BAG.L vs. 0710.HK

Last updated Jun 5, 2026

BAG.L (A.G.Barr plc) and 0710.HK (Boe Varitronix Ltd) are both stocks. BAG.L operates in Beverages - Non-Alcoholic (Consumer Defensive), while 0710.HK operates in Electronic Components (Technology). Over the past 10 years, BAG.L returned 3.72%/yr vs 1.36%/yr for 0710.HK. At a 0.02 correlation, their price movements are largely independent.

Performance

BAG.L vs. 0710.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in A.G.Barr plc (BAG.L) and Boe Varitronix Ltd (0710.HK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BAG.L is traded in GBp, while 0710.HK is traded in HKD. To make them comparable, the 0710.HK values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BAG.L achieves a -0.32% return, which is significantly higher than 0710.HK's -6.44% return. Over the past 10 years, BAG.L has outperformed 0710.HK with an annualized return of 3.72%, while 0710.HK has yielded a comparatively lower 1.36% annualized return.

BAG.L

• 1D: -0.98%
• 1M: -2.05%
• YTD: -0.32%
• 6M: -1.59%
• 1Y: -10.69%
• 3Y*: 8.52%
• 5Y*: 5.74%
• 10Y*: 3.72%

0710.HK

• 1D: 2.85%
• 1M: 12.97%
• YTD: -6.44%
• 6M: -6.91%
• 1Y: -18.76%
• 3Y*: -23.90%
• 5Y*: 5.78%
• 10Y*: 1.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAG.L vs. 0710.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BAG.L A.G.Barr plc	-0.32%	5.05%	21.87%	-1.23%	5.31%	2.11%	-10.52%	-24.80%	21.06%	35.93%
0710.HK Boe Varitronix Ltd	-6.44%	-27.75%	2.04%	-53.93%	67.21%	255.90%	10.74%	7.37%	-53.03%	44.98%

Correlation

The correlation between BAG.L and 0710.HK is 0.06, 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	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007	0.02

Return for Risk

BAG.L vs. 0710.HK — Risk / Return Rank

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

BAG.L

BAG.L Risk / Return Rank: 13
BAG.L Sharpe Ratio Rank: 16
BAG.L Sortino Ratio Rank: 15
BAG.L Omega Ratio Rank: 17
BAG.L Calmar Ratio Rank: 12
BAG.L Martin Ratio Rank: 7

0710.HK

0710.HK Risk / Return Rank: 25
0710.HK Sharpe Ratio Rank: 22
0710.HK Sortino Ratio Rank: 22
0710.HK Omega Ratio Rank: 22
0710.HK Calmar Ratio Rank: 29
0710.HK Martin Ratio Rank: 32

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.

BAG.L vs. 0710.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for A.G.Barr plc (BAG.L) and Boe Varitronix Ltd (0710.HK). 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.

	BAG.L	0710.HK	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	-0.43	-0.15
Sortino ratio: Return per unit of downside risk	-0.74	-0.40	-0.34
Omega ratio: Gain probability vs. loss probability	0.91	0.96	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.79	-0.37	-0.42
Martin ratio: Return relative to average drawdown	-1.44	-0.53	-0.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAG.L vs. 0710.HK - Sharpe Ratio Comparison

The current BAG.L Sharpe Ratio is -0.58, which is lower than the 0710.HK Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of BAG.L and 0710.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BAG.L	0710.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	-0.43	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.10	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.02	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.13	+0.32

Drawdowns

BAG.L vs. 0710.HK - Drawdown Comparison

The maximum BAG.L drawdown since its inception was -61.52%, smaller than the maximum 0710.HK drawdown of -80.21%. Use the drawdown chart below to compare losses from any high point for BAG.L and 0710.HK.

Drawdown Indicators

	BAG.L	0710.HK	Difference
Max Drawdown Largest peak-to-trough decline	-61.52%	-80.21%	+18.69%
Max Drawdown (1Y) Largest decline over 1 year	-13.45%	-51.73%	+38.28%
Max Drawdown (3Y) Largest decline over 3 years	-16.05%	-67.65%	+51.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.81%	-80.21%	+55.40%
Max Drawdown (10Y) Largest decline over 10 years	-61.52%	-80.21%	+18.69%
Current Drawdown Current decline from peak	-27.35%	-76.28%	+48.93%
Average Drawdown Average peak-to-trough decline	-15.31%	-38.95%	+23.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.41%	35.75%	-28.34%

Volatility

BAG.L vs. 0710.HK - Volatility Comparison

The current volatility for A.G.Barr plc (BAG.L) is 4.87%, while Boe Varitronix Ltd (0710.HK) has a volatility of 13.22%. This indicates that BAG.L experiences smaller price fluctuations and is considered to be less risky than 0710.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAG.L	0710.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	13.22%	-8.35%
Volatility (6M) Calculated over the trailing 6-month period	14.93%	27.05%	-12.12%
Volatility (1Y) Calculated over the trailing 1-year period	18.48%	45.23%	-26.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.60%	61.79%	-39.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.06%	56.96%	-29.90%

Dividends

BAG.L vs. 0710.HK - Dividend Comparison

BAG.L's dividend yield for the trailing twelve months is around 3.08%, less than 0710.HK's 3.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0710.HK Boe Varitronix Ltd	3.53%	3.31%	2.81%	3.26%	1.01%	0.50%	0.35%	0.40%	0.44%	0.49%	41.67%	8.26%
BAG.L A.G.Barr plc	3.08%	2.76%	2.55%	2.58%	2.35%	2.32%	0.00%	2.89%	1.99%	2.19%	2.69%	2.32%

Financials

Frequently Asked Questions

Can I hold both BAG.L and 0710.HK in my portfolio?

BAG.L and 0710.HK have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.