AGRPY vs. SGBLY
AGRPY (Absa Group Ltd ADR) and SGBLY (Standard Bank Group Ltd PK) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, AGRPY returned 11.87%/yr vs 14.12%/yr for SGBLY. At a 0.33 correlation, their price movements are largely independent.
Performance
AGRPY vs. SGBLY - Performance Comparison
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Returns By Period
In the year-to-date period, AGRPY achieves a 3.21% return, which is significantly lower than SGBLY's 7.58% return. Over the past 10 years, AGRPY has underperformed SGBLY with an annualized return of 11.87%, while SGBLY has yielded a comparatively higher 14.12% annualized return.
AGRPY
- 1D
- 0.00%
- 1M
- 1.20%
- YTD
- 3.21%
- 6M
- 16.58%
- 1Y
- 55.65%
- 3Y*
- 29.58%
- 5Y*
- 13.90%
- 10Y*
- 11.87%
SGBLY
- 1D
- -2.07%
- 1M
- -2.63%
- YTD
- 7.58%
- 6M
- 16.34%
- 1Y
- 49.37%
- 3Y*
- 39.90%
- 5Y*
- 20.59%
- 10Y*
- 14.12%
AGRPY vs. SGBLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGRPY Absa Group Ltd ADR | 3.21% | 47.36% | 32.83% | -19.33% | 25.65% | 22.21% | -16.54% | -1.13% | -21.36% | 29.62% |
SGBLY Standard Bank Group Ltd PK | 7.58% | 62.04% | 10.59% | 25.06% | 19.05% | 5.99% | -24.46% | -3.07% | -16.90% | 53.30% |
Correlation
The correlation between AGRPY and SGBLY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2009 | 0.33 |
Fundamentals
AGRPY:
$11.81B
SGBLY:
$30.27B
AGRPY:
$106.99
SGBLY:
$58.27
AGRPY:
0.26
SGBLY:
0.32
AGRPY:
0.06
SGBLY:
0.02
AGRPY:
0.05
SGBLY:
0.07
AGRPY:
0.07
SGBLY:
0.11
AGRPY:
$258.94B
SGBLY:
$418.17B
AGRPY:
$262.03B
SGBLY:
$412.28B
AGRPY:
$19.30B
SGBLY:
$46.73B
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Return for Risk
AGRPY vs. SGBLY — Risk / Return Rank
AGRPY
SGBLY
AGRPY vs. SGBLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Absa Group Ltd ADR (AGRPY) and Standard Bank Group Ltd PK (SGBLY). 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.
| AGRPY | SGBLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 3.27 | -0.48 |
| Martin ratioReturn relative to average drawdown | 7.03 | 9.88 | -2.86 |
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
| AGRPY | SGBLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.65 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.61 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.35 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.13 | -0.03 |
Drawdowns
AGRPY vs. SGBLY - Drawdown Comparison
The maximum AGRPY drawdown since its inception was -77.40%, roughly equal to the maximum SGBLY drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for AGRPY and SGBLY.
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Drawdown Indicators
| AGRPY | SGBLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.40% | -79.51% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -15.19% | -4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -29.89% | -23.22% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -35.61% | -34.95% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -77.40% | -73.81% | -3.59% |
Current DrawdownCurrent decline from peak | -14.42% | -7.51% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -26.07% | -41.81% | +15.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 5.01% | +2.94% |
Volatility
AGRPY vs. SGBLY - Volatility Comparison
Absa Group Ltd ADR (AGRPY) has a higher volatility of 10.90% compared to Standard Bank Group Ltd PK (SGBLY) at 7.79%. This indicates that AGRPY's price experiences larger fluctuations and is considered to be riskier than SGBLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGRPY | SGBLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.90% | 7.79% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 28.63% | 23.81% | +4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.85% | 30.11% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.58% | 33.85% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.66% | 40.75% | +7.91% |
Dividends
AGRPY vs. SGBLY - Dividend Comparison
AGRPY's dividend yield for the trailing twelve months is around 6.71%, more than SGBLY's 5.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGRPY Absa Group Ltd ADR | 6.71% | 5.94% | 7.25% | 8.23% | 6.20% | 2.13% | 3.46% | 5.73% | 5.92% | 6.84% | 10.38% | 6.80% |
SGBLY Standard Bank Group Ltd PK | 5.40% | 5.00% | 6.87% | 6.50% | 6.60% | 4.55% | 2.44% | 4.17% | 4.04% | 4.62% | 7.98% | 5.21% |
Financials
AGRPY vs. SGBLY - Financials Comparison
This section allows you to compare key financial metrics between Absa Group Ltd ADR and Standard Bank Group Ltd PK. 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
AGRPY vs. SGBLY - Profitability Comparison
AGRPY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Absa Group Ltd ADR reported a gross profit of 52.72B and revenue of 99.09B. Therefore, the gross margin over that period was 53.2%.
SGBLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Standard Bank Group Ltd PK reported a gross profit of 136.12B and revenue of 142.01B. Therefore, the gross margin over that period was 95.9%.
AGRPY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Absa Group Ltd ADR reported an operating income of 16.40B and revenue of 99.09B, resulting in an operating margin of 16.6%.
SGBLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Standard Bank Group Ltd PK reported an operating income of -7.68B and revenue of 142.01B, resulting in an operating margin of -5.4%.
AGRPY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Absa Group Ltd ADR reported a net income of 10.95B and revenue of 99.09B, resulting in a net margin of 11.1%.
SGBLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Standard Bank Group Ltd PK reported a net income of 25.11B and revenue of 142.01B, resulting in a net margin of 17.7%.
Frequently Asked Questions
AGRPY and SGBLY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGRPY has higher volatility (10.90%) compared to SGBLY (7.79%). In terms of maximum drawdown, AGRPY dropped -77.40% vs SGBLY's -79.51%.
SGBLY currently has the higher Sharpe Ratio (1.65 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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