RYCEY vs. NIXT
RYCEY (Rolls-Royce Holdings plc) is a stock, while NIXT (Research Affiliates Deletions ETF) is Mid Cap Value Equities fund tracking the Research Affiliates Deletions Index. Over the past year, RYCEY returned 33.75% vs 32.03% for NIXT. At a 0.34 correlation, their price movements are largely independent.
Performance
RYCEY vs. NIXT - Performance Comparison
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Returns By Period
In the year-to-date period, RYCEY achieves a 15.83% return, which is significantly lower than NIXT's 25.89% return.
RYCEY
- 1D
- -1.25%
- 1M
- -3.36%
- 6M
- 4.11%
- YTD
- 15.83%
- 1Y
- 33.75%
- 3Y*
- 111.25%
- 5Y*
- 68.92%
- 10Y*
- 7.64%
- ALL TIME*
- -11.47%
NIXT
- 1D
- -0.76%
- 1M
- 6.45%
- 6M
- 20.40%
- YTD
- 25.89%
- 1Y
- 32.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.03%
RYCEY vs. NIXT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 15.83% | 123.64% | 15.49% |
NIXT Research Affiliates Deletions ETF | 25.89% | 4.94% | 4.60% |
Correlation
The correlation between RYCEY and NIXT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024 | 0.34 |
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Return for Risk
RYCEY vs. NIXT — Risk / Return Rank
RYCEY
NIXT
RYCEY vs. NIXT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Research Affiliates Deletions ETF (NIXT). 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 | NIXT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.75 | -1.19 |
| Martin ratioReturn relative to average drawdown | 4.32 | 9.32 | -5.00 |
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Drawdowns
RYCEY vs. NIXT - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than NIXT's maximum drawdown of -27.75%. Use the drawdown chart below to compare losses from any high point for RYCEY and NIXT.
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Drawdown Indicators
| RYCEY | NIXT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -27.75% | -71.32% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -11.71% | -10.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | — | — |
Current DrawdownCurrent decline from peak | -77.01% | -1.29% | -75.72% |
Average DrawdownAverage peak-to-trough decline | -84.09% | -5.64% | -78.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.83% | 3.45% | +4.38% |
Volatility
RYCEY vs. NIXT - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 8.23% compared to Research Affiliates Deletions ETF (NIXT) at 5.19%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than NIXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCEY | NIXT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 5.19% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 33.05% | 14.63% | +18.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.40% | 21.09% | +17.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.23% | 23.02% | +20.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.27% | 23.02% | +26.25% |
Dividends
RYCEY vs. NIXT - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.70%, less than NIXT's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NIXT Research Affiliates Deletions ETF | 1.30% | 1.64% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RYCEY Rolls-Royce Holdings plc | 0.70% | 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 NIXT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (8.23%) compared to NIXT (5.19%). In terms of maximum drawdown, RYCEY dropped -99.07% vs NIXT's -27.75%.
NIXT currently has the higher Sharpe Ratio (1.53 vs 0.88), 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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