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RYCEY vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, RYCEY achieves a 7.91% return, which is significantly higher than META's -5.54% return. Over the past 10 years, RYCEY has underperformed META with an annualized return of 7.64%, while META has yielded a comparatively higher 18.15% annualized return.


RYCEY

1D
-1.69%
1M
4.65%
YTD
7.91%
6M
17.47%
1Y
38.93%
3Y*
110.91%
5Y*
62.18%
10Y*
7.64%

META

1D
4.24%
1M
2.06%
YTD
-5.54%
6M
-2.44%
1Y
-6.29%
3Y*
32.06%
5Y*
13.70%
10Y*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCEY vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCEY
Rolls-Royce Holdings plc
7.91%123.64%88.21%253.27%-33.95%2.53%-82.05%-12.69%-7.35%40.70%
META
Meta Platforms, Inc.
-5.54%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 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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 8, 2014

0.27

Fundamentals

Market Cap

RYCEY:

$141.92B

META:

$1.60T

EPS

RYCEY:

$0.99

META:

$27.47

PE Ratio

RYCEY:

17.06

META:

22.68

PEG Ratio

RYCEY:

0.04

META:

0.93

PS Ratio

RYCEY:

3.56

META:

7.45

PB Ratio

RYCEY:

52.15

META:

6.55

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

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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: 7070
Overall Rank
RYCEY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 6868
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 6666
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7272
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 7575
Martin Ratio Rank

META
META Risk / Return Rank: 3232
Overall Rank
META Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
META Sortino Ratio Rank: 2929
Sortino Ratio Rank
META Omega Ratio Rank: 2929
Omega Ratio Rank
META Calmar Ratio Rank: 3434
Calmar Ratio Rank
META Martin Ratio Rank: 3434
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. 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.


RYCEYMETADifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.20

1.00

+0.20

Calmar ratioReturn relative to maximum drawdown

1.80

-0.19

+1.99

Martin ratioReturn relative to average drawdown

5.14

-0.41

+5.55

RYCEY vs. META - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 1.04, which is higher than the META Sharpe Ratio of -0.18. 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.


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Sharpe Ratios by Period


RYCEYMETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-0.18

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.44

0.31

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.47

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.56

-0.79

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.


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Drawdown Indicators


RYCEYMETADifference

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

-78.58%

-20.96%

-57.62%

Average Drawdown

Average peak-to-trough decline

-84.19%

-15.25%

-68.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

15.47%

-7.88%

Volatility

RYCEY vs. META - Volatility Comparison

Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 13.12% compared to Meta Platforms, Inc. (META) at 8.84%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCEYMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.12%

8.84%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

32.77%

26.58%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

37.76%

35.23%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.52%

43.99%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.34%

38.64%

+10.70%

Dividends

RYCEY vs. META - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.75%, more than META's 0.34% yield.


PositionTTM20252024202320222021202020192018201720162015
META
Meta Platforms, Inc.
0.34%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
0.75%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 - 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


10.00B20.00B30.00B40.00B50.00B60.00B202120222023202420252026
11.64B
56.31B
(RYCEY) Total Revenue
(META) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202120222023202420252026
27.4%
81.9%
Portfolio components
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%.

META - Gross Margin

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

META - Operating Margin

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

META - Net Margin

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


RYCEY and META have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYCEY has higher volatility (13.12%) compared to META (8.84%). In terms of maximum drawdown, RYCEY dropped -99.07% vs META's -76.74%.

RYCEY currently has the higher Sharpe Ratio (1.04 vs -0.18), 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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