RYCEY vs. ^GSPC
Compare and contrast key facts about Rolls-Royce Holdings plc (RYCEY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYCEY or ^GSPC.
Correlation
The correlation between RYCEY and ^GSPC is 0.33, 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
RYCEY vs. ^GSPC - Performance Comparison
Key characteristics
RYCEY:
2.36
^GSPC:
0.58
RYCEY:
3.22
^GSPC:
0.86
RYCEY:
1.40
^GSPC:
1.11
RYCEY:
2.31
^GSPC:
0.80
RYCEY:
20.17
^GSPC:
2.64
RYCEY:
4.26%
^GSPC:
3.08%
RYCEY:
36.30%
^GSPC:
13.97%
RYCEY:
-92.08%
^GSPC:
-56.78%
RYCEY:
-7.86%
^GSPC:
-7.70%
Returns By Period
In the year-to-date period, RYCEY achieves a 39.87% return, which is significantly higher than ^GSPC's -3.58% return. Over the past 10 years, RYCEY has underperformed ^GSPC with an annualized return of 6.55%, while ^GSPC has yielded a comparatively higher 10.64% annualized return.
RYCEY
39.87%
0.95%
44.89%
89.17%
51.19%
6.55%
^GSPC
-3.58%
-3.06%
-0.68%
8.94%
17.98%
10.64%
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Risk-Adjusted Performance
RYCEY vs. ^GSPC — Risk-Adjusted Performance Rank
RYCEY
^GSPC
RYCEY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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.
Drawdowns
RYCEY vs. ^GSPC - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -92.08%, 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. For additional features, visit the drawdowns tool.
Volatility
RYCEY vs. ^GSPC - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 16.08% compared to S&P 500 (^GSPC) at 5.74%. 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.