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RYAAY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYAAY and VOO is 0.39, 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.


-0.50.00.51.00.4

Performance

RYAAY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ryanair Holdings plc (RYAAY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-2.56%
9.97%
RYAAY
VOO

Key characteristics

Sharpe Ratio

RYAAY:

-0.35

VOO:

2.22

Sortino Ratio

RYAAY:

-0.26

VOO:

2.95

Omega Ratio

RYAAY:

0.96

VOO:

1.42

Calmar Ratio

RYAAY:

-0.34

VOO:

3.27

Martin Ratio

RYAAY:

-0.66

VOO:

14.57

Ulcer Index

RYAAY:

18.32%

VOO:

1.90%

Daily Std Dev

RYAAY:

34.44%

VOO:

12.47%

Max Drawdown

RYAAY:

-67.68%

VOO:

-33.99%

Current Drawdown

RYAAY:

-22.37%

VOO:

-1.77%

Returns By Period

In the year-to-date period, RYAAY achieves a -11.81% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, RYAAY has underperformed VOO with an annualized return of 5.66%, while VOO has yielded a comparatively higher 13.12% annualized return.


RYAAY

YTD

-11.81%

1M

2.51%

6M

-0.52%

1Y

-12.77%

5Y*

6.35%

10Y*

5.66%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

RYAAY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.00-0.352.22
The chart of Sortino ratio for RYAAY, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.262.95
The chart of Omega ratio for RYAAY, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.42
The chart of Calmar ratio for RYAAY, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.27
The chart of Martin ratio for RYAAY, currently valued at -0.66, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6614.57
RYAAY
VOO

The current RYAAY Sharpe Ratio is -0.35, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of RYAAY and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.35
2.22
RYAAY
VOO

Dividends

RYAAY vs. VOO - Dividend Comparison

RYAAY's dividend yield for the trailing twelve months is around 5.25%, more than VOO's 1.23% 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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RYAAY vs. VOO - Drawdown Comparison

The maximum RYAAY drawdown since its inception was -67.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYAAY and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.37%
-1.77%
RYAAY
VOO

Volatility

RYAAY vs. VOO - Volatility Comparison

Ryanair Holdings plc (RYAAY) has a higher volatility of 7.72% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that RYAAY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.72%
3.78%
RYAAY
VOO
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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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