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SINGY vs. RY4C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SINGY vs. RY4C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Airlines Ltd (SINGY) and Ryanair Holdings plc (RY4C.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SINGY is traded in USD, while RY4C.DE is traded in EUR. To make them comparable, the RY4C.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SINGY achieves a 10.58% return, which is significantly higher than RY4C.DE's -15.75% return. Over the past 10 years, SINGY has underperformed RY4C.DE with an annualized return of 1.94%, while RY4C.DE has yielded a comparatively higher 6.62% annualized return.


SINGY

1D
3.49%
1M
12.98%
YTD
10.58%
6M
11.77%
1Y
5.51%
3Y*
10.43%
5Y*
12.22%
10Y*
1.94%

RY4C.DE

1D
-0.38%
1M
7.46%
YTD
-15.75%
6M
-9.51%
1Y
12.10%
3Y*
18.62%
5Y*
8.80%
10Y*
6.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SINGY vs. RY4C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SINGY
Singapore Airlines Ltd
10.58%12.15%2.48%26.74%12.95%13.91%-41.19%0.43%-12.85%23.67%
RY4C.DE
Ryanair Holdings plc
-15.75%77.54%-3.31%56.74%-22.95%-16.13%26.84%37.82%-35.41%20.19%

Correlation

The correlation between SINGY and RY4C.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2009

0.19

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Return for Risk

SINGY vs. RY4C.DE — Risk / Return Rank

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

SINGY
SINGY Risk / Return Rank: 4848
Overall Rank
SINGY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SINGY Sortino Ratio Rank: 4444
Sortino Ratio Rank
SINGY Omega Ratio Rank: 4444
Omega Ratio Rank
SINGY Calmar Ratio Rank: 5050
Calmar Ratio Rank
SINGY Martin Ratio Rank: 4848
Martin Ratio Rank

RY4C.DE
RY4C.DE Risk / Return Rank: 4949
Overall Rank
RY4C.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RY4C.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
RY4C.DE Omega Ratio Rank: 4545
Omega Ratio Rank
RY4C.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
RY4C.DE Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SINGY vs. RY4C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Airlines Ltd (SINGY) and Ryanair Holdings plc (RY4C.DE). 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.


SINGYRY4C.DEDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.35

-0.02

Sortino ratio

Return per unit of downside risk

0.55

0.81

-0.26

Omega ratio

Gain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratio

Return relative to maximum drawdown

0.39

0.48

-0.09

Martin ratio

Return relative to average drawdown

0.60

1.18

-0.59

SINGY vs. RY4C.DE - Sharpe Ratio Comparison

The current SINGY Sharpe Ratio is 0.33, which is comparable to the RY4C.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SINGY and RY4C.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SINGYRY4C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.35

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.24

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.17

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.20

-0.09

Drawdowns

SINGY vs. RY4C.DE - Drawdown Comparison

The maximum SINGY drawdown since its inception was -65.58%, smaller than the maximum RY4C.DE drawdown of -69.77%. Use the drawdown chart below to compare losses from any high point for SINGY and RY4C.DE.


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Drawdown Indicators


SINGYRY4C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-69.77%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-25.18%

+10.96%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-36.09%

+11.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-52.33%

+27.77%

Max Drawdown (10Y)

Largest decline over 10 years

-64.77%

-60.98%

-3.79%

Current Drawdown

Current decline from peak

-5.12%

-16.92%

+11.80%

Average Drawdown

Average peak-to-trough decline

-23.27%

-23.98%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.20%

10.19%

-0.99%

Volatility

SINGY vs. RY4C.DE - Volatility Comparison

The current volatility for Singapore Airlines Ltd (SINGY) is 4.17%, while Ryanair Holdings plc (RY4C.DE) has a volatility of 13.56%. This indicates that SINGY experiences smaller price fluctuations and is considered to be less risky than RY4C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SINGYRY4C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

13.56%

-9.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

27.05%

-14.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

34.88%

-17.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

36.99%

-16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.36%

39.08%

-7.72%

Dividends

SINGY vs. RY4C.DE - Dividend Comparison

SINGY's dividend yield for the trailing twelve months is around 5.38%, more than RY4C.DE's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
RY4C.DE
Ryanair Holdings plc
1.69%1.53%1.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.49%
SINGY
Singapore Airlines Ltd
5.38%5.95%7.60%5.72%1.74%0.04%26.32%3.02%3.71%1.69%9.33%2.14%

Financials

SINGY vs. RY4C.DE - Financials Comparison

This section allows you to compare key financial metrics between Singapore Airlines Ltd and Ryanair 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.


Quarterly
Annual

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


Please note, different currencies. SINGY values in USD, RY4C.DE values in EUR

Frequently Asked Questions


SINGY and RY4C.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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