PortfoliosLab logo
RYCEY vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RYCEY and AAPL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

RYCEY vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rolls-Royce Holdings plc (RYCEY) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%NovemberDecember2025FebruaryMarchApril
972.16%
61,329.83%
RYCEY
AAPL

Key characteristics

Sharpe Ratio

RYCEY:

2.49

AAPL:

0.80

Sortino Ratio

RYCEY:

3.03

AAPL:

1.31

Omega Ratio

RYCEY:

1.43

AAPL:

1.19

Calmar Ratio

RYCEY:

2.80

AAPL:

0.79

Martin Ratio

RYCEY:

19.54

AAPL:

2.99

Ulcer Index

RYCEY:

5.20%

AAPL:

8.77%

Daily Std Dev

RYCEY:

40.74%

AAPL:

32.71%

Max Drawdown

RYCEY:

-91.66%

AAPL:

-81.80%

Current Drawdown

RYCEY:

-7.27%

AAPL:

-19.47%

Fundamentals

Market Cap

RYCEY:

$81.60B

AAPL:

$3.07T

EPS

RYCEY:

$0.39

AAPL:

$6.30

PE Ratio

RYCEY:

25.00

AAPL:

32.48

PEG Ratio

RYCEY:

2.28

AAPL:

2.01

PS Ratio

RYCEY:

4.32

AAPL:

7.77

PB Ratio

RYCEY:

0.00

AAPL:

46.04

Total Revenue (TTM)

RYCEY:

$8.86B

AAPL:

$305.01B

Gross Profit (TTM)

RYCEY:

$2.11B

AAPL:

$141.83B

EBITDA (TTM)

RYCEY:

$1.26B

AAPL:

$106.62B

Returns By Period

In the year-to-date period, RYCEY achieves a 40.84% return, which is significantly higher than AAPL's -16.70% return. Over the past 10 years, RYCEY has underperformed AAPL with an annualized return of 5.08%, while AAPL has yielded a comparatively higher 21.60% annualized return.


RYCEY

YTD

40.84%

1M

-5.74%

6M

36.69%

1Y

94.93%

5Y*

44.34%

10Y*

5.08%

AAPL

YTD

-16.70%

1M

-6.87%

6M

-9.43%

1Y

23.86%

5Y*

24.95%

10Y*

21.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RYCEY vs. AAPL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYCEY
The Risk-Adjusted Performance Rank of RYCEY is 9797
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9999
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7878
Overall Rank
The Sharpe Ratio Rank of AAPL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
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.

RYCEY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Apple Inc (AAPL). 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 chart of Sharpe ratio for RYCEY, currently valued at 2.49, compared to the broader market-2.00-1.000.001.002.003.00
RYCEY: 2.49
AAPL: 0.80
The chart of Sortino ratio for RYCEY, currently valued at 3.03, compared to the broader market-6.00-4.00-2.000.002.004.00
RYCEY: 3.03
AAPL: 1.31
The chart of Omega ratio for RYCEY, currently valued at 1.43, compared to the broader market0.501.001.502.00
RYCEY: 1.43
AAPL: 1.19
The chart of Calmar ratio for RYCEY, currently valued at 2.80, compared to the broader market0.001.002.003.004.005.00
RYCEY: 2.80
AAPL: 0.79
The chart of Martin ratio for RYCEY, currently valued at 19.54, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RYCEY: 19.54
AAPL: 2.99

The current RYCEY Sharpe Ratio is 2.49, which is higher than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of RYCEY and AAPL, 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 Ratio0.001.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
2.49
0.80
RYCEY
AAPL

Dividends

RYCEY vs. AAPL - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.77%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
RYCEY
Rolls-Royce Holdings plc
0.77%0.00%0.00%0.00%0.00%128.87%1.71%1.46%1.35%1.92%4.01%2.72%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

RYCEY vs. AAPL - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -91.66%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for RYCEY and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.27%
-19.47%
RYCEY
AAPL

Volatility

RYCEY vs. AAPL - Volatility Comparison

Rolls-Royce Holdings plc (RYCEY) and Apple Inc (AAPL) have volatilities of 22.57% and 22.62%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.57%
22.62%
RYCEY
AAPL

Financials

RYCEY vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and Apple Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items