SAABY vs. RYCEY
SAABY (Saab AB (publ)) and RYCEY (Rolls-Royce Holdings plc) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 5 years, SAABY returned 51.19%/yr vs 60.04%/yr for RYCEY. At a 0.19 correlation, their price movements are largely independent.
Performance
SAABY vs. RYCEY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SAABY achieves a -3.10% return, which is significantly lower than RYCEY's 6.89% return.
SAABY
- 1D
- 1.56%
- 1M
- -4.17%
- YTD
- -3.10%
- 6M
- 4.44%
- 1Y
- 6.53%
- 3Y*
- 60.83%
- 5Y*
- 51.19%
- 10Y*
- —
RYCEY
- 1D
- -0.24%
- 1M
- -0.36%
- YTD
- 6.89%
- 6M
- 11.28%
- 1Y
- 38.97%
- 3Y*
- 110.24%
- 5Y*
- 60.04%
- 10Y*
- 7.82%
SAABY vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SAABY Saab AB (publ) | -3.10% | 177.56% | 39.85% | 47.07% | 67.28% | -48.79% | 82.51% |
RYCEY Rolls-Royce Holdings plc | 6.89% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -61.41% |
Correlation
The correlation between SAABY and RYCEY is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2020 | 0.19 |
Over the past year, SAABY and RYCEY have become more correlated (0.52) than their long-term average of 0.19, meaning their price movements have been converging.
Fundamentals
SAABY:
$30.33B
RYCEY:
$140.58B
SAABY:
$5.98
RYCEY:
$0.99
SAABY:
4.69
RYCEY:
16.89
SAABY:
0.14
RYCEY:
0.03
SAABY:
0.37
RYCEY:
3.52
SAABY:
0.68
RYCEY:
51.66
SAABY:
$82.29B
RYCEY:
$40.04B
SAABY:
$17.87B
RYCEY:
$10.10B
SAABY:
$9.44B
RYCEY:
$8.04B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SAABY vs. RYCEY — Risk / Return Rank
SAABY
RYCEY
SAABY vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAABY) and Rolls-Royce Holdings plc (RYCEY). 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.
| SAABY | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.20 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.80 | -1.62 |
| Martin ratioReturn relative to average drawdown | 0.45 | 5.11 | -4.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SAABY | RYCEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.04 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 1.39 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | -0.23 | +1.00 |
Drawdowns
SAABY vs. RYCEY - Drawdown Comparison
The maximum SAABY drawdown since its inception was -52.75%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for SAABY and RYCEY.
Loading charts...
Drawdown Indicators
| SAABY | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -99.07% | +46.32% |
Max Drawdown (1Y)Largest decline over 1 year | -37.04% | -21.75% | -15.29% |
Max Drawdown (3Y)Largest decline over 3 years | -37.04% | -23.37% | -13.67% |
Max Drawdown (5Y)Largest decline over 5 years | -37.04% | -62.01% | +24.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.64% | — |
Current DrawdownCurrent decline from peak | -30.86% | -78.78% | +47.92% |
Average DrawdownAverage peak-to-trough decline | -16.93% | -84.19% | +67.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 7.65% | +6.93% |
Volatility
SAABY vs. RYCEY - Volatility Comparison
Saab AB (publ) (SAABY) has a higher volatility of 15.81% compared to Rolls-Royce Holdings plc (RYCEY) at 11.26%. This indicates that SAABY's price experiences larger fluctuations and is considered to be riskier than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SAABY | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.81% | 11.26% | +4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 32.56% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.42% | 37.74% | +11.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.99% | 43.44% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.54% | 49.35% | +8.19% |
Dividends
SAABY vs. RYCEY - Dividend Comparison
SAABY's dividend yield for the trailing twelve months is around 0.42%, less than RYCEY's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 0.76% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
SAABY Saab AB (publ) | 0.42% | 0.36% | 0.73% | 0.84% | 1.24% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SAABY vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Saab AB (publ) and Rolls-Royce Holdings plc. 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
SAABY vs. RYCEY - Profitability Comparison
SAABY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a gross profit of 4.48B and revenue of 19.16B. Therefore, the gross margin over that period was 23.4%.
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%.
SAABY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported an operating income of 1.91B and revenue of 19.16B, resulting in an operating margin of 10.0%.
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%.
SAABY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a net income of 1.44B and revenue of 19.16B, resulting in a net margin of 7.5%.
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%.
Frequently Asked Questions
SAABY and RYCEY have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAABY has higher volatility (15.81%) compared to RYCEY (11.26%). In terms of maximum drawdown, SAABY dropped -52.75% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.04 vs 0.13), 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.
Find the right allocation for SAABY and RYCEY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer