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BT Group plc (BT-A.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB0030913577
SectorCommunication Services
IndustryTelecom Services

Highlights

Market Cap£10.49B
EPS£0.18
PE Ratio5.86
PEG Ratio2.51
Revenue (TTM)£20.72B
Gross Profit (TTM)£8.60B
EBITDA (TTM)£6.66B
Year Range£101.70 - £150.05
Target Price£173.31

Share Price Chart


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BT Group plc

Popular comparisons: BT-A.L vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in BT Group plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
-3.34%
20.01%
BT-A.L (BT Group plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

BT Group plc had a return of -15.05% year-to-date (YTD) and -29.31% in the last 12 months. Over the past 10 years, BT Group plc had an annualized return of -8.06%, while the S&P 500 had an annualized return of 10.52%, indicating that BT Group plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-15.05%6.92%
1 month-3.89%-2.83%
6 months-3.34%23.86%
1 year-29.31%23.33%
5 years (annualized)-10.72%11.66%
10 years (annualized)-8.06%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-9.22%-6.91%4.98%
20230.95%-3.38%9.00%2.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BT-A.L is 11, indicating that it is in the bottom 11% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BT-A.L is 1111
BT Group plc(BT-A.L)
The Sharpe Ratio Rank of BT-A.L is 33Sharpe Ratio Rank
The Sortino Ratio Rank of BT-A.L is 66Sortino Ratio Rank
The Omega Ratio Rank of BT-A.L is 88Omega Ratio Rank
The Calmar Ratio Rank of BT-A.L is 2525Calmar Ratio Rank
The Martin Ratio Rank of BT-A.L is 1212Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BT Group plc (BT-A.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BT-A.L
Sharpe ratio
The chart of Sharpe ratio for BT-A.L, currently valued at -1.13, compared to the broader market-2.00-1.000.001.002.003.004.00-1.13
Sortino ratio
The chart of Sortino ratio for BT-A.L, currently valued at -1.66, compared to the broader market-4.00-2.000.002.004.006.00-1.66
Omega ratio
The chart of Omega ratio for BT-A.L, currently valued at 0.82, compared to the broader market0.501.001.500.82
Calmar ratio
The chart of Calmar ratio for BT-A.L, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.40
Martin ratio
The chart of Martin ratio for BT-A.L, currently valued at -1.31, compared to the broader market0.0010.0020.0030.00-1.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current BT Group plc Sharpe ratio is -1.13. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-1.13
1.88
BT-A.L (BT Group plc)
Benchmark (^GSPC)

Dividends

Dividend History

BT Group plc granted a 0.07% dividend yield in the last twelve months. The annual payout for that period amounted to £0.08 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.08£0.08£0.08£0.02£0.00£0.15£0.15£0.15£0.14£0.13£0.11£0.10

Dividend yield

0.07%0.06%0.07%0.01%0.00%0.08%0.06%0.06%0.04%0.03%0.03%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for BT Group plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.02
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.02
2021£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02
2020£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2019£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.11£0.00£0.00£0.00£0.05
2018£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.11£0.00£0.00£0.00£0.05
2017£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.11£0.00£0.00£0.00£0.05
2016£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.10£0.00£0.00£0.00£0.05
2015£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.09£0.00£0.00£0.00£0.04
2014£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.08£0.00£0.00£0.00£0.04
2013£0.07£0.00£0.00£0.00£0.03

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.1%
BT Group plc has a dividend yield of 0.07%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%31.4%
BT Group plc has a payout ratio of 31.40%, which is quite average when compared to the overall market. This suggests that BT Group plc strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-72.99%
-2.11%
BT-A.L (BT Group plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BT Group plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BT Group plc was 90.01%, occurring on Mar 11, 2009. The portfolio has not yet recovered.

The current BT Group plc drawdown is 72.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.01%Jan 4, 20002323Mar 11, 2009
-27.34%Dec 24, 1993107Jun 1, 1994668Jan 20, 1997775
-25.88%Oct 3, 1991127Apr 3, 1992162Nov 26, 1992289
-24.08%Jul 30, 199850Oct 8, 199832Nov 23, 199882
-22.15%Jul 7, 199732Aug 19, 199795Jan 5, 1998127

Volatility

Volatility Chart

The current BT Group plc volatility is 7.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
7.45%
4.38%
BT-A.L (BT Group plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of BT Group plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items