RYCEY vs. SPGI
RYCEY (Rolls-Royce Holdings plc) and SPGI (S&P Global Inc.) are both stocks. RYCEY operates in Aerospace & Defense (Industrials), while SPGI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, RYCEY returned 8.49%/yr vs 15.70%/yr for SPGI. At a 0.27 correlation, their price movements are largely independent.
Performance
RYCEY vs. SPGI - 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 SPGI's -19.47% return. Over the past 10 years, RYCEY has underperformed SPGI with an annualized return of 8.49%, while SPGI has yielded a comparatively higher 15.70% 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%
SPGI
- 1D
- 1.35%
- 1M
- 3.28%
- YTD
- -19.47%
- 6M
- -16.00%
- 1Y
- -16.50%
- 3Y*
- 3.19%
- 5Y*
- 2.16%
- 10Y*
- 15.70%
RYCEY vs. SPGI - 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% |
SPGI S&P Global Inc. | -19.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between RYCEY and SPGI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.27 |
The correlation between RYCEY and SPGI shifts across timeframes, from 0.13 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RYCEY:
$147.86B
SPGI:
$124.67B
RYCEY:
£0.99
SPGI:
$15.79
RYCEY:
13.26
SPGI:
26.53
RYCEY:
0.03
SPGI:
3.47
RYCEY:
2.77
SPGI:
8.06
RYCEY:
40.55
SPGI:
3.98
RYCEY:
£40.04B
SPGI:
$15.73B
RYCEY:
£10.10B
SPGI:
$8.15B
RYCEY:
£8.04B
SPGI:
$7.83B
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Return for Risk
RYCEY vs. SPGI — Risk / Return Rank
RYCEY
SPGI
RYCEY vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and S&P Global Inc. (SPGI). 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 | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.91 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | -0.54 | +2.67 |
| Martin ratioReturn relative to average drawdown | 5.98 | -1.03 | +7.00 |
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Drawdowns
RYCEY vs. SPGI - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for RYCEY and SPGI.
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Drawdown Indicators
| RYCEY | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -74.67% | -24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -30.48% | +8.73% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -30.48% | +7.11% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -39.76% | -22.25% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -39.76% | -54.88% |
Current DrawdownCurrent decline from peak | -77.68% | -25.12% | -52.56% |
Average DrawdownAverage peak-to-trough decline | -84.15% | -15.23% | -68.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 16.07% | -8.34% |
Volatility
RYCEY vs. SPGI - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 12.00% compared to S&P Global Inc. (SPGI) at 7.62%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCEY | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.00% | 7.62% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 32.70% | 24.13% | +8.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.88% | 27.63% | +10.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.48% | 24.51% | +18.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 26.03% | +23.32% |
Dividends
RYCEY vs. SPGI - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.72%, less than SPGI's 0.92% 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% |
SPGI S&P Global Inc. | 0.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
RYCEY vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings plc and S&P Global 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.
Total Revenue: Total amount of money received from sales and other business activities
RYCEY vs. SPGI - 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%.
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
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%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
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%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
Frequently Asked Questions
RYCEY and SPGI have a correlation of 0.13, 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 SPGI (7.62%). In terms of maximum drawdown, RYCEY dropped -99.07% vs SPGI's -74.67%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs -0.60), 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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