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RYCEY vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RYCEY vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rolls-Royce Holdings plc (RYCEY) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYCEY achieves a 12.43% return, which is significantly higher than AJG's -14.95% return. Over the past 10 years, RYCEY has underperformed AJG with an annualized return of 8.49%, while AJG has yielded a comparatively higher 18.56% annualized return.


RYCEY

1D
1.79%
1M
7.56%
YTD
12.43%
6M
19.66%
1Y
46.06%
3Y*
113.04%
5Y*
61.46%
10Y*
8.49%

AJG

1D
-1.00%
1M
14.28%
YTD
-14.95%
6M
-13.82%
1Y
-30.92%
3Y*
2.53%
5Y*
9.77%
10Y*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCEY vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCEY
Rolls-Royce Holdings plc
12.43%123.64%88.21%253.27%-33.95%2.53%-82.05%-12.69%-7.35%40.70%
AJG
Arthur J. Gallagher & Co.
-14.95%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Correlation

The correlation between RYCEY and AJG is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2014

0.23

The correlation between RYCEY and AJG shifts across timeframes, from -0.02 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

RYCEY:

£0.99

AJG:

$5.74

PE Ratio

RYCEY:

13.26

AJG:

38.12

PEG Ratio

RYCEY:

0.03

AJG:

3.95

PS Ratio

RYCEY:

2.77

AJG:

4.08

Total Revenue (TTM)

RYCEY:

£40.04B

AJG:

$13.94B

Gross Profit (TTM)

RYCEY:

£10.10B

AJG:

$7.63B

EBITDA (TTM)

RYCEY:

£8.04B

AJG:

$3.66B

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Return for Risk

RYCEY vs. AJG — Risk / Return Rank

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

RYCEY
RYCEY Risk / Return Rank: 7777
Overall Rank
RYCEY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 7373
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7878
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 8080
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 88
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 66
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1414
Calmar Ratio Rank
AJG Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYCEY vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Arthur J. Gallagher & Co. (AJG). 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.


RYCEYAJGDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.39

Omega ratioGain probability vs. loss probability

1.23

0.81

+0.42

Calmar ratioReturn relative to maximum drawdown

2.13

-0.76

+2.89

Martin ratioReturn relative to average drawdown

5.98

-1.30

+7.27

RYCEY vs. AJG - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 1.22, which is higher than the AJG Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of RYCEY and AJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYCEY vs. AJG - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -99.07%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for RYCEY and AJG.


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Drawdown Indicators


RYCEYAJGDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-57.49%

-41.58%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-40.64%

+18.89%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-44.40%

+21.03%

Max Drawdown (5Y)

Largest decline over 5 years

-62.01%

-44.40%

-17.61%

Max Drawdown (10Y)

Largest decline over 10 years

-94.64%

-44.40%

-50.24%

Current Drawdown

Current decline from peak

-77.68%

-36.46%

-41.22%

Average Drawdown

Average peak-to-trough decline

-84.15%

-12.83%

-71.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

23.87%

-16.14%

Volatility

RYCEY vs. AJG - Volatility Comparison

Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 12.00% compared to Arthur J. Gallagher & Co. (AJG) at 8.37%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCEYAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.00%

8.37%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

32.70%

22.48%

+10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

37.88%

27.85%

+10.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.48%

22.98%

+20.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.35%

23.08%

+26.27%

Dividends

RYCEY vs. AJG - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.72%, less than AJG's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.23%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
RYCEY
Rolls-Royce Holdings plc
0.72%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%

Financials

RYCEY vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and Arthur J. Gallagher & Co.. 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


2.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
11.64B
3.63B
(RYCEY) Total Revenue
(AJG) Total Revenue
Please note, different currencies. RYCEY values in GBP, AJG values in USD

RYCEY vs. AJG - Profitability Comparison

The chart below illustrates the profitability comparison between Rolls-Royce Holdings plc and Arthur J. Gallagher & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
27.4%
39.1%
Portfolio components
RYCEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.

AJG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.

RYCEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.

AJG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.

RYCEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.

AJG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.


Frequently Asked Questions


RYCEY and AJG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYCEY has higher volatility (12.00%) compared to AJG (8.37%). In terms of maximum drawdown, RYCEY dropped -99.07% vs AJG's -57.49%.

RYCEY currently has the higher Sharpe Ratio (1.22 vs -1.12), 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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