RYCEY vs. CALM
RYCEY (Rolls-Royce Holdings plc) and CALM (Cal-Maine Foods, Inc.) are both stocks. RYCEY operates in Aerospace & Defense (Industrials), while CALM operates in Farm Products (Consumer Defensive). Over the past 10 years, RYCEY returned 8.49%/yr vs 9.86%/yr for CALM. At a 0.09 correlation, their price movements are largely independent.
Performance
RYCEY vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, RYCEY achieves a 12.43% return, which is significantly higher than CALM's -0.54% return. Over the past 10 years, RYCEY has underperformed CALM with an annualized return of 8.49%, while CALM has yielded a comparatively higher 9.86% 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%
CALM
- 1D
- -2.22%
- 1M
- -1.77%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -13.33%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
RYCEY vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CALM Cal-Maine Foods, Inc. | -0.54% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between RYCEY and CALM is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.09 |
The correlation between RYCEY and CALM shifts across timeframes, from -0.07 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RYCEY:
$147.86B
CALM:
$3.70B
RYCEY:
£0.99
CALM:
$14.48
RYCEY:
13.26
CALM:
5.39
RYCEY:
0.03
CALM:
0.00
RYCEY:
2.77
CALM:
1.08
RYCEY:
40.55
CALM:
1.37
RYCEY:
£40.04B
CALM:
$3.46B
RYCEY:
£10.10B
CALM:
$1.17B
RYCEY:
£8.04B
CALM:
$1.05B
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Return for Risk
RYCEY vs. CALM — Risk / Return Rank
RYCEY
CALM
RYCEY vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Cal-Maine Foods, Inc. (CALM). 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 | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.95 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | -0.36 | +2.49 |
| Martin ratioReturn relative to average drawdown | 5.98 | -0.56 | +6.53 |
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Drawdowns
RYCEY vs. CALM - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than CALM's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for RYCEY and CALM.
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Drawdown Indicators
| RYCEY | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -74.08% | -24.99% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -37.00% | +15.25% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -37.00% | +13.63% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -37.00% | -25.01% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -39.12% | -55.52% |
Current DrawdownCurrent decline from peak | -77.68% | -31.17% | -46.51% |
Average DrawdownAverage peak-to-trough decline | -84.15% | -30.31% | -53.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 23.95% | -16.22% |
Volatility
RYCEY vs. CALM - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 12.00% compared to Cal-Maine Foods, Inc. (CALM) at 6.31%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCEY | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.00% | 6.31% | +5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 32.70% | 20.43% | +12.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.88% | 33.03% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.48% | 32.61% | +10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 31.13% | +18.22% |
Dividends
RYCEY vs. CALM - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.72%, less than CALM's 6.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
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. CALM - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and Cal-Maine Foods, 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.
Total Revenue: Total amount of money received from sales and other business activities
RYCEY vs. CALM - Profitability Comparison
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%.
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
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%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
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%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
Frequently Asked Questions
RYCEY and CALM have a correlation of -0.07, 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 CALM (6.31%). In terms of maximum drawdown, RYCEY dropped -99.07% vs CALM's -74.08%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs -0.41), 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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