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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.


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.

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Key characteristics

Sharpe Ratio

RYAAY:

-0.03

^GSPC:

0.44

Sortino Ratio

RYAAY:

0.28

^GSPC:

0.79

Omega Ratio

RYAAY:

1.04

^GSPC:

1.12

Calmar Ratio

RYAAY:

0.01

^GSPC:

0.48

Martin Ratio

RYAAY:

0.03

^GSPC:

1.85

Ulcer Index

RYAAY:

13.60%

^GSPC:

4.92%

Daily Std Dev

RYAAY:

36.44%

^GSPC:

19.37%

Max Drawdown

RYAAY:

-67.68%

^GSPC:

-56.78%

Current Drawdown

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

YTD

15.55%

1M

17.34%

6M

10.26%

1Y

-0.47%

5Y*

19.26%

10Y*

7.09%

^GSPC

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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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 4949
Overall Rank
The Sharpe Ratio Rank of RYAAY is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RYAAY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of RYAAY is 4545
Omega Ratio Rank
The Calmar Ratio Rank of RYAAY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of RYAAY is 5151
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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.


The current RYAAY Sharpe Ratio is -0.03, which is lower than the ^GSPC Sharpe Ratio of 0.44. 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.


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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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