RYCEY vs. ^GSPC
RYCEY (Rolls-Royce Holdings plc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, RYCEY returned 7.73%/yr vs 13.26%/yr for ^GSPC. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
RYCEY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, RYCEY achieves a 25.54% return, which is significantly higher than ^GSPC's 9.41% return. Over the past 10 years, RYCEY has underperformed ^GSPC with an annualized return of 7.73%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.
RYCEY
- 1D
- 0.00%
- 1M
- 0.10%
- 6M
- 17.33%
- YTD
- 25.54%
- 1Y
- 38.67%
- 3Y*
- 104.37%
- 5Y*
- 71.41%
- 10Y*
- 7.73%
- ALL TIME*
- -10.85%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
| $76.52M | $69.38M | $55.87M |
RYCEY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 25.54% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
^GSPC S&P 500 Index | 9.41% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between RYCEY and ^GSPC is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.44 |
The correlation between RYCEY and ^GSPC shifts across timeframes, from 0.43 (10 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RYCEY vs. ^GSPC — Risk / Return Rank
RYCEY
^GSPC
RYCEY vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and S&P 500 Index (^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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYCEY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.00 | -0.14 |
| Martin ratioReturn relative to average drawdown | 5.12 | 8.49 | -3.37 |
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Drawdowns
RYCEY vs. ^GSPC - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RYCEY and ^GSPC.
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Drawdown Indicators
| RYCEY | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -56.78% | -42.29% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -9.10% | -12.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -18.90% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -25.43% | -36.58% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -33.92% | -60.72% |
Current DrawdownCurrent decline from peak | -75.08% | -1.58% | -73.50% |
Average DrawdownAverage peak-to-trough decline | -84.06% | -10.70% | -73.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 2.14% | +5.78% |
Volatility
RYCEY vs. ^GSPC - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 11.43% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that RYCEY'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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Volatility by Period
| RYCEY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.43% | 3.51% | +7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 33.98% | 10.11% | +23.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.07% | 12.87% | +26.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.26% | 17.01% | +26.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.12% | 18.07% | +31.05% |
Frequently Asked Questions
RYCEY and ^GSPC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (11.43%) compared to ^GSPC (3.51%). In terms of maximum drawdown, RYCEY dropped -99.07% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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