PortfoliosLab logoPortfoliosLab logo
STRL vs. RYCEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STRL vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Construction Company, Inc. (STRL) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, STRL achieves a 191.24% return, which is significantly higher than RYCEY's 6.89% return. Over the past 10 years, STRL has outperformed RYCEY with an annualized return of 68.46%, while RYCEY has yielded a comparatively lower 7.82% annualized return.


STRL

1D
1.07%
1M
5.57%
YTD
191.24%
6M
174.74%
1Y
332.96%
3Y*
155.47%
5Y*
104.86%
10Y*
68.46%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRL vs. RYCEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STRL
Sterling Construction Company, Inc.
191.24%81.79%91.57%168.08%24.71%41.32%32.17%29.29%-33.11%92.43%
RYCEY
Rolls-Royce Holdings plc
6.89%123.64%88.21%253.27%-33.95%2.53%-82.05%-12.69%-7.35%40.70%

Correlation

The correlation between STRL and RYCEY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.34

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

0.37

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2014

0.29

Fundamentals

Market Cap

STRL:

$27.68B

RYCEY:

$140.58B

EPS

STRL:

$11.19

RYCEY:

$0.99

PE Ratio

STRL:

79.71

RYCEY:

16.89

PEG Ratio

STRL:

1.70

RYCEY:

0.03

PS Ratio

STRL:

9.58

RYCEY:

3.52

PB Ratio

STRL:

23.27

RYCEY:

51.66

Total Revenue (TTM)

STRL:

$2.88B

RYCEY:

$40.04B

Gross Profit (TTM)

STRL:

$664.66M

RYCEY:

$10.10B

EBITDA (TTM)

STRL:

$429.99M

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

STRL vs. RYCEY — Risk / Return Rank

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

STRL
STRL Risk / Return Rank: 9797
Overall Rank
STRL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STRL Sortino Ratio Rank: 9696
Sortino Ratio Rank
STRL Omega Ratio Rank: 9595
Omega Ratio Rank
STRL Calmar Ratio Rank: 9898
Calmar Ratio Rank
STRL Martin Ratio Rank: 9898
Martin Ratio Rank

RYCEY
RYCEY Risk / Return Rank: 7272
Overall Rank
RYCEY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7070
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 6767
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7373
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 7777
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.

STRL vs. RYCEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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.


STRLRYCEYDifference
Sharpe ratioReturn per unit of total volatility

+3.09

Sortino ratioReturn per unit of downside risk

+2.52

Omega ratioGain probability vs. loss probability

1.56

1.20

+0.36

Calmar ratioReturn relative to maximum drawdown

10.82

1.80

+9.02

Martin ratioReturn relative to average drawdown

30.19

5.11

+25.09

STRL vs. RYCEY - Sharpe Ratio Comparison

The current STRL Sharpe Ratio is 4.13, which is higher than the RYCEY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of STRL and RYCEY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


STRLRYCEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.13

1.04

+3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.85

1.39

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.29

0.16

+1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.23

+0.50

Drawdowns

STRL vs. RYCEY - Drawdown Comparison

The maximum STRL drawdown since its inception was -92.51%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for STRL and RYCEY.


Loading charts...

Drawdown Indicators


STRLRYCEYDifference

Max Drawdown

Largest peak-to-trough decline

-92.51%

-99.07%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-31.02%

-21.75%

-9.27%

Max Drawdown (3Y)

Largest decline over 3 years

-47.67%

-23.37%

-24.30%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

-62.01%

+14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-59.60%

-94.64%

+35.04%

Current Drawdown

Current decline from peak

-10.25%

-78.78%

+68.53%

Average Drawdown

Average peak-to-trough decline

-46.31%

-84.19%

+37.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

7.65%

+3.44%

Volatility

STRL vs. RYCEY - Volatility Comparison

Sterling Construction Company, Inc. (STRL) has a higher volatility of 24.22% compared to Rolls-Royce Holdings plc (RYCEY) at 11.26%. This indicates that STRL'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


STRLRYCEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.22%

11.26%

+12.96%

Volatility (6M)

Calculated over the trailing 6-month period

63.81%

32.56%

+31.25%

Volatility (1Y)

Calculated over the trailing 1-year period

81.49%

37.74%

+43.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.99%

43.44%

+13.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.42%

49.35%

+4.07%

Dividends

STRL vs. RYCEY - Dividend Comparison

STRL has not paid dividends to shareholders, while RYCEY's dividend yield for the trailing twelve months is around 0.76%.


PositionTTM20252024202320222021202020192018201720162015
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%
STRL
Sterling Construction Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

STRL vs. RYCEY - Financials Comparison

This section allows you to compare key financial metrics between Sterling Construction Company, Inc. 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
825.68M
11.64B
(STRL) Total Revenue
(RYCEY) Total Revenue
Values in USD except per share items

STRL vs. RYCEY - Profitability Comparison

The chart below illustrates the profitability comparison between Sterling Construction Company, Inc. and Rolls-Royce Holdings plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%20222023202420252026
23.5%
27.4%
Portfolio components
STRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.

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%.

STRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.

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%.

STRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.

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


STRL and RYCEY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STRL has higher volatility (24.22%) compared to RYCEY (11.26%). In terms of maximum drawdown, STRL dropped -92.51% vs RYCEY's -99.07%.

STRL currently has the higher Sharpe Ratio (4.13 vs 1.04), 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.

Portfolio Optimizer

Find the right allocation for STRL 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