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RYAAY vs. DAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RYAAY and DAL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

RYAAY vs. DAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ryanair Holdings plc (RYAAY) and Delta Air Lines, Inc. (DAL). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
12.74%
62.35%
RYAAY
DAL

Key characteristics

Sharpe Ratio

RYAAY:

-0.53

DAL:

1.85

Sortino Ratio

RYAAY:

-0.53

DAL:

2.77

Omega Ratio

RYAAY:

0.93

DAL:

1.32

Calmar Ratio

RYAAY:

-0.50

DAL:

1.54

Martin Ratio

RYAAY:

-0.86

DAL:

5.90

Ulcer Index

RYAAY:

20.97%

DAL:

10.23%

Daily Std Dev

RYAAY:

34.37%

DAL:

32.56%

Max Drawdown

RYAAY:

-67.68%

DAL:

-81.73%

Current Drawdown

RYAAY:

-22.42%

DAL:

-5.82%

Fundamentals

Market Cap

RYAAY:

$23.89B

DAL:

$42.01B

EPS

RYAAY:

$3.13

DAL:

$5.33

PE Ratio

RYAAY:

14.25

DAL:

12.20

PEG Ratio

RYAAY:

2.71

DAL:

39.29

Total Revenue (TTM)

RYAAY:

$13.82B

DAL:

$61.64B

Gross Profit (TTM)

RYAAY:

$3.42B

DAL:

$13.81B

EBITDA (TTM)

RYAAY:

$2.48B

DAL:

$7.78B

Returns By Period

In the year-to-date period, RYAAY achieves a 3.46% return, which is significantly lower than DAL's 7.50% return. Over the past 10 years, RYAAY has outperformed DAL with an annualized return of 6.18%, while DAL has yielded a comparatively lower 4.45% annualized return.


RYAAY

YTD

3.46%

1M

7.06%

6M

12.75%

1Y

-16.69%

5Y*

5.36%

10Y*

6.18%

DAL

YTD

7.50%

1M

-1.19%

6M

62.35%

1Y

61.92%

5Y*

2.69%

10Y*

4.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RYAAY vs. DAL — Risk-Adjusted Performance Rank

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

RYAAY
The Risk-Adjusted Performance Rank of RYAAY is 2020
Overall Rank
The Sharpe Ratio Rank of RYAAY is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of RYAAY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of RYAAY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of RYAAY is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RYAAY is 2727
Martin Ratio Rank

DAL
The Risk-Adjusted Performance Rank of DAL is 8686
Overall Rank
The Sharpe Ratio Rank of DAL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DAL is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DAL is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DAL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DAL is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RYAAY vs. DAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) and Delta Air Lines, Inc. (DAL). 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.


Sharpe ratio
The chart of Sharpe ratio for RYAAY, currently valued at -0.53, compared to the broader market-2.000.002.00-0.531.85
The chart of Sortino ratio for RYAAY, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.006.00-0.532.77
The chart of Omega ratio for RYAAY, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.32
The chart of Calmar ratio for RYAAY, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.501.54
The chart of Martin ratio for RYAAY, currently valued at -0.86, compared to the broader market0.0010.0020.0030.00-0.865.90
RYAAY
DAL

The current RYAAY Sharpe Ratio is -0.53, which is lower than the DAL Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of RYAAY and DAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.53
1.85
RYAAY
DAL

Dividends

RYAAY vs. DAL - Dividend Comparison

RYAAY's dividend yield for the trailing twelve months is around 3.15%, more than DAL's 0.77% yield.


TTM20242023202220212020201920182017201620152014
RYAAY
Ryanair Holdings plc
3.15%4.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.40%0.00%
DAL
Delta Air Lines, Inc.
0.77%0.83%0.50%0.00%0.00%1.00%2.58%2.63%1.81%1.37%0.89%0.61%

Drawdowns

RYAAY vs. DAL - Drawdown Comparison

The maximum RYAAY drawdown since its inception was -67.68%, smaller than the maximum DAL drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for RYAAY and DAL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.42%
-5.82%
RYAAY
DAL

Volatility

RYAAY vs. DAL - Volatility Comparison

Ryanair Holdings plc (RYAAY) and Delta Air Lines, Inc. (DAL) have volatilities of 9.04% and 9.10%, 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.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%13.00%SeptemberOctoberNovemberDecember2025February
9.04%
9.10%
RYAAY
DAL

Financials

RYAAY vs. DAL - Financials Comparison

This section allows you to compare key financial metrics between Ryanair Holdings plc and Delta Air Lines, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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