SAFRY vs. RYCEY
SAFRY (Safran SA) and RYCEY (Rolls-Royce Holdings plc) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, SAFRY returned 20.00%/yr vs 8.49%/yr for RYCEY. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
SAFRY vs. RYCEY - Performance Comparison
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Returns By Period
In the year-to-date period, SAFRY achieves a 2.56% return, which is significantly lower than RYCEY's 12.43% return. Over the past 10 years, SAFRY has outperformed RYCEY with an annualized return of 20.00%, while RYCEY has yielded a comparatively lower 8.49% annualized return.
SAFRY
- 1D
- 1.37%
- 1M
- 7.84%
- YTD
- 2.56%
- 6M
- 4.12%
- 1Y
- 19.74%
- 3Y*
- 34.38%
- 5Y*
- 19.82%
- 10Y*
- 20.00%
RYCEY
- 1D
- 1.79%
- 1M
- 7.56%
- YTD
- 12.43%
- 6M
- 19.66%
- 1Y
- 46.06%
- 3Y*
- 113.04%
- 5Y*
- 61.46%
- 10Y*
- 8.49%
SAFRY vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAFRY Safran SA | 2.56% | 61.48% | 24.75% | 42.67% | 2.63% | -13.43% | -8.37% | 31.49% | 17.99% | 46.30% |
RYCEY Rolls-Royce Holdings plc | 12.43% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between SAFRY and RYCEY is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.55 |
The correlation between SAFRY and RYCEY shifts across timeframes, from 0.55 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SAFRY:
$147.50B
RYCEY:
$147.86B
SAFRY:
€3.89
RYCEY:
£0.99
SAFRY:
19.63
RYCEY:
13.26
SAFRY:
0.01
RYCEY:
0.03
SAFRY:
2.17
RYCEY:
2.77
SAFRY:
8.59
RYCEY:
40.55
SAFRY:
€58.78B
RYCEY:
£40.04B
SAFRY:
€22.83B
RYCEY:
£10.10B
SAFRY:
€6.39B
RYCEY:
£8.04B
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Return for Risk
SAFRY vs. RYCEY — Risk / Return Rank
SAFRY
RYCEY
SAFRY vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAFRY | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 2.13 | -1.32 |
| Martin ratioReturn relative to average drawdown | 2.06 | 5.98 | -3.91 |
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Drawdowns
SAFRY vs. RYCEY - Drawdown Comparison
The maximum SAFRY drawdown since its inception was -65.58%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for SAFRY and RYCEY.
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Drawdown Indicators
| SAFRY | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -99.07% | +33.49% |
Max Drawdown (1Y)Largest decline over 1 year | -24.57% | -21.75% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -23.37% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -41.98% | -62.01% | +20.03% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -94.64% | +29.06% |
Current DrawdownCurrent decline from peak | -12.89% | -77.68% | +64.79% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -84.15% | +71.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 7.73% | +1.87% |
Volatility
SAFRY vs. RYCEY - Volatility Comparison
Safran SA (SAFRY) and Rolls-Royce Holdings plc (RYCEY) have volatilities of 11.51% and 12.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAFRY | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.51% | 12.00% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 28.81% | 32.70% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.78% | 37.88% | -5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.83% | 43.48% | -13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.32% | 49.35% | -14.03% |
Dividends
SAFRY vs. RYCEY - Dividend Comparison
SAFRY's dividend yield for the trailing twelve months is around 1.11%, more than RYCEY's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 0.72% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
SAFRY Safran SA | 1.11% | 0.93% | 1.09% | 0.83% | 0.42% | 0.43% | 0.00% | 1.32% | 1.60% | 1.60% | 4.16% | 1.98% |
Financials
SAFRY vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Safran SA 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
SAFRY vs. RYCEY - Profitability Comparison
SAFRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Safran SA reported a gross profit of 1.96B and revenue of 16.20B. Therefore, the gross margin over that period was 12.1%.
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%.
SAFRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Safran SA reported an operating income of 1.91B and revenue of 16.20B, resulting in an operating margin of 11.8%.
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%.
SAFRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Safran SA reported a net income of 2.12B and revenue of 16.20B, resulting in a net margin of 13.1%.
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
SAFRY and RYCEY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (12.00%) compared to SAFRY (11.51%). In terms of maximum drawdown, SAFRY dropped -65.58% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs 0.61), 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.
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