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RYAAY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.4

Performance

RYAAY vs. ^GSPC - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
4,280.09%
525.85%
RYAAY
^GSPC

Key characteristics

Sharpe Ratio

RYAAY:

-0.35

^GSPC:

0.24

Sortino Ratio

RYAAY:

-0.25

^GSPC:

0.47

Omega Ratio

RYAAY:

0.97

^GSPC:

1.07

Calmar Ratio

RYAAY:

-0.36

^GSPC:

0.24

Martin Ratio

RYAAY:

-0.67

^GSPC:

1.08

Ulcer Index

RYAAY:

19.56%

^GSPC:

4.25%

Daily Std Dev

RYAAY:

37.57%

^GSPC:

19.00%

Max Drawdown

RYAAY:

-67.68%

^GSPC:

-56.78%

Current Drawdown

RYAAY:

-20.52%

^GSPC:

-14.02%

Returns By Period

In the year-to-date period, RYAAY achieves a 5.99% return, which is significantly higher than ^GSPC's -10.18% return. Over the past 10 years, RYAAY has underperformed ^GSPC with an annualized return of 6.03%, while ^GSPC has yielded a comparatively higher 9.70% annualized return.


RYAAY

YTD

5.99%

1M

-3.28%

6M

1.70%

1Y

-12.79%

5Y*

15.08%

10Y*

6.03%

^GSPC

YTD

-10.18%

1M

-6.92%

6M

-9.92%

1Y

5.42%

5Y*

12.98%

10Y*

9.70%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RYAAY vs. ^GSPC — 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

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 5656
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6464
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. ^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.


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
^GSPC: 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
^GSPC: 0.47
The chart of Omega ratio for RYAAY, currently valued at 0.97, compared to the broader market0.501.001.502.00
RYAAY: 0.97
^GSPC: 1.07
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
^GSPC: 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
^GSPC: 1.08

The current RYAAY Sharpe Ratio is -0.35, which is lower than the ^GSPC Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of RYAAY and ^GSPC, 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
^GSPC

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.52%
-14.02%
RYAAY
^GSPC

Volatility

RYAAY vs. ^GSPC - Volatility Comparison

Ryanair Holdings plc (RYAAY) and S&P 500 (^GSPC) have volatilities of 14.27% and 13.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.27%
13.60%
RYAAY
^GSPC
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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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