RYAAY vs. EZJ.L
Compare and contrast key facts about Ryanair Holdings plc (RYAAY) and EasyJet plc (EZJ.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYAAY or EZJ.L.
Key characteristics
| RYAAY | EZJ.L | |
|---|---|---|
| YTD Return | -9.77% | 2.28% |
| 1Y Return | 5.42% | 21.87% |
| 3Y Return (Ann) | 1.64% | -3.96% |
| 5Y Return (Ann) | 6.96% | -13.03% |
| 10Y Return (Ann) | 7.26% | -6.21% |
| Sharpe Ratio | 0.25 | 0.70 |
| Sortino Ratio | 0.54 | 1.15 |
| Omega Ratio | 1.08 | 1.14 |
| Calmar Ratio | 0.24 | 0.32 |
| Martin Ratio | 0.51 | 1.67 |
| Ulcer Index | 17.00% | 13.29% |
| Daily Std Dev | 33.91% | 31.89% |
| Max Drawdown | -67.68% | -79.19% |
| Current Drawdown | -20.58% | -61.92% |
Fundamentals
| RYAAY | EZJ.L | |
|---|---|---|
| Market Cap | $24.74B | £3.93B |
| EPS | $1.88 | £0.49 |
| PE Ratio | 24.19 | 10.64 |
| PEG Ratio | 3.71 | 0.64 |
| Total Revenue (TTM) | $15.02B | £3.27B |
| Gross Profit (TTM) | $3.52B | £663.00M |
| EBITDA (TTM) | $1.60B | -£202.00M |
Correlation
The correlation between RYAAY and EZJ.L is 0.43, 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.
Performance
RYAAY vs. EZJ.L - Performance Comparison
In the year-to-date period, RYAAY achieves a -9.77% return, which is significantly lower than EZJ.L's 2.28% return. Over the past 10 years, RYAAY has outperformed EZJ.L with an annualized return of 7.26%, while EZJ.L has yielded a comparatively lower -6.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RYAAY vs. EZJ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) and EasyJet plc (EZJ.L). 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.
Dividends
RYAAY vs. EZJ.L - Dividend Comparison
RYAAY's dividend yield for the trailing twelve months is around 6.36%, more than EZJ.L's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYAAY Ryanair Holdings plc | 6.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.27% | 0.00% | 0.00% |
EZJ.L EasyJet plc | 0.87% | 0.00% | 0.00% | 0.00% | 6.28% | 4.89% | 4.40% | 4.36% | 6.52% | 3.10% | 5.52% | 1.66% |
Drawdowns
RYAAY vs. EZJ.L - Drawdown Comparison
The maximum RYAAY drawdown since its inception was -67.68%, smaller than the maximum EZJ.L drawdown of -79.19%. Use the drawdown chart below to compare losses from any high point for RYAAY and EZJ.L. For additional features, visit the drawdowns tool.
Volatility
RYAAY vs. EZJ.L - Volatility Comparison
Ryanair Holdings plc (RYAAY) has a higher volatility of 9.76% compared to EasyJet plc (EZJ.L) at 8.53%. This indicates that RYAAY's price experiences larger fluctuations and is considered to be riskier than EZJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RYAAY vs. EZJ.L - Financials Comparison
This section allows you to compare key financial metrics between Ryanair Holdings plc and EasyJet plc. 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