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RYCEY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYCEY and VOO is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

RYCEY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rolls-Royce Holdings plc (RYCEY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
234.76%
557.08%
RYCEY
VOO

Key characteristics

Sharpe Ratio

RYCEY:

2.49

VOO:

0.54

Sortino Ratio

RYCEY:

3.03

VOO:

0.88

Omega Ratio

RYCEY:

1.43

VOO:

1.13

Calmar Ratio

RYCEY:

2.81

VOO:

0.55

Martin Ratio

RYCEY:

19.54

VOO:

2.27

Ulcer Index

RYCEY:

5.20%

VOO:

4.55%

Daily Std Dev

RYCEY:

40.74%

VOO:

19.19%

Max Drawdown

RYCEY:

-91.66%

VOO:

-33.99%

Current Drawdown

RYCEY:

-7.27%

VOO:

-9.90%

Returns By Period

In the year-to-date period, RYCEY achieves a 40.83% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, RYCEY has underperformed VOO with an annualized return of 5.08%, while VOO has yielded a comparatively higher 12.07% annualized return.


RYCEY

YTD

40.83%

1M

-4.21%

6M

37.25%

1Y

100.39%

5Y*

44.39%

10Y*

5.08%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

RYCEY vs. VOO — 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 9696
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9999
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for RYCEY, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.00
RYCEY: 2.31
VOO: 0.54
The chart of Sortino ratio for RYCEY, currently valued at 2.87, compared to the broader market-6.00-4.00-2.000.002.004.00
RYCEY: 2.87
VOO: 0.88
The chart of Omega ratio for RYCEY, currently valued at 1.41, compared to the broader market0.501.001.502.00
RYCEY: 1.41
VOO: 1.13
The chart of Calmar ratio for RYCEY, currently valued at 2.59, compared to the broader market0.001.002.003.004.005.00
RYCEY: 2.59
VOO: 0.55
The chart of Martin ratio for RYCEY, currently valued at 17.97, compared to the broader market-5.000.005.0010.0015.0020.00
RYCEY: 17.97
VOO: 2.27

The current RYCEY Sharpe Ratio is 2.49, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of RYCEY and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
2.31
0.54
RYCEY
VOO

Dividends

RYCEY vs. VOO - Dividend Comparison

RYCEY's dividend yield for the trailing twelve months is around 0.76%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
RYCEY
Rolls-Royce Holdings plc
0.76%0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RYCEY vs. VOO - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -91.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYCEY and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.27%
-9.90%
RYCEY
VOO

Volatility

RYCEY vs. VOO - Volatility Comparison

Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 22.53% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.53%
13.96%
RYCEY
VOO