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RYCEY vs. CUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RYCEY vs. CUKX.L

Last updated Jun 13, 2026

RYCEY (Rolls-Royce Holdings plc) is a stock, while CUKX.L (iShares FTSE 100 UCITS ETF) is fund fund tracking the FTSE 100 Index. Over the past 10 years, RYCEY returned 8.49%/yr vs 9.25%/yr for CUKX.L. At a 0.47 correlation, their price movements are largely independent.

Performance

RYCEY vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rolls-Royce Holdings plc (RYCEY) and iShares FTSE 100 UCITS ETF (CUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RYCEY is traded in USD, while CUKX.L is traded in GBp. To make them comparable, the CUKX.L 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 CUKX.L's 6.55% return. Over the past 10 years, RYCEY has underperformed CUKX.L with an annualized return of 8.49%, while CUKX.L has yielded a comparatively higher 9.25% 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%

CUKX.L

1D
1.38%
1M
0.56%
YTD
6.55%
6M
10.27%
1Y
19.71%
3Y*
17.56%
5Y*
10.61%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCEY vs. CUKX.L - 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%
CUKX.L
iShares FTSE 100 UCITS ETF		6.55%35.27%7.48%13.40%-6.25%16.41%-8.56%21.93%-14.20%23.16%

Correlation

The correlation between RYCEY and CUKX.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.55

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

0.43

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

0.48

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

0.46

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

0.47

The correlation between RYCEY and CUKX.L shifts across timeframes, from 0.43 (3 years) to 0.55 (1 year), reflecting how their relationship changes across market environments.

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Rolls-Royce Holdings plc

iShares FTSE 100 UCITS ETF

Often compared with RYCEY:
RYCEY vs. RR.LRYCEY vs. SMRRYCEY vs. RHM.DERYCEY vs. SPYRYCEY vs. BAESYRYCEY vs. VOORYCEY vs. AAPL
Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. S100.LCUKX.L vs. CPJ1.L

Return for Risk

RYCEY vs. CUKX.L — 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
CUKX.L
CUKX.L Risk / Return Rank: 6464
Overall Rank
CUKX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7171
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5353
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. CUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and iShares FTSE 100 UCITS ETF (CUKX.L). 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.

RYCEYCUKX.LDifference
Sharpe ratioReturn per unit of total volatility
1.22
1.45

-0.23

Sortino ratioReturn per unit of downside risk
1.90
2.07

-0.18

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

2.13

1.99

+0.13

Martin ratioReturn relative to average drawdown

5.98

6.60

-0.62

RYCEY vs. CUKX.L - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 1.22, which is comparable to the CUKX.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of RYCEY and CUKX.L, 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. CUKX.L - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -99.07%, which is greater than CUKX.L's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for RYCEY and CUKX.L.

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Drawdown Indicators

RYCEYCUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-42.20%

-56.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-9.84%

-11.91%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-13.17%

-10.20%

Max Drawdown (5Y)

Largest decline over 5 years

-62.01%

-26.11%

-35.90%

Max Drawdown (10Y)

Largest decline over 10 years

-94.64%

-42.20%

-52.44%

Current Drawdown

Current decline from peak

-77.68%

-3.70%

-73.98%

Average Drawdown

Average peak-to-trough decline

-84.15%

-7.71%

-76.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

2.98%

+4.75%

Volatility

RYCEY vs. CUKX.L - Volatility Comparison

Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 12.00% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 4.44%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RYCEYCUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.00%

4.44%

+7.56%

Volatility (6M)

Calculated over the trailing 6-month period

32.70%

11.41%

+21.29%

Volatility (1Y)

Calculated over the trailing 1-year period

37.88%

13.51%

+24.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.48%

16.48%

+27.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.35%

18.31%

+31.04%

Dividends

RYCEY vs. CUKX.L - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
CUKX.L
iShares FTSE 100 UCITS ETF		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%

Frequently Asked Questions

RYCEY and CUKX.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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