PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.0
Correlation: 0.5

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.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
214.31%
126.00%
RYAAY
DAL

Key characteristics

Sharpe Ratio

RYAAY:

-0.35

DAL:

-0.24

Sortino Ratio

RYAAY:

-0.25

DAL:

-0.05

Omega Ratio

RYAAY:

0.97

DAL:

0.99

Calmar Ratio

RYAAY:

-0.36

DAL:

-0.24

Martin Ratio

RYAAY:

-0.67

DAL:

-0.68

Ulcer Index

RYAAY:

19.56%

DAL:

16.50%

Daily Std Dev

RYAAY:

37.57%

DAL:

46.78%

Max Drawdown

RYAAY:

-67.68%

DAL:

-81.73%

Current Drawdown

RYAAY:

-20.52%

DAL:

-40.70%

Fundamentals

Market Cap

RYAAY:

$24.28B

DAL:

$26.67B

EPS

RYAAY:

$3.38

DAL:

$5.64

PE Ratio

RYAAY:

13.51

DAL:

7.24

PEG Ratio

RYAAY:

2.95

DAL:

39.29

PS Ratio

RYAAY:

1.76

DAL:

0.43

PB Ratio

RYAAY:

2.63

DAL:

1.73

Total Revenue (TTM)

RYAAY:

$11.65B

DAL:

$61.93B

Gross Profit (TTM)

RYAAY:

$3.35B

DAL:

$14.95B

EBITDA (TTM)

RYAAY:

$2.64B

DAL:

$7.47B

Returns By Period

In the year-to-date period, RYAAY achieves a 5.99% return, which is significantly higher than DAL's -32.31% return. Over the past 10 years, RYAAY has outperformed DAL with an annualized return of 6.03%, while DAL has yielded a comparatively lower -0.02% annualized return.


RYAAY

YTD

5.99%

1M

-3.28%

6M

1.70%

1Y

-12.79%

5Y*

15.08%

10Y*

6.03%

DAL

YTD

-32.31%

1M

-14.45%

6M

-26.61%

1Y

-13.71%

5Y*

11.40%

10Y*

-0.02%

*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 3434
Overall Rank
The Sharpe Ratio Rank of RYAAY is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of RYAAY is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RYAAY is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RYAAY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of RYAAY is 4141
Martin Ratio Rank

DAL
The Risk-Adjusted Performance Rank of DAL is 3939
Overall Rank
The Sharpe Ratio Rank of DAL is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DAL is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DAL is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DAL is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DAL is 4040
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 -0.35, compared to the broader market-2.00-1.000.001.002.003.00
RYAAY: -0.35
DAL: -0.24
The chart of Sortino ratio for RYAAY, currently valued at -0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
RYAAY: -0.25
DAL: -0.05
The chart of Omega ratio for RYAAY, currently valued at 0.97, compared to the broader market0.501.001.502.00
RYAAY: 0.97
DAL: 0.99
The chart of Calmar ratio for RYAAY, currently valued at -0.36, compared to the broader market0.001.002.003.004.00
RYAAY: -0.36
DAL: -0.24
The chart of Martin ratio for RYAAY, currently valued at -0.67, compared to the broader market-5.000.005.0010.0015.0020.00
RYAAY: -0.67
DAL: -0.68

The current RYAAY Sharpe Ratio is -0.35, which is lower than the DAL Sharpe Ratio of -0.24. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.35
-0.24
RYAAY
DAL

Dividends

RYAAY vs. DAL - Dividend Comparison

RYAAY's dividend yield for the trailing twelve months is around 3.08%, more than DAL's 1.35% yield.


TTM20242023202220212020201920182017201620152014
RYAAY
Ryanair Holdings plc
3.08%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.
1.35%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.52%
-40.70%
RYAAY
DAL

Volatility

RYAAY vs. DAL - Volatility Comparison

The current volatility for Ryanair Holdings plc (RYAAY) is 14.27%, while Delta Air Lines, Inc. (DAL) has a volatility of 29.45%. This indicates that RYAAY experiences smaller price fluctuations and is considered to be less risky than DAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
14.27%
29.45%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab