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RYI vs. RTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RYI and RTX is 0.35, 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.


-0.50.00.51.00.4

Performance

RYI vs. RTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ryerson Holding Corporation (RYI) and Raytheon Technologies Corporation (RTX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
23.03%
11.34%
RYI
RTX

Key characteristics

Sharpe Ratio

RYI:

-0.63

RTX:

2.30

Sortino Ratio

RYI:

-0.74

RTX:

3.47

Omega Ratio

RYI:

0.91

RTX:

1.44

Calmar Ratio

RYI:

-0.53

RTX:

3.46

Martin Ratio

RYI:

-0.90

RTX:

11.00

Ulcer Index

RYI:

34.52%

RTX:

3.81%

Daily Std Dev

RYI:

49.08%

RTX:

18.27%

Max Drawdown

RYI:

-81.24%

RTX:

-52.67%

Current Drawdown

RYI:

-47.07%

RTX:

-1.52%

Fundamentals

Market Cap

RYI:

$713.69M

RTX:

$171.55B

EPS

RYI:

$0.63

RTX:

$3.55

PE Ratio

RYI:

35.57

RTX:

36.28

PEG Ratio

RYI:

0.35

RTX:

1.34

Total Revenue (TTM)

RYI:

$3.59B

RTX:

$80.74B

Gross Profit (TTM)

RYI:

$637.80M

RTX:

$15.41B

EBITDA (TTM)

RYI:

$92.70M

RTX:

$10.98B

Returns By Period

In the year-to-date period, RYI achieves a 20.53% return, which is significantly higher than RTX's 10.57% return. Over the past 10 years, RYI has outperformed RTX with an annualized return of 13.42%, while RTX has yielded a comparatively lower 8.07% annualized return.


RYI

YTD

20.53%

1M

26.55%

6M

23.03%

1Y

-32.59%

5Y*

19.85%

10Y*

13.42%

RTX

YTD

10.57%

1M

10.38%

6M

11.34%

1Y

43.84%

5Y*

8.00%

10Y*

8.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RYI vs. RTX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYI
The Risk-Adjusted Performance Rank of RYI is 1717
Overall Rank
The Sharpe Ratio Rank of RYI is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of RYI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of RYI is 1616
Omega Ratio Rank
The Calmar Ratio Rank of RYI is 1515
Calmar Ratio Rank
The Martin Ratio Rank of RYI is 2626
Martin Ratio Rank

RTX
The Risk-Adjusted Performance Rank of RTX is 9494
Overall Rank
The Sharpe Ratio Rank of RTX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of RTX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of RTX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of RTX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of RTX is 9292
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.

RYI vs. RTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryerson Holding Corporation (RYI) and Raytheon Technologies Corporation (RTX). 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.


Sharpe ratio
The chart of Sharpe ratio for RYI, currently valued at -0.63, compared to the broader market-2.000.002.004.00-0.632.30
The chart of Sortino ratio for RYI, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.743.47
The chart of Omega ratio for RYI, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.44
The chart of Calmar ratio for RYI, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.533.46
The chart of Martin ratio for RYI, currently valued at -0.90, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-0.9011.00
RYI
RTX

The current RYI Sharpe Ratio is -0.63, which is lower than the RTX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of RYI and RTX, 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.63
2.30
RYI
RTX

Dividends

RYI vs. RTX - Dividend Comparison

RYI's dividend yield for the trailing twelve months is around 3.37%, more than RTX's 1.94% yield.


TTM20242023202220212020201920182017201620152014
RYI
Ryerson Holding Corporation
3.37%4.06%2.07%1.77%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RTX
Raytheon Technologies Corporation
1.94%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%

Drawdowns

RYI vs. RTX - Drawdown Comparison

The maximum RYI drawdown since its inception was -81.24%, which is greater than RTX's maximum drawdown of -52.67%. Use the drawdown chart below to compare losses from any high point for RYI and RTX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-47.07%
-1.52%
RYI
RTX

Volatility

RYI vs. RTX - Volatility Comparison

Ryerson Holding Corporation (RYI) has a higher volatility of 14.34% compared to Raytheon Technologies Corporation (RTX) at 7.13%. This indicates that RYI's price experiences larger fluctuations and is considered to be riskier than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.34%
7.13%
RYI
RTX

Financials

RYI vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between Ryerson Holding Corporation and Raytheon Technologies Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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