RYCEY vs. SAFRY
RYCEY (Rolls-Royce Holdings plc) and SAFRY (Safran SA) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, RYCEY returned 8.49%/yr vs 20.00%/yr for SAFRY. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
RYCEY vs. SAFRY - Performance Comparison
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Returns By Period
In the year-to-date period, RYCEY achieves a 12.43% return, which is significantly higher than SAFRY's 2.56% return. Over the past 10 years, RYCEY has underperformed SAFRY with an annualized return of 8.49%, while SAFRY has yielded a comparatively higher 20.00% annualized return.
RYCEY
- 1D
- 1.79%
- 1M
- 7.56%
- YTD
- 12.43%
- 6M
- 19.66%
- 1Y
- 46.06%
- 3Y*
- 113.04%
- 5Y*
- 61.46%
- 10Y*
- 8.49%
SAFRY
- 1D
- 1.37%
- 1M
- 7.84%
- YTD
- 2.56%
- 6M
- 4.12%
- 1Y
- 19.74%
- 3Y*
- 34.38%
- 5Y*
- 19.82%
- 10Y*
- 20.00%
RYCEY vs. SAFRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 12.43% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
SAFRY Safran SA | 2.56% | 61.48% | 24.75% | 42.67% | 2.63% | -13.43% | -8.37% | 31.49% | 17.99% | 46.30% |
Correlation
The correlation between RYCEY and SAFRY is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.55 |
The correlation between RYCEY and SAFRY shifts across timeframes, from 0.55 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
RYCEY:
$147.86B
SAFRY:
$147.50B
RYCEY:
£0.99
SAFRY:
€3.89
RYCEY:
13.26
SAFRY:
19.63
RYCEY:
0.03
SAFRY:
0.01
RYCEY:
2.77
SAFRY:
2.17
RYCEY:
40.55
SAFRY:
8.59
RYCEY:
£40.04B
SAFRY:
€58.78B
RYCEY:
£10.10B
SAFRY:
€22.83B
RYCEY:
£8.04B
SAFRY:
€6.39B
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Return for Risk
RYCEY vs. SAFRY — Risk / Return Rank
RYCEY
SAFRY
RYCEY vs. SAFRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Safran SA (SAFRY). 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 | SAFRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.81 | +1.32 |
| Martin ratioReturn relative to average drawdown | 5.98 | 2.06 | +3.91 |
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Drawdowns
RYCEY vs. SAFRY - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than SAFRY's maximum drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for RYCEY and SAFRY.
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Drawdown Indicators
| RYCEY | SAFRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -65.58% | -33.49% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -24.57% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -24.57% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -41.98% | -20.03% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -65.58% | -29.06% |
Current DrawdownCurrent decline from peak | -77.68% | -12.89% | -64.79% |
Average DrawdownAverage peak-to-trough decline | -84.15% | -12.25% | -71.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 9.60% | -1.87% |
Volatility
RYCEY vs. SAFRY - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) and Safran SA (SAFRY) have volatilities of 12.00% and 11.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCEY | SAFRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.00% | 11.51% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 32.70% | 28.81% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.88% | 32.78% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.48% | 29.83% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 35.32% | +14.03% |
Dividends
RYCEY vs. SAFRY - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.72%, less than SAFRY's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 0.72% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
SAFRY Safran SA | 1.11% | 0.93% | 1.09% | 0.83% | 0.42% | 0.43% | 0.00% | 1.32% | 1.60% | 1.60% | 4.16% | 1.98% |
Financials
RYCEY vs. SAFRY - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and Safran SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
RYCEY vs. SAFRY - Profitability Comparison
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%.
SAFRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Safran SA reported a gross profit of 1.96B and revenue of 16.20B. Therefore, the gross margin over that period was 12.1%.
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%.
SAFRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Safran SA reported an operating income of 1.91B and revenue of 16.20B, resulting in an operating margin of 11.8%.
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%.
SAFRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Safran SA reported a net income of 2.12B and revenue of 16.20B, resulting in a net margin of 13.1%.
Frequently Asked Questions
RYCEY and SAFRY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (12.00%) compared to SAFRY (11.51%). In terms of maximum drawdown, RYCEY dropped -99.07% vs SAFRY's -65.58%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs 0.61), 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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