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

Correlation

The correlation between RYCEY and META is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

RYCEY:

2.57

META:

0.93

Sortino Ratio

RYCEY:

3.20

META:

1.62

Omega Ratio

RYCEY:

1.46

META:

1.21

Calmar Ratio

RYCEY:

3.32

META:

1.12

Martin Ratio

RYCEY:

20.84

META:

3.45

Ulcer Index

RYCEY:

5.24%

META:

11.03%

Daily Std Dev

RYCEY:

40.47%

META:

37.10%

Max Drawdown

RYCEY:

-91.66%

META:

-76.74%

Current Drawdown

RYCEY:

0.00%

META:

-12.52%

Fundamentals

Market Cap

RYCEY:

$88.99B

META:

$1.65T

EPS

RYCEY:

$0.39

META:

$25.72

PE Ratio

RYCEY:

27.28

META:

25.64

PEG Ratio

RYCEY:

2.53

META:

2.17

PS Ratio

RYCEY:

4.71

META:

9.68

PB Ratio

RYCEY:

0.00

META:

8.96

Total Revenue (TTM)

RYCEY:

$8.86B

META:

$170.36B

Gross Profit (TTM)

RYCEY:

$2.11B

META:

$139.27B

EBITDA (TTM)

RYCEY:

$1.26B

META:

$86.47B

Returns By Period

In the year-to-date period, RYCEY achieves a 53.45% return, which is significantly higher than META's 10.07% return. Over the past 10 years, RYCEY has underperformed META with an annualized return of 6.05%, while META has yielded a comparatively higher 23.17% annualized return.


RYCEY

YTD

53.45%

1M

11.62%

6M

57.07%

1Y

102.91%

5Y*

54.15%

10Y*

6.05%

META

YTD

10.07%

1M

23.46%

6M

11.75%

1Y

34.20%

5Y*

25.22%

10Y*

23.17%

*Annualized

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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 9797
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9999
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8181
Overall Rank
The Sharpe Ratio Rank of META is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8080
Sortino Ratio Rank
The Omega Ratio Rank of META is 7878
Omega Ratio Rank
The Calmar Ratio Rank of META is 8585
Calmar Ratio Rank
The Martin Ratio Rank of META is 8181
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.


The current RYCEY Sharpe Ratio is 2.57, which is higher than the META Sharpe Ratio of 0.93. 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.


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Dividends

RYCEY vs. META - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.70%, more than META's 0.31% yield.


TTM20242023202220212020201920182017201620152014
RYCEY
Rolls-Royce Holdings plc
0.70%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.
0.31%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 -91.66%, 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.


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Volatility

RYCEY vs. META - Volatility Comparison

The current volatility for Rolls-Royce Holdings plc (RYCEY) is 6.79%, while Meta Platforms, Inc. (META) has a volatility of 12.89%. 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.


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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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
8.86B
42.31B
(RYCEY) Total Revenue
(META) Total Revenue
Values in USD except per share items