RYAAY vs. ^GSPC
Compare and contrast key facts about Ryanair Holdings plc (RYAAY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYAAY or ^GSPC.
Correlation
The correlation between RYAAY and ^GSPC is 0.38, 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.
Performance
RYAAY vs. ^GSPC - Performance Comparison
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Key characteristics
RYAAY:
-0.03
^GSPC:
0.44
RYAAY:
0.28
^GSPC:
0.79
RYAAY:
1.04
^GSPC:
1.12
RYAAY:
0.01
^GSPC:
0.48
RYAAY:
0.03
^GSPC:
1.85
RYAAY:
13.60%
^GSPC:
4.92%
RYAAY:
36.44%
^GSPC:
19.37%
RYAAY:
-67.68%
^GSPC:
-56.78%
RYAAY:
-13.35%
^GSPC:
-7.88%
Returns By Period
In the year-to-date period, RYAAY achieves a 15.55% return, which is significantly higher than ^GSPC's -3.77% return. Over the past 10 years, RYAAY has underperformed ^GSPC with an annualized return of 7.09%, while ^GSPC has yielded a comparatively higher 10.46% annualized return.
RYAAY
15.55%
17.34%
10.26%
-0.47%
19.26%
7.09%
^GSPC
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
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Risk-Adjusted Performance
RYAAY vs. ^GSPC — Risk-Adjusted Performance Rank
RYAAY
^GSPC
RYAAY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) and S&P 500 (^GSPC). 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.
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Drawdowns
RYAAY vs. ^GSPC - Drawdown Comparison
The maximum RYAAY drawdown since its inception was -67.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RYAAY and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
RYAAY vs. ^GSPC - Volatility Comparison
Ryanair Holdings plc (RYAAY) has a higher volatility of 8.06% compared to S&P 500 (^GSPC) at 6.82%. This indicates that RYAAY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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