RYCEY vs. VONE
Compare and contrast key facts about Rolls-Royce Holdings plc (RYCEY) and Vanguard Russell 1000 ETF (VONE).
VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYCEY or VONE.
Key characteristics
| RYCEY | VONE | |
|---|---|---|
| YTD Return | 39.68% | 11.27% |
| 1Y Return | 179.37% | 28.28% |
| 3Y Return (Ann) | 53.93% | 9.39% |
| 5Y Return (Ann) | 1.19% | 14.66% |
| 10Y Return (Ann) | -1.84% | 12.70% |
| Sharpe Ratio | 4.52 | 2.52 |
| Daily Std Dev | 39.68% | 11.74% |
| Max Drawdown | -91.67% | -34.67% |
| Current Drawdown | -32.67% | -0.10% |
Correlation
The correlation between RYCEY and VONE is 0.44, 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. VONE - Performance Comparison
In the year-to-date period, RYCEY achieves a 39.68% return, which is significantly higher than VONE's 11.27% return. Over the past 10 years, RYCEY has underperformed VONE with an annualized return of -1.84%, while VONE has yielded a comparatively higher 12.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RYCEY vs. VONE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Vanguard Russell 1000 ETF (VONE). 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.
Dividends
RYCEY vs. VONE - Dividend Comparison
RYCEY has not paid dividends to shareholders, while VONE's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 0.00% | 0.00% | 0.00% | 0.00% | 128.87% | 1.71% | 1.46% | 1.35% | 1.92% | 4.01% | 2.72% | 1.50% |
VONE Vanguard Russell 1000 ETF | 1.28% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
RYCEY vs. VONE - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -91.67%, which is greater than VONE's maximum drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for RYCEY and VONE. For additional features, visit the drawdowns tool.
Volatility
RYCEY vs. VONE - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 9.56% compared to Vanguard Russell 1000 ETF (VONE) at 3.34%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.