ABF.L vs. BT-A.L
ABF.L (Associated British Foods plc) and BT-A.L (BT Group plc) are both stocks. ABF.L operates in Packaged Foods (Consumer Defensive), while BT-A.L operates in Telecom Services (Communication Services). Over the past 10 years, ABF.L returned -2.11%/yr vs -2.53%/yr for BT-A.L. At a 0.33 correlation, their price movements are largely independent.
Performance
ABF.L vs. BT-A.L - Performance Comparison
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Returns By Period
In the year-to-date period, ABF.L achieves a -11.43% return, which is significantly lower than BT-A.L's 11.11% return. Over the past 10 years, ABF.L has outperformed BT-A.L with an annualized return of -2.11%, while BT-A.L has yielded a comparatively lower -2.53% annualized return.
ABF.L
- 1D
- -0.05%
- 1M
- 3.51%
- YTD
- -11.43%
- 6M
- -9.51%
- 1Y
- -6.56%
- 3Y*
- 3.45%
- 5Y*
- -1.61%
- 10Y*
- -2.11%
BT-A.L
- 1D
- 1.49%
- 1M
- -13.42%
- YTD
- 11.11%
- 6M
- 17.09%
- 1Y
- 19.68%
- 3Y*
- 17.95%
- 5Y*
- 7.11%
- 10Y*
- -2.53%
ABF.L vs. BT-A.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABF.L Associated British Foods plc | -11.43% | 7.28% | -10.17% | 54.26% | -19.40% | -9.43% | -12.86% | 29.56% | -26.12% | 4.19% |
BT-A.L BT Group plc | 11.11% | 33.10% | 23.69% | 17.70% | -30.23% | 29.97% | -31.28% | -12.15% | -6.56% | -21.99% |
Correlation
The correlation between ABF.L and BT-A.L is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2006 | 0.33 |
Over the past year, the correlation between ABF.L and BT-A.L has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
ABF.L:
£39.27B
BT-A.L:
£20.36B
ABF.L:
£3.18B
BT-A.L:
£9.54B
ABF.L:
£4.95B
BT-A.L:
£7.36B
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Return for Risk
ABF.L vs. BT-A.L — Risk / Return Rank
ABF.L
BT-A.L
ABF.L vs. BT-A.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Associated British Foods plc (ABF.L) and BT Group plc (BT-A.L). 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.
| ABF.L | BT-A.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.00 | -1.28 |
| Martin ratioReturn relative to average drawdown | -0.50 | 1.93 | -2.43 |
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
| ABF.L | BT-A.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.75 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.24 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | -0.08 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.12 | +0.12 |
Drawdowns
ABF.L vs. BT-A.L - Drawdown Comparison
The maximum ABF.L drawdown since its inception was -61.94%, smaller than the maximum BT-A.L drawdown of -75.45%. Use the drawdown chart below to compare losses from any high point for ABF.L and BT-A.L.
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Drawdown Indicators
| ABF.L | BT-A.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -75.45% | +13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -23.21% | -19.61% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -31.10% | -25.74% | -5.36% |
Max Drawdown (5Y)Largest decline over 5 years | -46.34% | -43.18% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -60.35% | -71.80% | +11.45% |
Current DrawdownCurrent decline from peak | -34.97% | -34.05% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -19.70% | -36.97% | +17.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.06% | 10.19% | +2.87% |
Volatility
ABF.L vs. BT-A.L - Volatility Comparison
The current volatility for Associated British Foods plc (ABF.L) is 5.62%, while BT Group plc (BT-A.L) has a volatility of 11.13%. This indicates that ABF.L experiences smaller price fluctuations and is considered to be less risky than BT-A.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABF.L | BT-A.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 11.13% | -5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.86% | 20.44% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.22% | 26.27% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.69% | 29.83% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.04% | 30.99% | -2.95% |
Dividends
ABF.L vs. BT-A.L - Dividend Comparison
ABF.L's dividend yield for the trailing twelve months is around 3.38%, less than BT-A.L's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABF.L Associated British Foods plc | 3.38% | 2.96% | 4.41% | 2.53% | 2.77% | 2.02% | 0.00% | 1.78% | 2.20% | 1.45% | 1.34% | 1.05% |
BT-A.L BT Group plc | 4.01% | 4.46% | 5.62% | 6.23% | 6.87% | 1.36% | 0.00% | 8.00% | 6.37% | 5.67% | 3.94% | 2.73% |
Financials
ABF.L vs. BT-A.L - Financials Comparison
This section allows you to compare key financial metrics between Associated British Foods plc and BT Group 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
ABF.L and BT-A.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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