PortfoliosLab logoPortfoliosLab logo
BATS.L vs. BT-A.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BATS.L vs. BT-A.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in British American Tobacco plc (BATS.L) and BT Group plc (BT-A.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BATS.L achieves a 7.56% return, which is significantly lower than BT-A.L's 11.11% return. Over the past 10 years, BATS.L has outperformed BT-A.L with an annualized return of 7.31%, while BT-A.L has yielded a comparatively lower -2.53% annualized return.


BATS.L

1D
1.48%
1M
4.73%
YTD
7.56%
6M
6.51%
1Y
34.97%
3Y*
29.92%
5Y*
18.46%
10Y*
7.31%

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

BATS.L vs. BT-A.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BATS.L
British American Tobacco plc
7.56%56.35%37.24%-23.51%28.17%9.10%-9.61%38.29%-47.15%13.39%
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 BATS.L and BT-A.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.31

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

0.30

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

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2006

0.31

Fundamentals

Total Revenue (TTM)

BATS.L:

£51.48B

BT-A.L:

£20.36B

Gross Profit (TTM)

BATS.L:

£35.04B

BT-A.L:

£9.54B

EBITDA (TTM)

BATS.L:

£17.11B

BT-A.L:

£7.36B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BATS.L vs. BT-A.L — Risk / Return Rank

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

BATS.L
BATS.L Risk / Return Rank: 7979
Overall Rank
BATS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BATS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
BATS.L Omega Ratio Rank: 7575
Omega Ratio Rank
BATS.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
BATS.L Martin Ratio Rank: 8080
Martin Ratio Rank

BT-A.L
BT-A.L Risk / Return Rank: 6363
Overall Rank
BT-A.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BT-A.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
BT-A.L Omega Ratio Rank: 6161
Omega Ratio Rank
BT-A.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
BT-A.L Martin Ratio Rank: 6161
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.

BATS.L vs. BT-A.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for British American Tobacco plc (BATS.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.


BATS.LBT-A.LDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.25

1.16

+0.10

Calmar ratioReturn relative to maximum drawdown

2.54

1.00

+1.54

Martin ratioReturn relative to average drawdown

6.13

1.93

+4.20

BATS.L vs. BT-A.L - Sharpe Ratio Comparison

The current BATS.L Sharpe Ratio is 1.53, which is higher than the BT-A.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BATS.L and BT-A.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BATS.LBT-A.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.75

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.24

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

-0.08

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.12

+0.29

Drawdowns

BATS.L vs. BT-A.L - Drawdown Comparison

The maximum BATS.L drawdown since its inception was -54.44%, smaller than the maximum BT-A.L drawdown of -75.45%. Use the drawdown chart below to compare losses from any high point for BATS.L and BT-A.L.


Loading charts...

Drawdown Indicators


BATS.LBT-A.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.44%

-75.45%

+21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-19.61%

+5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-25.74%

+10.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.68%

-43.18%

+13.50%

Max Drawdown (10Y)

Largest decline over 10 years

-54.44%

-71.80%

+17.36%

Current Drawdown

Current decline from peak

-9.94%

-34.05%

+24.11%

Average Drawdown

Average peak-to-trough decline

-15.17%

-36.97%

+21.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

10.19%

-4.50%

Volatility

BATS.L vs. BT-A.L - Volatility Comparison

The current volatility for British American Tobacco plc (BATS.L) is 10.04%, while BT Group plc (BT-A.L) has a volatility of 11.13%. This indicates that BATS.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.


Loading charts...

Volatility by Period


BATS.LBT-A.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

11.13%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

20.44%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

26.27%

-3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

29.83%

-9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

30.99%

-7.07%

Dividends

BATS.L vs. BT-A.L - Dividend Comparison

BATS.L's dividend yield for the trailing twelve months is around 5.40%, more than BT-A.L's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
BATS.L
British American Tobacco plc
5.40%5.70%8.18%10.06%6.64%7.89%7.77%6.28%7.81%4.35%0.00%0.00%
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

BATS.L vs. BT-A.L - Financials Comparison

This section allows you to compare key financial metrics between British American Tobacco 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


6.00B8.00B10.00B12.00B14.00B20212022202320242025
13.54B
5.12B
(BATS.L) Total Revenue
(BT-A.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


BATS.L and BT-A.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BATS.L and BT-A.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer