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

Performance

BCS vs. NWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays PLC (BCS) and NatWest Group plc (NWG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCS achieves a -3.65% return, which is significantly higher than NWG's -5.18% return. Over the past 10 years, BCS has underperformed NWG with an annualized return of 13.16%, while NWG has yielded a comparatively higher 15.97% annualized return.


BCS

1D
-0.16%
1M
2.19%
YTD
-3.65%
6M
5.42%
1Y
35.75%
3Y*
50.36%
5Y*
22.92%
10Y*
13.16%

NWG

1D
0.76%
1M
0.51%
YTD
-5.18%
6M
0.44%
1Y
17.10%
3Y*
43.71%
5Y*
30.30%
10Y*
15.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCS vs. NWG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCS
Barclays PLC
-3.65%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%
NWG
NatWest Group plc
-5.18%81.29%92.31%-4.69%11.23%39.24%-24.92%29.18%-26.25%38.16%

Correlation

The correlation between BCS and NWG is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.79

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

0.82

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

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.76

The correlation between BCS and NWG has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

Fundamentals

Market Cap

BCS:

$83.15B

NWG:

$32.00B

EPS

BCS:

$2.06

NWG:

$2.95

PE Ratio

BCS:

11.77

NWG:

5.39

PEG Ratio

BCS:

2.13

NWG:

0.20

PS Ratio

BCS:

2.96

NWG:

1.09

PB Ratio

BCS:

1.08

NWG:

0.73

Total Revenue (TTM)

BCS:

$28.57B

NWG:

$29.58B

Gross Profit (TTM)

BCS:

$26.96B

NWG:

$16.97B

EBITDA (TTM)

BCS:

$9.15B

NWG:

$9.10B

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Return for Risk

BCS vs. NWG — Risk / Return Rank

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

BCS
BCS Risk / Return Rank: 7272
Overall Rank
BCS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 7373
Sortino Ratio Rank
BCS Omega Ratio Rank: 7070
Omega Ratio Rank
BCS Calmar Ratio Rank: 6868
Calmar Ratio Rank
BCS Martin Ratio Rank: 7272
Martin Ratio Rank

NWG
NWG Risk / Return Rank: 5757
Overall Rank
NWG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NWG Sortino Ratio Rank: 5454
Sortino Ratio Rank
NWG Omega Ratio Rank: 5252
Omega Ratio Rank
NWG Calmar Ratio Rank: 5959
Calmar Ratio Rank
NWG Martin Ratio Rank: 6060
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.

BCS vs. NWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) and NatWest Group plc (NWG). 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.


BCSNWGDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.22

1.11

+0.10

Calmar ratioReturn relative to maximum drawdown

1.37

0.71

+0.66

Martin ratioReturn relative to average drawdown

3.91

1.80

+2.11

BCS vs. NWG - Sharpe Ratio Comparison

The current BCS Sharpe Ratio is 1.24, which is higher than the NWG Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BCS and NWG, 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


BCSNWGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.55

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.91

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.42

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.11

+0.28

Drawdowns

BCS vs. NWG - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.36%, roughly equal to the maximum NWG drawdown of -96.96%. Use the drawdown chart below to compare losses from any high point for BCS and NWG.


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Drawdown Indicators


BCSNWGDifference

Max Drawdown

Largest peak-to-trough decline

-94.36%

-96.96%

+2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-26.20%

-24.03%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-26.20%

-34.62%

+8.42%

Max Drawdown (5Y)

Largest decline over 5 years

-48.14%

-40.56%

-7.58%

Max Drawdown (10Y)

Largest decline over 10 years

-66.10%

-67.34%

+1.24%

Current Drawdown

Current decline from peak

-28.35%

-71.45%

+43.10%

Average Drawdown

Average peak-to-trough decline

-38.43%

-86.22%

+47.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.17%

9.60%

-0.43%

Volatility

BCS vs. NWG - Volatility Comparison

Barclays PLC (BCS) has a higher volatility of 9.51% compared to NatWest Group plc (NWG) at 8.65%. This indicates that BCS's price experiences larger fluctuations and is considered to be riskier than NWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCSNWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.51%

8.65%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

23.47%

23.92%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

28.98%

31.41%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.00%

33.53%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.74%

38.32%

-0.58%

Dividends

BCS vs. NWG - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 1.93%, less than NWG's 5.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BCS
Barclays PLC
1.93%1.70%3.13%4.86%4.18%1.61%3.91%3.68%3.21%1.37%2.26%2.95%
NWG
NatWest Group plc
5.51%3.69%4.36%9.42%11.57%2.74%4.59%9.75%0.91%0.00%0.00%0.00%

Financials

BCS vs. NWG - Financials Comparison

This section allows you to compare key financial metrics between Barclays PLC and NatWest 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


3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
8.16B
7.39B
(BCS) Total Revenue
(NWG) Total Revenue
Values in USD except per share items

BCS vs. NWG - Profitability Comparison

The chart below illustrates the profitability comparison between Barclays PLC and NatWest Group plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
100.0%
59.0%
Portfolio components
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%.

NWG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NatWest Group plc reported a gross profit of 4.36B and revenue of 7.39B. Therefore, the gross margin over that period was 59.0%.

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%.

NWG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NatWest Group plc reported an operating income of 2.03B and revenue of 7.39B, resulting in an operating margin of 27.5%.

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%.

NWG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NatWest Group plc reported a net income of 1.51B and revenue of 7.39B, resulting in a net margin of 20.4%.


Frequently Asked Questions


BCS and NWG have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCS has higher volatility (9.51%) compared to NWG (8.65%). In terms of maximum drawdown, BCS dropped -94.36% vs NWG's -96.96%.

BCS currently has the higher Sharpe Ratio (1.24 vs 0.55), 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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