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

Correlation

The correlation between RYAAY and STM is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

RYAAY vs. STM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ryanair Holdings plc (RYAAY) and STMicroelectronics N.V. (STM). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.56%
-36.56%
RYAAY
STM

Key characteristics

Sharpe Ratio

RYAAY:

-0.35

STM:

-1.28

Sortino Ratio

RYAAY:

-0.26

STM:

-1.94

Omega Ratio

RYAAY:

0.96

STM:

0.77

Calmar Ratio

RYAAY:

-0.34

STM:

-0.90

Martin Ratio

RYAAY:

-0.66

STM:

-1.57

Ulcer Index

RYAAY:

18.32%

STM:

31.28%

Daily Std Dev

RYAAY:

34.44%

STM:

38.52%

Max Drawdown

RYAAY:

-67.68%

STM:

-94.40%

Current Drawdown

RYAAY:

-22.37%

STM:

-52.80%

Fundamentals

Market Cap

RYAAY:

$24.59B

STM:

$23.24B

EPS

RYAAY:

$1.85

STM:

$2.43

PE Ratio

RYAAY:

24.56

STM:

10.65

PEG Ratio

RYAAY:

2.86

STM:

19.08

Total Revenue (TTM)

RYAAY:

$13.56B

STM:

$14.23B

Gross Profit (TTM)

RYAAY:

$3.26B

STM:

$5.92B

EBITDA (TTM)

RYAAY:

$2.72B

STM:

$4.10B

Returns By Period

In the year-to-date period, RYAAY achieves a -11.81% return, which is significantly higher than STM's -49.07% return. Over the past 10 years, RYAAY has underperformed STM with an annualized return of 5.66%, while STM has yielded a comparatively higher 14.40% annualized return.


RYAAY

YTD

-11.81%

1M

2.51%

6M

-0.52%

1Y

-12.77%

5Y*

6.35%

10Y*

5.66%

STM

YTD

-49.07%

1M

3.59%

6M

-36.65%

1Y

-49.06%

5Y*

-0.77%

10Y*

14.40%

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Risk-Adjusted Performance

RYAAY vs. STM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) and STMicroelectronics N.V. (STM). 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-4.00-2.000.002.00-0.35-1.28
The chart of Sortino ratio for RYAAY, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.26-1.94
The chart of Omega ratio for RYAAY, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.77
The chart of Calmar ratio for RYAAY, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.90
The chart of Martin ratio for RYAAY, currently valued at -0.66, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.66-1.57
RYAAY
STM

The current RYAAY Sharpe Ratio is -0.35, which is higher than the STM Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of RYAAY and STM, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.35
-1.28
RYAAY
STM

Dividends

RYAAY vs. STM - Dividend Comparison

RYAAY's dividend yield for the trailing twelve months is around 5.25%, more than STM's 1.31% yield.


TTM20232022202120202019201820172016201520142013
RYAAY
Ryanair Holdings plc
5.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.34%0.00%0.00%
STM
STMicroelectronics N.V.
1.31%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%4.25%

Drawdowns

RYAAY vs. STM - Drawdown Comparison

The maximum RYAAY drawdown since its inception was -67.68%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for RYAAY and STM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-22.37%
-52.80%
RYAAY
STM

Volatility

RYAAY vs. STM - Volatility Comparison

The current volatility for Ryanair Holdings plc (RYAAY) is 7.72%, while STMicroelectronics N.V. (STM) has a volatility of 8.41%. This indicates that RYAAY experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.72%
8.41%
RYAAY
STM

Financials

RYAAY vs. STM - Financials Comparison

This section allows you to compare key financial metrics between Ryanair Holdings plc and STMicroelectronics N.V.. 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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