TDG vs. RYCEY
TDG (TransDigm Group Incorporated) 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, TDG returned 22.72%/yr vs 8.49%/yr for RYCEY. At a 0.39 correlation, their price movements are largely independent.
Performance
TDG vs. RYCEY - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -5.55% return, which is significantly lower than RYCEY's 12.43% return. Over the past 10 years, TDG has outperformed RYCEY with an annualized return of 22.72%, while RYCEY has yielded a comparatively lower 8.49% annualized return.
TDG
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.51%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
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%
TDG vs. RYCEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
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 TDG and RYCEY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.39 |
Fundamentals
TDG:
$73.10B
RYCEY:
$147.86B
TDG:
$34.79
RYCEY:
£0.99
TDG:
36.10
RYCEY:
13.26
TDG:
1.07
RYCEY:
0.03
TDG:
7.69
RYCEY:
2.77
TDG:
$9.50B
RYCEY:
£40.04B
TDG:
$5.61B
RYCEY:
£10.10B
TDG:
$4.78B
RYCEY:
£8.04B
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Return for Risk
TDG vs. RYCEY — Risk / Return Rank
TDG
RYCEY
TDG vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) 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.
| TDG | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.13 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.44 | 5.98 | -6.42 |
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Drawdowns
TDG vs. RYCEY - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for TDG and RYCEY.
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Drawdown Indicators
| TDG | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -99.07% | +36.43% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -21.75% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -23.37% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -62.01% | +36.71% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | -94.64% | +32.00% |
Current DrawdownCurrent decline from peak | -17.18% | -77.68% | +60.50% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -84.15% | +76.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.75% | 7.73% | +7.02% |
Volatility
TDG vs. RYCEY - Volatility Comparison
The current volatility for TransDigm Group Incorporated (TDG) is 9.84%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 12.00%. This indicates that TDG experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDG | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.84% | 12.00% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 21.88% | 32.70% | -10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.32% | 37.88% | -9.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.96% | 43.48% | -15.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.83% | 49.35% | -15.52% |
Dividends
TDG vs. RYCEY - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.17%, 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% |
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% |
Financials
TDG vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated 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
TDG vs. RYCEY - Profitability Comparison
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
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%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
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%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
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
TDG and RYCEY have a correlation of 0.36, 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 TDG (9.84%). In terms of maximum drawdown, TDG dropped -62.64% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs -0.23), 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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