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ABDN.L vs. SGPYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ABDN.L vs. SGPYY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Abrdn plc (ABDN.L) and Sage Group PLC ADR (SGPYY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ABDN.L is traded in GBp, while SGPYY is traded in USD. To make them comparable, the SGPYY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABDN.L achieves a 19.18% return, which is significantly higher than SGPYY's -17.33% return. Over the past 10 years, ABDN.L has underperformed SGPYY with an annualized return of 3.37%, while SGPYY has yielded a comparatively higher 5.84% annualized return.


ABDN.L

1D
-0.92%
1M
7.36%
YTD
19.18%
6M
25.02%
1Y
38.53%
3Y*
12.60%
5Y*
4.96%
10Y*
3.37%

SGPYY

1D
-0.86%
1M
-1.38%
YTD
-17.33%
6M
-16.84%
1Y
-28.59%
3Y*
2.61%
5Y*
7.63%
10Y*
5.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABDN.L vs. SGPYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABDN.L
Abrdn plc
19.18%57.94%-12.84%2.11%-14.88%-9.77%-5.36%38.83%-44.96%24.70%
SGPYY
Sage Group PLC ADR
-17.33%-13.78%9.86%62.08%-13.64%52.70%-20.29%28.13%-23.36%26.67%

Correlation

The correlation between ABDN.L and SGPYY is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.13

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

0.20

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.24

The correlation between ABDN.L and SGPYY shifts across timeframes, from 0.08 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ABDN.L:

£0.70

SGPYY:

$3.03

PE Ratio

ABDN.L:

3.39

SGPYY:

15.32

PEG Ratio

ABDN.L:

0.00

SGPYY:

1.14

PS Ratio

ABDN.L:

0.67

SGPYY:

2.22

Total Revenue (TTM)

ABDN.L:

£3.20B

SGPYY:

$5.07B

Gross Profit (TTM)

ABDN.L:

£3.05B

SGPYY:

$4.66B

EBITDA (TTM)

ABDN.L:

£796.00M

SGPYY:

$1.27B

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Return for Risk

ABDN.L vs. SGPYY — Risk / Return Rank

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

ABDN.L
ABDN.L Risk / Return Rank: 7979
Overall Rank
ABDN.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ABDN.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
ABDN.L Omega Ratio Rank: 7676
Omega Ratio Rank
ABDN.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ABDN.L Martin Ratio Rank: 8484
Martin Ratio Rank

SGPYY
SGPYY Risk / Return Rank: 99
Overall Rank
SGPYY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SGPYY Sortino Ratio Rank: 77
Sortino Ratio Rank
SGPYY Omega Ratio Rank: 88
Omega Ratio Rank
SGPYY Calmar Ratio Rank: 1313
Calmar Ratio Rank
SGPYY Martin Ratio Rank: 1111
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.

ABDN.L vs. SGPYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn plc (ABDN.L) and Sage Group PLC ADR (SGPYY). 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.


ABDN.LSGPYYDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.19

Omega ratioGain probability vs. loss probability

1.26

0.83

+0.42

Calmar ratioReturn relative to maximum drawdown

2.60

-0.76

+3.36

Martin ratioReturn relative to average drawdown

7.62

-1.34

+8.96

ABDN.L vs. SGPYY - Sharpe Ratio Comparison

The current ABDN.L Sharpe Ratio is 1.34, which is higher than the SGPYY Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of ABDN.L and SGPYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABDN.LSGPYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

-1.00

+2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.29

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.20

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.33

-0.20

Drawdowns

ABDN.L vs. SGPYY - Drawdown Comparison

The maximum ABDN.L drawdown since its inception was -64.13%, which is greater than SGPYY's maximum drawdown of -47.60%. Use the drawdown chart below to compare losses from any high point for ABDN.L and SGPYY.


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Drawdown Indicators


ABDN.LSGPYYDifference

Max Drawdown

Largest peak-to-trough decline

-64.13%

-47.60%

-16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-37.95%

+23.19%

Max Drawdown (3Y)

Largest decline over 3 years

-37.10%

-40.61%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

-40.61%

-9.88%

Max Drawdown (10Y)

Largest decline over 10 years

-61.82%

-40.61%

-21.21%

Current Drawdown

Current decline from peak

-14.50%

-33.17%

+18.67%

Average Drawdown

Average peak-to-trough decline

-28.92%

-11.51%

-17.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

21.31%

-16.27%

Volatility

ABDN.L vs. SGPYY - Volatility Comparison

The current volatility for Abrdn plc (ABDN.L) is 8.11%, while Sage Group PLC ADR (SGPYY) has a volatility of 12.72%. This indicates that ABDN.L experiences smaller price fluctuations and is considered to be less risky than SGPYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABDN.LSGPYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.11%

12.72%

-4.61%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

25.06%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

28.65%

28.71%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.62%

26.65%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.91%

28.66%

+5.25%

Dividends

ABDN.L vs. SGPYY - Dividend Comparison

ABDN.L's dividend yield for the trailing twelve months is around 6.18%, more than SGPYY's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
ABDN.L
Abrdn plc
6.18%7.10%10.34%8.17%7.71%6.06%7.68%6.58%10.54%5.33%5.78%5.12%
SGPYY
Sage Group PLC ADR
2.59%1.87%1.57%1.50%2.59%1.88%2.37%1.86%2.45%1.47%4.60%1.88%

Financials

ABDN.L vs. SGPYY - Financials Comparison

This section allows you to compare key financial metrics between Abrdn plc and Sage Group PLC ADR. 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


600.00M800.00M1.00B1.20B1.40B202120222023202420252026
1.04B
1.38B
(ABDN.L) Total Revenue
(SGPYY) Total Revenue
Please note, different currencies. ABDN.L values in GBp, SGPYY values in USD

Frequently Asked Questions


ABDN.L and SGPYY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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