ABDN.L vs. SHEL
ABDN.L (Abrdn plc) and SHEL (Shell plc) are both stocks. ABDN.L operates in Asset Management (Financial Services), while SHEL operates in Oil & Gas Integrated (Energy). Over the past 10 years, ABDN.L returned 3.37%/yr vs 10.76%/yr for SHEL. At a 0.26 correlation, their price movements are largely independent.
Performance
ABDN.L vs. SHEL - Performance Comparison
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Different Trading Currencies
ABDN.L is traded in GBp, while SHEL is traded in USD. To make them comparable, the SHEL 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 lower than SHEL's 21.27% return. Over the past 10 years, ABDN.L has underperformed SHEL with an annualized return of 3.37%, while SHEL has yielded a comparatively higher 10.76% 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%
SHEL
- 1D
- 1.43%
- 1M
- 6.38%
- YTD
- 21.27%
- 6M
- 21.19%
- 1Y
- 34.10%
- 3Y*
- 16.37%
- 5Y*
- 24.40%
- 10Y*
- 10.76%
ABDN.L vs. SHEL - Yearly Performance Comparison
Correlation
The correlation between ABDN.L and SHEL is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.26 |
The correlation between ABDN.L and SHEL shifts across timeframes, from -0.10 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ABDN.L:
£0.70
SHEL:
$6.39
ABDN.L:
3.39
SHEL:
13.55
ABDN.L:
0.00
SHEL:
0.68
ABDN.L:
0.67
SHEL:
0.95
ABDN.L:
£3.20B
SHEL:
$266.82B
ABDN.L:
£3.05B
SHEL:
$41.65B
ABDN.L:
£796.00M
SHEL:
$57.44B
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Return for Risk
ABDN.L vs. SHEL — Risk / Return Rank
ABDN.L
SHEL
ABDN.L vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn plc (ABDN.L) and Shell plc (SHEL). 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.L | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.63 | -0.03 |
| Martin ratioReturn relative to average drawdown | 7.62 | 7.22 | +0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABDN.L | SHEL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.61 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 1.01 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.36 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.26 | -0.13 |
Drawdowns
ABDN.L vs. SHEL - Drawdown Comparison
The maximum ABDN.L drawdown since its inception was -64.13%, roughly equal to the maximum SHEL drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for ABDN.L and SHEL.
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Drawdown Indicators
| ABDN.L | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.13% | -67.04% | +2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -13.00% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -37.10% | -18.89% | -18.21% |
Max Drawdown (5Y)Largest decline over 5 years | -50.49% | -20.17% | -30.32% |
Max Drawdown (10Y)Largest decline over 10 years | -61.82% | -67.04% | +5.22% |
Current DrawdownCurrent decline from peak | -14.50% | -7.45% | -7.05% |
Average DrawdownAverage peak-to-trough decline | -28.92% | -13.36% | -15.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 4.73% | +0.31% |
Volatility
ABDN.L vs. SHEL - Volatility Comparison
Abrdn plc (ABDN.L) has a higher volatility of 8.11% compared to Shell plc (SHEL) at 5.63%. This indicates that ABDN.L's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABDN.L | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 5.63% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 23.85% | 17.42% | +6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.65% | 21.36% | +7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.62% | 24.17% | +8.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.91% | 29.95% | +3.96% |
Dividends
ABDN.L vs. SHEL - Dividend Comparison
ABDN.L's dividend yield for the trailing twelve months is around 6.18%, more than SHEL's 3.41% yield.
Financials
ABDN.L vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between Abrdn plc and Shell 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
Frequently Asked Questions
ABDN.L and SHEL have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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