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RYCEY vs. ATO.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RYCEY vs. ATO.PA - Performance Comparison

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

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Different Trading Currencies

RYCEY is traded in USD, while ATO.PA is traded in EUR. To make them comparable, the ATO.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RYCEY achieves a 12.43% return, which is significantly higher than ATO.PA's -31.93% return. Over the past 10 years, RYCEY has outperformed ATO.PA with an annualized return of 8.49%, while ATO.PA has yielded a comparatively lower -38.00% 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%

ATO.PA

1D
2.43%
1M
-8.19%
YTD
-31.93%
6M
-38.17%
1Y
-11.18%
3Y*
-66.90%
5Y*
-61.75%
10Y*
-38.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCEY vs. ATO.PA - 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%
ATO.PA
Atos SE
-31.93%118.88%-95.34%-19.30%-77.35%-53.41%9.53%37.33%-43.84%38.17%

Correlation

The correlation between RYCEY and ATO.PA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.08

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

0.19

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 ATO.PA shifts across timeframes, from 0.08 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RYCEY vs. ATO.PA — 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

ATO.PA
ATO.PA Risk / Return Rank: 3535
Overall Rank
ATO.PA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ATO.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
ATO.PA Omega Ratio Rank: 3535
Omega Ratio Rank
ATO.PA Calmar Ratio Rank: 3636
Calmar Ratio Rank
ATO.PA Martin Ratio Rank: 3535
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. ATO.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Atos SE (ATO.PA). 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.


RYCEYATO.PADifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.23

1.02

+0.21

Calmar ratioReturn relative to maximum drawdown

2.13

-0.23

+2.36

Martin ratioReturn relative to average drawdown

5.98

-0.42

+6.39

RYCEY vs. ATO.PA - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 1.22, which is higher than the ATO.PA Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of RYCEY and ATO.PA, 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. ATO.PA - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -99.07%, roughly equal to the maximum ATO.PA drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for RYCEY and ATO.PA.


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Drawdown Indicators


RYCEYATO.PADifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-99.86%

+0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-47.80%

+26.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-99.00%

+75.63%

Max Drawdown (5Y)

Largest decline over 5 years

-62.01%

-99.75%

+37.74%

Max Drawdown (10Y)

Largest decline over 10 years

-94.64%

-99.86%

+5.22%

Current Drawdown

Current decline from peak

-77.68%

-99.55%

+21.87%

Average Drawdown

Average peak-to-trough decline

-84.15%

-40.06%

-44.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

26.39%

-18.66%

Volatility

RYCEY vs. ATO.PA - Volatility Comparison

The current volatility for Rolls-Royce Holdings plc (RYCEY) is 12.00%, while Atos SE (ATO.PA) has a volatility of 15.93%. This indicates that RYCEY experiences smaller price fluctuations and is considered to be less risky than ATO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCEYATO.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.00%

15.93%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

32.70%

43.23%

-10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

37.88%

60.68%

-22.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.48%

127.66%

-84.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.35%

93.35%

-44.00%

Dividends

RYCEY vs. ATO.PA - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.72%, while ATO.PA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ATO.PA
Atos SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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. ATO.PA - Financials Comparison

This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and Atos SE. 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


Please note, different currencies. RYCEY values in GBP, ATO.PA values in EUR

Frequently Asked Questions


RYCEY and ATO.PA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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