RYCEY vs. META

Last updated Jul 11, 2026

RYCEY (Rolls-Royce Holdings plc) and META (Meta Platforms, Inc.) are both stocks. RYCEY operates in Aerospace & Defense (Industrials), while META operates in Internet Content & Information (Communication Services). Over the past 10 years, RYCEY returned 8.12%/yr vs 19.06%/yr for META. At a 0.27 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, RYCEY achieves a 23.43% return, which is significantly higher than META's 1.56% return. Over the past 10 years, RYCEY has underperformed META with an annualized return of 8.12%, while META has yielded a comparatively higher 19.06% annualized return.

RYCEY

• 1D: 0.05%
• 1M: 9.79%
• 6M: 9.32%
• YTD: 23.43%
• 1Y: 45.07%
• 3Y*: 118.99%
• 5Y*: 68.87%
• 10Y*: 8.12%

META

• 1D: 5.97%
• 1M: 18.14%
• 6M: 2.66%
• YTD: 1.56%
• 1Y: -6.43%
• 3Y*: 31.29%
• 5Y*: 14.01%
• 10Y*: 19.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCEY vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYCEY Rolls-Royce Holdings plc	23.43%	123.64%	88.21%	253.27%	-33.95%	2.53%	-82.05%	-12.69%	-7.35%	40.70%
META Meta Platforms, Inc.	1.56%	13.09%	66.05%	194.13%	-64.22%	23.13%	33.09%	56.57%	-25.71%	53.38%

Correlation

The correlation between RYCEY and META is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014	0.27

Fundamentals

Market Cap RYCEY : $161.31B META : $1.70T
EPS RYCEY : £0.99 META : $27.47
PE Ratio RYCEY : 14.47 META : 24.37
PEG Ratio RYCEY : 0.03 META : 1.00
PS Ratio RYCEY : 3.02 META : 8.00
PB Ratio RYCEY : 44.41 META : 7.04
Total Revenue (TTM) RYCEY : £40.04B META : $214.96B
Gross Profit (TTM) RYCEY : £10.10B META : $176.14B
EBITDA (TTM) RYCEY : £8.04B META : $106.31B

Return for Risk

RYCEY vs. META — Risk / Return Rank

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

RYCEY

RYCEY Risk / Return Rank: 78
RYCEY Sharpe Ratio Rank: 79
RYCEY Sortino Ratio Rank: 77
RYCEY Omega Ratio Rank: 74
RYCEY Calmar Ratio Rank: 80
RYCEY Martin Ratio Rank: 82

META

META Risk / Return Rank: 35
META Sharpe Ratio Rank: 37
META Sortino Ratio Rank: 33
META Omega Ratio Rank: 33
META Calmar Ratio Rank: 38
META Martin Ratio Rank: 37

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. META - Risk-Adjusted Trends 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.

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	META	Difference
Sharpe ratio: Return per unit of total volatility	1.17	-0.20	+1.37
Sortino ratio: Return per unit of downside risk	1.83	-0.03	+1.86
Omega ratio: Gain probability vs. loss probability	1.22	1.00	+0.22
Calmar ratio: Return relative to maximum drawdown	2.06	-0.23	+2.29
Martin ratio: Return relative to average drawdown	5.77	-0.44	+6.21

RYCEY vs. META - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 1.17, which is higher than the META Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of RYCEY and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RYCEY vs. META - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -99.07%, 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.

Drawdown Indicators

	RYCEY	META	Difference
Max Drawdown Largest peak-to-trough decline	-99.07%	-76.74%	-22.33%
Max Drawdown (1Y) Largest decline over 1 year	-21.75%	-33.30%	+11.55%
Max Drawdown (3Y) Largest decline over 3 years	-23.37%	-34.15%	+10.78%
Max Drawdown (5Y) Largest decline over 5 years	-62.01%	-76.74%	+14.73%
Max Drawdown (10Y) Largest decline over 10 years	-94.64%	-76.74%	-17.90%
Current Drawdown Current decline from peak	-75.50%	-15.01%	-60.49%
Average Drawdown Average peak-to-trough decline	-84.10%	-15.88%	-68.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.75%	17.46%	-9.71%

Volatility

RYCEY vs. META - Volatility Comparison

The current volatility for Rolls-Royce Holdings plc (RYCEY) is 9.37%, while Meta Platforms, Inc. (META) has a volatility of 16.03%. 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.

Volatility by Period

	RYCEY	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.37%	16.03%	-6.66%
Volatility (6M) Calculated over the trailing 6-month period	32.99%	30.87%	+2.12%
Volatility (1Y) Calculated over the trailing 1-year period	38.25%	38.42%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.42%	44.53%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.25%	38.96%	+10.29%

Dividends

RYCEY vs. META - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.66%, more than META's 0.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
META Meta Platforms, Inc.	0.31%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RYCEY Rolls-Royce Holdings plc	0.66%	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. META - Profitability Comparison

The chart below illustrates the profitability comparison between Rolls-Royce Holdings plc and Meta Platforms, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

RYCEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

RYCEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

RYCEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.

Frequently Asked Questions

Can I hold both RYCEY and META in my portfolio?

RYCEY and META have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYCEY or META?

META has higher volatility (16.03%) compared to RYCEY (9.37%). In terms of maximum drawdown, RYCEY dropped -99.07% vs META's -76.74%.

Which has better risk-adjusted returns?

RYCEY currently has the higher Sharpe Ratio (1.17 vs -0.20), 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.