RR.L:
£9.20B
SAABY:
$9.44B
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Return for Risk
RR.L vs. SAABY — Risk / Return Rank
RR.L
SAABY
RR.L vs. SAABY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and Saab AB (publ) (SAABY). 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 | SAABY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 0.34 | +1.90 |
| Martin ratioReturn relative to average drawdown | 6.29 | 0.89 | +5.40 |
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 | SAABY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.25 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.53 | 1.14 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.75 | -0.40 |
Drawdowns
RR.L vs. SAABY - Drawdown Comparison
The maximum RR.L drawdown since its inception was -89.20%, which is greater than SAABY's maximum drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for RR.L and SAABY.
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Drawdown Indicators
| RR.L | SAABY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.20% | -54.94% | -34.26% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -35.47% | +16.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -35.47% | +13.69% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -35.47% | -19.62% |
Max Drawdown (10Y)Largest decline over 10 years | -89.20% | — | — |
Current DrawdownCurrent decline from peak | -6.91% | -29.45% | +22.54% |
Average DrawdownAverage peak-to-trough decline | -22.66% | -17.81% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.81% | 13.59% | -6.78% |
Volatility
RR.L vs. SAABY - Volatility Comparison
The current volatility for Rolls-Royce Holdings PLC (RR.L) is 13.28%, while Saab AB (publ) (SAABY) has a volatility of 15.95%. This indicates that RR.L experiences smaller price fluctuations and is considered to be less risky than SAABY 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 | SAABY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.28% | 15.95% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 30.84% | 31.53% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.95% | 48.59% | -12.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.02% | 46.71% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.57% | 57.47% | -8.90% |
Dividends
RR.L vs. SAABY - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.75%, more than SAABY's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAABY Saab AB (publ) | 0.42% | 0.36% | 0.73% | 0.84% | 1.24% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
RR.L vs. SAABY - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings PLC and Saab AB (publ). 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. SAABY - 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%.
SAABY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a gross profit of 4.48B and revenue of 19.16B. Therefore, the gross margin over that period was 23.4%.
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%.
SAABY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported an operating income of 1.91B and revenue of 19.16B, resulting in an operating margin of 10.0%.
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%.
SAABY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a net income of 1.44B and revenue of 19.16B, resulting in a net margin of 7.5%.
Frequently Asked Questions
RR.L and SAABY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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