RWEOY vs. RYCEY

Last updated Jun 4, 2026

RWEOY (RWE AG PK) and RYCEY (Rolls-Royce Holdings plc) are both stocks. RWEOY operates in Utilities - Diversified (Utilities), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 10 years, RWEOY returned 20.00%/yr vs 7.64%/yr for RYCEY. At a 0.23 correlation, their price movements are largely independent.

Performance

RWEOY vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RWE AG PK (RWEOY) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RWEOY achieves a 27.04% return, which is significantly higher than RYCEY's 7.91% return. Over the past 10 years, RWEOY has outperformed RYCEY with an annualized return of 20.00%, while RYCEY has yielded a comparatively lower 7.64% annualized return.

RWEOY

• 1D: 3.51%
• 1M: -5.77%
• YTD: 27.04%
• 6M: 32.59%
• 1Y: 78.46%
• 3Y*: 19.63%
• 5Y*: 14.85%
• 10Y*: 20.00%

RYCEY

• 1D: -1.69%
• 1M: 4.65%
• YTD: 7.91%
• 6M: 17.47%
• 1Y: 38.93%
• 3Y*: 110.91%
• 5Y*: 62.18%
• 10Y*: 7.64%

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

RWEOY vs. RYCEY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RWEOY RWE AG PK	27.04%	86.95%	-33.35%	4.97%	11.02%	-1.31%	41.02%	43.23%	13.79%	64.11%
RYCEY Rolls-Royce Holdings plc	7.91%	123.64%	88.21%	253.27%	-33.95%	2.53%	-82.05%	-12.69%	-7.35%	40.70%

Correlation

The correlation between RWEOY and RYCEY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Jul 8, 2014	0.23

Fundamentals

Market Cap RWEOY : $47.23B RYCEY : $141.92B
EPS RWEOY : $3.24 RYCEY : $0.99
PE Ratio RWEOY : 20.52 RYCEY : 17.06
PEG Ratio RWEOY : 0.19 RYCEY : 0.04
PS Ratio RWEOY : 3.10 RYCEY : 3.56
PB Ratio RWEOY : 1.34 RYCEY : 52.15
Total Revenue (TTM) RWEOY : $15.56B RYCEY : $40.04B
Gross Profit (TTM) RWEOY : $2.56B RYCEY : $10.10B
EBITDA (TTM) RWEOY : $7.37B RYCEY : $8.04B

Return for Risk

RWEOY vs. RYCEY — Risk / Return Rank

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

RWEOY

RWEOY Risk / Return Rank: 94
RWEOY Sharpe Ratio Rank: 95
RWEOY Sortino Ratio Rank: 94
RWEOY Omega Ratio Rank: 93
RWEOY Calmar Ratio Rank: 94
RWEOY Martin Ratio Rank: 94

RYCEY

RYCEY Risk / Return Rank: 70
RYCEY Sharpe Ratio Rank: 72
RYCEY Sortino Ratio Rank: 68
RYCEY Omega Ratio Rank: 66
RYCEY Calmar Ratio Rank: 72
RYCEY Martin Ratio Rank: 75

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.

RWEOY vs. RYCEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RWE AG PK (RWEOY) and Rolls-Royce Holdings plc (RYCEY). 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.

	RWEOY	RYCEY	Difference
Sharpe ratio Return per unit of total volatility	3.05	1.04	+2.01
Sortino ratio Return per unit of downside risk	3.83	1.67	+2.16
Omega ratio Gain probability vs. loss probability	1.50	1.20	+0.30
Calmar ratio Return relative to maximum drawdown	6.65	1.80	+4.85
Martin ratio Return relative to average drawdown	17.45	5.14	+12.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RWEOY vs. RYCEY - Sharpe Ratio Comparison

The current RWEOY Sharpe Ratio is 3.05, which is higher than the RYCEY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of RWEOY and RYCEY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RWEOY	RYCEY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.05	1.04	+2.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	1.44	-0.90
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.16	+0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	-0.23	+0.24

Drawdowns

RWEOY vs. RYCEY - Drawdown Comparison

The maximum RWEOY drawdown since its inception was -90.01%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for RWEOY and RYCEY.

Drawdown Indicators

	RWEOY	RYCEY	Difference
Max Drawdown Largest peak-to-trough decline	-90.01%	-99.07%	+9.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.86%	-21.75%	+9.89%
Max Drawdown (3Y) Largest decline over 3 years	-34.95%	-23.37%	-11.58%
Max Drawdown (5Y) Largest decline over 5 years	-35.66%	-62.01%	+26.35%
Max Drawdown (10Y) Largest decline over 10 years	-42.67%	-94.64%	+51.97%
Current Drawdown Current decline from peak	-18.44%	-78.58%	+60.14%
Average Drawdown Average peak-to-trough decline	-58.40%	-84.19%	+25.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.51%	7.59%	-3.08%

Volatility

RWEOY vs. RYCEY - Volatility Comparison

The current volatility for RWE AG PK (RWEOY) is 8.57%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 13.12%. This indicates that RWEOY experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RWEOY	RYCEY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.57%	13.12%	-4.55%
Volatility (6M) Calculated over the trailing 6-month period	19.86%	32.77%	-12.91%
Volatility (1Y) Calculated over the trailing 1-year period	25.84%	37.76%	-11.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.87%	43.52%	-15.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.55%	49.34%	-18.79%

Dividends

RWEOY vs. RYCEY - Dividend Comparison

RWEOY's dividend yield for the trailing twelve months is around 2.09%, more than RYCEY's 0.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RWEOY RWE AG PK	2.09%	2.34%	3.68%	2.08%	2.13%	2.47%	1.52%	1.83%	6.13%	0.00%	0.00%	8.71%
RYCEY Rolls-Royce Holdings plc	0.75%	0.86%	0.00%	0.00%	0.00%	0.00%	5.51%	1.56%	1.32%	1.55%	4.19%	14.44%

Financials

RWEOY vs. RYCEY - Profitability Comparison

The chart below illustrates the profitability comparison between RWE AG PK and Rolls-Royce Holdings plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

RWEOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RWE AG PK reported a gross profit of 375.07M and revenue of 4.36B. Therefore, the gross margin over that period was 8.6%.

RYCEY - 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 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.

RWEOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RWE AG PK reported an operating income of 375.07M and revenue of 4.36B, resulting in an operating margin of 8.6%.

RYCEY - 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 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.

RWEOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RWE AG PK reported a net income of 20.33M and revenue of 4.36B, resulting in a net margin of 0.5%.

RYCEY - 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 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.

Frequently Asked Questions

Can I hold both RWEOY and RYCEY in my portfolio?

RWEOY and RYCEY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RWEOY or RYCEY?

RYCEY has higher volatility (13.12%) compared to RWEOY (8.57%). In terms of maximum drawdown, RWEOY dropped -90.01% vs RYCEY's -99.07%.

Which has better risk-adjusted returns?

RWEOY currently has the higher Sharpe Ratio (3.05 vs 1.04), 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.