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MPen scales far better than mana by a long shot, and they can be used for other casters too.
I never built Spell Vamp on Ryze since Spell Vamp items are typically based on AP, which is not Ryze's thing. For spell vamp to be effective, you need to have taken damage but not been focused too hard. I prefer getting HP, since it's the same whether you combo someone after you've been hit or after and you're more resistant to burst. Also, easier to build with ROAs which are obscene on Ryze.