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RVT vs. AAPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RVT vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Value Trust Inc. (RVT) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RVT achieves a 15.52% return, which is significantly higher than AAPL's 7.29% return. Over the past 10 years, RVT has underperformed AAPL with an annualized return of 13.17%, while AAPL has yielded a comparatively higher 29.36% annualized return.


RVT

1D
2.22%
1M
1.41%
YTD
15.52%
6M
15.09%
1Y
33.77%
3Y*
19.04%
5Y*
7.50%
10Y*
13.17%

AAPL

1D
-1.52%
1M
-3.03%
YTD
7.29%
6M
4.81%
1Y
48.78%
3Y*
17.21%
5Y*
18.59%
10Y*
29.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RVT vs. AAPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RVT
Royce Value Trust Inc.
15.52%11.54%17.93%18.79%-26.25%32.66%18.16%35.41%-20.70%30.63%
AAPL
Apple Inc
7.29%9.05%30.71%49.01%-26.40%34.65%82.31%88.96%-5.39%48.46%

Correlation

The correlation between RVT and AAPL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.37

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

0.47

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

0.46

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.31

The correlation between RVT and AAPL shifts across timeframes, from 0.31 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RVT:

$2.16B

AAPL:

$4.30T

EPS

RVT:

$4.02

AAPL:

$8.24

PE Ratio

RVT:

4.47

AAPL:

35.35

PS Ratio

RVT:

12.65

AAPL:

9.60

PB Ratio

RVT:

1.00

AAPL:

40.37

Total Revenue (TTM)

RVT:

$170.31M

AAPL:

$451.44B

Gross Profit (TTM)

RVT:

$304.06M

AAPL:

$216.07B

EBITDA (TTM)

RVT:

$439.27M

AAPL:

$153.63B

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Return for Risk

RVT vs. AAPL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RVT
RVT Risk / Return Rank: 8484
Overall Rank
RVT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RVT Sortino Ratio Rank: 8383
Sortino Ratio Rank
RVT Omega Ratio Rank: 8181
Omega Ratio Rank
RVT Calmar Ratio Rank: 8181
Calmar Ratio Rank
RVT Martin Ratio Rank: 8787
Martin Ratio Rank

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
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.

RVT vs. AAPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) and Apple Inc (AAPL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RVTAAPLDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

2.58

3.40

-0.83

Martin ratioReturn relative to average drawdown

9.08

8.47

+0.60

RVT vs. AAPL - Sharpe Ratio Comparison

The current RVT Sharpe Ratio is 1.71, which is comparable to the AAPL Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of RVT and AAPL, 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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Drawdowns

RVT vs. AAPL - Drawdown Comparison

The maximum RVT drawdown since its inception was -72.34%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for RVT and AAPL.


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Drawdown Indicators


RVTAAPLDifference

Max Drawdown

Largest peak-to-trough decline

-72.34%

-81.80%

+9.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-13.80%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-23.48%

-33.36%

+9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-32.79%

-33.36%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-47.18%

-38.52%

-8.66%

Current Drawdown

Current decline from peak

-2.59%

-7.64%

+5.05%

Average Drawdown

Average peak-to-trough decline

-11.29%

-29.59%

+18.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

5.53%

-2.07%

Volatility

RVT vs. AAPL - Volatility Comparison

Royce Value Trust Inc. (RVT) and Apple Inc (AAPL) have volatilities of 6.60% and 6.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RVTAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

6.73%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

16.53%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.35%

22.64%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.50%

27.52%

-5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.99%

28.92%

-5.93%

Dividends

RVT vs. AAPL - Dividend Comparison

RVT's dividend yield for the trailing twelve months is around 8.02%, more than AAPL's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.36%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
RVT
Royce Value Trust Inc.
8.02%8.82%8.04%7.35%9.95%8.52%6.44%7.45%10.68%7.17%7.62%10.54%

Financials

RVT vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Royce Value Trust Inc. and Apple Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B202120222023202420252026
132.59M
111.18B
(RVT) Total Revenue
(AAPL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RVT and AAPL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPL has higher volatility (6.73%) compared to RVT (6.60%). In terms of maximum drawdown, RVT dropped -72.34% vs AAPL's -81.80%.

AAPL currently has the higher Sharpe Ratio (2.07 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for RVT and AAPL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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