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RYCEY vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RYCEY and META is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

RYCEY vs. META - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
22.76%
14.42%
RYCEY
META

Key characteristics

Sharpe Ratio

RYCEY:

2.70

META:

1.93

Sortino Ratio

RYCEY:

3.39

META:

2.82

Omega Ratio

RYCEY:

1.41

META:

1.38

Calmar Ratio

RYCEY:

1.61

META:

3.85

Martin Ratio

RYCEY:

21.80

META:

11.69

Ulcer Index

RYCEY:

3.92%

META:

6.07%

Daily Std Dev

RYCEY:

31.58%

META:

36.72%

Max Drawdown

RYCEY:

-91.67%

META:

-76.74%

Current Drawdown

RYCEY:

-9.21%

META:

-3.39%

Fundamentals

Market Cap

RYCEY:

$60.64B

META:

$1.48T

EPS

RYCEY:

$0.35

META:

$21.20

PE Ratio

RYCEY:

20.31

META:

27.62

PEG Ratio

RYCEY:

0.54

META:

1.31

Total Revenue (TTM)

RYCEY:

$8.86B

META:

$116.12B

Gross Profit (TTM)

RYCEY:

$2.11B

META:

$94.79B

EBITDA (TTM)

RYCEY:

$1.26B

META:

$58.27B

Returns By Period

In the year-to-date period, RYCEY achieves a 0.14% return, which is significantly lower than META's 4.31% return. Over the past 10 years, RYCEY has underperformed META with an annualized return of 3.67%, while META has yielded a comparatively higher 22.99% annualized return.


RYCEY

YTD

0.14%

1M

-4.43%

6M

22.76%

1Y

83.03%

5Y*

13.83%

10Y*

3.67%

META

YTD

4.31%

1M

-0.38%

6M

14.42%

1Y

71.52%

5Y*

23.05%

10Y*

22.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RYCEY vs. META — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYCEY
The Risk-Adjusted Performance Rank of RYCEY is 9494
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9898
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 9393
Overall Rank
The Sharpe Ratio Rank of META is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 9191
Sortino Ratio Rank
The Omega Ratio Rank of META is 9090
Omega Ratio Rank
The Calmar Ratio Rank of META is 9797
Calmar Ratio Rank
The Martin Ratio Rank of META is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RYCEY vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Meta Platforms, Inc. (META). 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.


Sharpe ratio
The chart of Sharpe ratio for RYCEY, currently valued at 2.70, compared to the broader market-4.00-2.000.002.002.701.93
The chart of Sortino ratio for RYCEY, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.003.392.82
The chart of Omega ratio for RYCEY, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.38
The chart of Calmar ratio for RYCEY, currently valued at 1.61, compared to the broader market0.002.004.006.001.613.85
The chart of Martin ratio for RYCEY, currently valued at 21.80, compared to the broader market-10.000.0010.0020.0021.8011.69
RYCEY
META

The current RYCEY Sharpe Ratio is 2.70, which is higher than the META Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of RYCEY and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.007.00AugustSeptemberOctoberNovemberDecember2025
2.70
1.93
RYCEY
META

Dividends

RYCEY vs. META - Dividend Comparison

RYCEY has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.33%.


TTM20242023202220212020201920182017201620152014
RYCEY
Rolls-Royce Holdings plc
0.00%0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%
META
Meta Platforms, Inc.
0.33%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RYCEY vs. META - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -91.67%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for RYCEY and META. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.21%
-3.39%
RYCEY
META

Volatility

RYCEY vs. META - Volatility Comparison

The current volatility for Rolls-Royce Holdings plc (RYCEY) is 6.96%, while Meta Platforms, Inc. (META) has a volatility of 8.49%. This indicates that RYCEY experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
6.96%
8.49%
RYCEY
META

Financials

RYCEY vs. META - Financials Comparison

This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and Meta Platforms, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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