CCL vs RCL: returns, Sharpe ratio and drawdown

Over the past year, CCL returned -4.84% against -7.34% for RCL. Over five years, RCL averaged +26.82% a year, compared with +2.17% for CCL. CCL had the higher Sharpe ratio over the past year (0.05 vs -0.01), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -33.83% for RCL and -35.89% for CCL.