RYCEY vs. ^GSPC
Compare and contrast key facts about Rolls-Royce Holdings plc (RYCEY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYCEY or ^GSPC.
Correlation
The correlation between RYCEY and ^GSPC is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RYCEY vs. ^GSPC - Performance Comparison
Key characteristics
RYCEY:
2.43
^GSPC:
0.52
RYCEY:
3.29
^GSPC:
0.77
RYCEY:
1.41
^GSPC:
1.10
RYCEY:
2.37
^GSPC:
0.71
RYCEY:
20.84
^GSPC:
2.33
RYCEY:
4.23%
^GSPC:
3.09%
RYCEY:
36.24%
^GSPC:
13.96%
RYCEY:
-92.08%
^GSPC:
-56.78%
RYCEY:
-6.20%
^GSPC:
-8.32%
Returns By Period
In the year-to-date period, RYCEY achieves a 42.40% return, which is significantly higher than ^GSPC's -4.23% return. Over the past 10 years, RYCEY has underperformed ^GSPC with an annualized return of 6.74%, while ^GSPC has yielded a comparatively higher 10.57% annualized return.
RYCEY
42.40%
8.24%
45.42%
89.18%
48.41%
6.74%
^GSPC
-4.23%
-5.40%
-1.33%
7.42%
17.47%
10.57%
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Risk-Adjusted Performance
RYCEY vs. ^GSPC — Risk-Adjusted Performance Rank
RYCEY
^GSPC
RYCEY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) and S&P 500 (^GSPC). 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.
Drawdowns
RYCEY vs. ^GSPC - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -92.08%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RYCEY and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
RYCEY vs. ^GSPC - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 15.99% compared to S&P 500 (^GSPC) at 5.79%. This indicates that RYCEY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.