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BCMXY vs. BCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BCMXY vs. BCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of Communications Co Ltd ADR (BCMXY) and Barclays PLC (BCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCMXY achieves a -6.49% return, which is significantly lower than BCS's -1.82% return. Both investments have delivered pretty close results over the past 10 years, with BCMXY having a 12.78% annualized return and BCS not far behind at 12.30%.


BCMXY

1D
0.00%
1M
-1.82%
YTD
-6.49%
6M
-11.65%
1Y
9.62%
3Y*
16.30%
5Y*
13.64%
10Y*
12.78%

BCS

1D
-2.33%
1M
8.05%
YTD
-1.82%
6M
7.42%
1Y
40.02%
3Y*
51.43%
5Y*
22.63%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCMXY vs. BCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCMXY
Bank of Communications Co Ltd ADR
-6.49%26.01%39.70%24.72%-2.51%21.17%-21.29%6.30%2.16%15.80%
BCS
Barclays PLC
-1.82%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%

Correlation

The correlation between BCMXY and BCS is 0.01, 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

0.01

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

0.04

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

0.07

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2010

0.05

Fundamentals

Market Cap

BCMXY:

$75.35B

BCS:

$84.73B

EPS

BCMXY:

$28.98

BCS:

$2.06

PE Ratio

BCMXY:

0.75

BCS:

12.00

PS Ratio

BCMXY:

0.14

BCS:

3.02

PB Ratio

BCMXY:

0.06

BCS:

1.11

Total Revenue (TTM)

BCMXY:

$505.90B

BCS:

$28.57B

Gross Profit (TTM)

BCMXY:

$257.77B

BCS:

$26.96B

EBITDA (TTM)

BCMXY:

$122.31B

BCS:

$9.15B

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Bank of Communications Co Ltd ADR

Barclays PLC

Return for Risk

BCMXY vs. BCS — Risk / Return Rank

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

BCMXY
BCMXY Risk / Return Rank: 5555
Overall Rank
BCMXY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BCMXY Sortino Ratio Rank: 4747
Sortino Ratio Rank
BCMXY Omega Ratio Rank: 7676
Omega Ratio Rank
BCMXY Calmar Ratio Rank: 5252
Calmar Ratio Rank
BCMXY Martin Ratio Rank: 5151
Martin Ratio Rank

BCS
BCS Risk / Return Rank: 7373
Overall Rank
BCS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 7474
Sortino Ratio Rank
BCS Omega Ratio Rank: 7171
Omega Ratio Rank
BCS Calmar Ratio Rank: 6969
Calmar Ratio Rank
BCS Martin Ratio Rank: 7272
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.

BCMXY vs. BCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Communications Co Ltd ADR (BCMXY) and Barclays PLC (BCS). 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.


BCMXYBCSDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratioReturn relative to maximum drawdown

0.49

1.53

-1.05

Martin ratioReturn relative to average drawdown

0.89

4.41

-3.52

BCMXY vs. BCS - Sharpe Ratio Comparison

The current BCMXY Sharpe Ratio is 0.23, which is lower than the BCS Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BCMXY and BCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCMXYBCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.39

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.67

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.33

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.18

-0.03

Drawdowns

BCMXY vs. BCS - Drawdown Comparison

The maximum BCMXY drawdown since its inception was -51.86%, smaller than the maximum BCS drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for BCMXY and BCS.


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Drawdown Indicators


BCMXYBCSDifference

Max Drawdown

Largest peak-to-trough decline

-51.86%

-94.36%

+42.50%

Max Drawdown (1Y)

Largest decline over 1 year

-19.91%

-26.20%

+6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-26.20%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-24.76%

-48.14%

+23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

-66.10%

+30.47%

Current Drawdown

Current decline from peak

-13.60%

-26.99%

+13.39%

Average Drawdown

Average peak-to-trough decline

-22.48%

-38.43%

+15.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.78%

9.10%

+1.68%

Volatility

BCMXY vs. BCS - Volatility Comparison

Bank of Communications Co Ltd ADR (BCMXY) has a higher volatility of 17.16% compared to Barclays PLC (BCS) at 10.68%. This indicates that BCMXY's price experiences larger fluctuations and is considered to be riskier than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCMXYBCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.16%

10.68%

+6.48%

Volatility (6M)

Calculated over the trailing 6-month period

30.63%

23.30%

+7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

41.66%

28.85%

+12.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.76%

33.97%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.74%

37.72%

-4.98%

Dividends

BCMXY vs. BCS - Dividend Comparison

BCMXY's dividend yield for the trailing twelve months is around 2.56%, more than BCS's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
BCMXY
Bank of Communications Co Ltd ADR
2.56%8.03%6.46%8.44%9.89%7.16%8.48%5.20%5.44%10.32%13.74%6.17%
BCS
Barclays PLC
1.89%1.70%3.13%4.86%4.18%1.61%3.91%3.68%3.21%1.37%2.26%2.95%

Financials

BCMXY vs. BCS - Financials Comparison

This section allows you to compare key financial metrics between Bank of Communications Co Ltd ADR and Barclays 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B140.00B20222023202420252026
126.17B
8.16B
(BCMXY) Total Revenue
(BCS) Total Revenue
Values in USD except per share items

BCMXY vs. BCS - Profitability Comparison

The chart below illustrates the profitability comparison between Bank of Communications Co Ltd ADR and Barclays PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
55.0%
100.0%
Portfolio components
BCMXY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bank of Communications Co Ltd ADR reported a gross profit of 69.36B and revenue of 126.17B. Therefore, the gross margin over that period was 55.0%.

BCS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a gross profit of 8.16B and revenue of 8.16B. Therefore, the gross margin over that period was 100.0%.

BCMXY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bank of Communications Co Ltd ADR reported an operating income of 29.92B and revenue of 126.17B, resulting in an operating margin of 23.7%.

BCS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported an operating income of 2.81B and revenue of 8.16B, resulting in an operating margin of 34.5%.

BCMXY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bank of Communications Co Ltd ADR reported a net income of 26.16B and revenue of 126.17B, resulting in a net margin of 20.7%.

BCS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a net income of 2.18B and revenue of 8.16B, resulting in a net margin of 26.7%.


Frequently Asked Questions


BCMXY and BCS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCMXY has higher volatility (17.16%) compared to BCS (10.68%). In terms of maximum drawdown, BCMXY dropped -51.86% vs BCS's -94.36%.

BCS currently has the higher Sharpe Ratio (1.39 vs 0.23), 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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