RYCEY vs. BAESY
RYCEY (Rolls-Royce Holdings plc) and BAESY (BAE Systems PLC) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, RYCEY returned 7.73%/yr vs 19.38%/yr for BAESY. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
RYCEY vs. BAESY - 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 BAESY's 23.61% return. Over the past 10 years, RYCEY has underperformed BAESY with an annualized return of 7.73%, while BAESY has yielded a comparatively higher 19.38% 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%
BAESY
- 1D
- 1.40%
- 1M
- 7.03%
- 6M
- 5.64%
- YTD
- 23.61%
- 1Y
- 17.81%
- 3Y*
- 35.46%
- 5Y*
- 31.96%
- 10Y*
- 19.38%
- ALL TIME*
- 10.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BAESY BAE Systems PLC | $23.88M | $27.59M | $30.48M |
| $76.52M | $69.38M | $55.87M |
RYCEY vs. BAESY - 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% |
BAESY BAE Systems PLC | 23.61% | 65.51% | 1.23% | 40.91% | 46.40% | 14.56% | -3.43% | 34.69% | -22.16% | 13.28% |
Correlation
The correlation between RYCEY and BAESY is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.42 |
The correlation between RYCEY and BAESY shifts across timeframes, from 0.38 (5 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
RYCEY:
$163.96B
BAESY:
$83.21B
RYCEY:
£0.99
BAESY:
£5.29
RYCEY:
14.69
BAESY:
15.96
RYCEY:
0.03
BAESY:
2.94
RYCEY:
3.06
BAESY:
1.17
RYCEY:
45.09
BAESY:
5.44
RYCEY:
£40.04B
BAESY:
£54.56B
RYCEY:
£10.10B
BAESY:
£19.72B
RYCEY:
£8.04B
BAESY:
£7.74B
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Return for Risk
RYCEY vs. BAESY — Risk / Return Rank
RYCEY
BAESY
RYCEY vs. BAESY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and BAE Systems PLC (BAESY). 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 | BAESY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.89 | +0.98 |
| Martin ratioReturn relative to average drawdown | 5.12 | 1.80 | +3.32 |
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Drawdowns
RYCEY vs. BAESY - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than BAESY's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for RYCEY and BAESY.
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Drawdown Indicators
| RYCEY | BAESY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -59.20% | -39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -23.59% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -23.59% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -23.59% | -38.42% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -42.13% | -52.51% |
Current DrawdownCurrent decline from peak | -75.08% | -7.69% | -67.39% |
Average DrawdownAverage peak-to-trough decline | -84.06% | -19.31% | -64.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 11.68% | -3.76% |
Volatility
RYCEY vs. BAESY - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 11.43% compared to BAE Systems PLC (BAESY) at 10.14%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than BAESY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCEY | BAESY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.43% | 10.14% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 33.98% | 25.13% | +8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.07% | 32.46% | +6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.26% | 28.50% | +14.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.12% | 27.62% | +21.50% |
Dividends
RYCEY vs. BAESY - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.65%, less than BAESY's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 1.71% | 1.90% | 2.79% | 2.40% | 3.09% | 4.46% | 7.05% | 3.66% | 4.93% | 5.71% | 6.26% | 4.38% |
RYCEY Rolls-Royce Holdings plc | 0.65% | 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. BAESY - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and BAE Systems PLC. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
RYCEY vs. BAESY - Profitability Comparison
RYCEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
BAESY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BAE Systems PLC reported a gross profit of 1.34B and revenue of 14.67B. Therefore, the gross margin over that period was 9.2%.
RYCEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
BAESY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BAE Systems PLC reported an operating income of 1.34B and revenue of 14.67B, resulting in an operating margin of 9.2%.
RYCEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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%.
BAESY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BAE Systems PLC reported a net income of 1.09B and revenue of 14.67B, resulting in a net margin of 7.4%.
Frequently Asked Questions
RYCEY and BAESY have a correlation of 0.50, 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 BAESY (10.14%). In terms of maximum drawdown, RYCEY dropped -99.07% vs BAESY's -59.20%.
RYCEY currently has the higher Sharpe Ratio (1.06 vs 0.65), 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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