RYCEY vs. GSG
RYCEY (Rolls-Royce Holdings plc) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 10 years, RYCEY returned 7.73%/yr vs 8.91%/yr for GSG. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
RYCEY vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, RYCEY achieves a 25.54% return, which is significantly lower than GSG's 38.94% return. Over the past 10 years, RYCEY has underperformed GSG with an annualized return of 7.73%, while GSG has yielded a comparatively higher 8.91% 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%
GSG
- 1D
- 0.28%
- 1M
- 12.94%
- 6M
- 25.75%
- YTD
- 38.94%
- 1Y
- 42.34%
- 3Y*
- 14.13%
- 5Y*
- 14.47%
- 10Y*
- 8.91%
- ALL TIME*
- -2.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.60M | $17.31M | $26.52M | |
| $76.52M | $69.38M | $55.87M |
RYCEY vs. GSG - 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% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 38.94% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between RYCEY and GSG is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.21 |
Correlation (3Y) Balances recent behavior with more history. | -0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.16 |
The correlation between RYCEY and GSG shifts across timeframes, from -0.21 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYCEY vs. GSG — Risk / Return Rank
RYCEY
GSG
RYCEY vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.16 | -0.30 |
| Martin ratioReturn relative to average drawdown | 5.12 | 6.99 | -1.87 |
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Drawdowns
RYCEY vs. GSG - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than GSG's maximum drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for RYCEY and GSG.
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Drawdown Indicators
| RYCEY | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -89.62% | -9.45% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -18.81% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -18.81% | -4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -29.12% | -32.89% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -57.64% | -37.00% |
Current DrawdownCurrent decline from peak | -75.08% | -58.05% | -17.03% |
Average DrawdownAverage peak-to-trough decline | -84.06% | -63.67% | -20.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 5.84% | +2.08% |
Volatility
RYCEY vs. GSG - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 11.43% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 8.11%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCEY | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.43% | 8.11% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 33.98% | 22.18% | +11.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.07% | 24.23% | +14.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.26% | 22.86% | +20.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.12% | 22.06% | +27.06% |
Dividends
RYCEY vs. GSG - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.65%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 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 | 0.65% | 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 GSG have a correlation of -0.21, 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 GSG (8.11%). In terms of maximum drawdown, RYCEY dropped -99.07% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (1.68 vs 1.06), 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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