BME.L vs. GRG.L
BME.L (B&M European Value Retail SA) and GRG.L (Greggs plc) are both stocks. Both are in the Consumer Defensive sector — BME.L in Discount Stores, GRG.L in Grocery Stores. Over the past 10 years, BME.L returned 2.22%/yr vs 7.55%/yr for GRG.L. At a 0.28 correlation, their price movements are largely independent.
Performance
BME.L vs. GRG.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BME.L achieves a 23.34% return, which is significantly higher than GRG.L's 3.44% return. Over the past 10 years, BME.L has underperformed GRG.L with an annualized return of 2.22%, while GRG.L has yielded a comparatively higher 7.55% annualized return.
BME.L
- 1D
- 6.55%
- 1M
- 19.38%
- YTD
- 23.34%
- 6M
- 24.86%
- 1Y
- -21.90%
- 3Y*
- -21.75%
- 5Y*
- -11.06%
- 10Y*
- 2.22%
GRG.L
- 1D
- 0.78%
- 1M
- 11.24%
- YTD
- 3.44%
- 6M
- 3.81%
- 1Y
- -10.82%
- 3Y*
- -11.53%
- 5Y*
- -4.96%
- 10Y*
- 7.55%
BME.L vs. GRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BME.L B&M European Value Retail SA | 23.34% | -48.93% | -29.37% | 46.22% | -32.26% | 36.96% | 36.07% | 48.71% | -32.24% | 55.09% |
GRG.L Greggs plc | 3.44% | -37.28% | 11.16% | 13.40% | -26.55% | 87.35% | -20.60% | 88.25% | -6.96% | 48.41% |
Correlation
The correlation between BME.L and GRG.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2014 | 0.28 |
The correlation between BME.L and GRG.L shifts across timeframes, from 0.28 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BME.L:
£2.09B
GRG.L:
£1.72B
BME.L:
£0.48
GRG.L:
£2.69
BME.L:
4.34
GRG.L:
6.26
BME.L:
0.18
GRG.L:
0.41
BME.L:
2.62
GRG.L:
2.76
BME.L:
£11.35B
GRG.L:
£4.17B
BME.L:
£3.95B
GRG.L:
£2.57B
BME.L:
£1.54B
GRG.L:
£626.30M
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
BME.L vs. GRG.L — Risk / Return Rank
BME.L
GRG.L
BME.L vs. GRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for B&M European Value Retail SA (BME.L) and Greggs plc (GRG.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.
| BME.L | GRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.94 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.52 | +0.04 |
| Martin ratioReturn relative to average drawdown | -0.68 | -0.85 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BME.L | GRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.44 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | -0.16 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.23 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.63 | -0.55 |
Drawdowns
BME.L vs. GRG.L - Drawdown Comparison
The maximum BME.L drawdown since its inception was -70.05%, which is greater than GRG.L's maximum drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for BME.L and GRG.L.
Loading charts...
Drawdown Indicators
| BME.L | GRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.05% | -53.77% | -16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -45.55% | -27.81% | -17.74% |
Max Drawdown (3Y)Largest decline over 3 years | -70.05% | -53.77% | -16.28% |
Max Drawdown (5Y)Largest decline over 5 years | -70.05% | -53.77% | -16.28% |
Max Drawdown (10Y)Largest decline over 10 years | -70.05% | -53.77% | -16.28% |
Current DrawdownCurrent decline from peak | -59.30% | -43.34% | -15.96% |
Average DrawdownAverage peak-to-trough decline | -17.83% | -13.31% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.39% | 16.99% | +15.40% |
Volatility
BME.L vs. GRG.L - Volatility Comparison
B&M European Value Retail SA (BME.L) has a higher volatility of 17.69% compared to Greggs plc (GRG.L) at 10.43%. This indicates that BME.L's price experiences larger fluctuations and is considered to be riskier than GRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BME.L | GRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.69% | 10.43% | +7.26% |
Volatility (6M)Calculated over the trailing 6-month period | 31.39% | 21.02% | +10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.69% | 32.80% | +15.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.34% | 30.56% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.03% | 33.28% | -2.25% |
Dividends
BME.L vs. GRG.L - Dividend Comparison
BME.L's dividend yield for the trailing twelve months is around 6.34%, more than GRG.L's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME.L B&M European Value Retail SA | 6.34% | 16.71% | 9.51% | 6.19% | 4.01% | 9.94% | 4.78% | 1.86% | 2.66% | 1.49% | 5.43% | 1.44% |
GRG.L Greggs plc | 4.10% | 4.11% | 3.77% | 2.31% | 4.13% | 0.45% | 1.84% | 3.13% | 2.58% | 2.27% | 5.23% | 3.30% |
Financials
BME.L vs. GRG.L - Financials Comparison
This section allows you to compare key financial metrics between B&M European Value Retail SA and Greggs 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.
Total Revenue: Total amount of money received from sales and other business activities
BME.L vs. GRG.L - Profitability Comparison
BME.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, B&M European Value Retail SA reported a gross profit of 950.00M and revenue of 3.03B. Therefore, the gross margin over that period was 31.4%.
GRG.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Greggs plc reported a gross profit of 690.40M and revenue of 1.12B. Therefore, the gross margin over that period was 61.5%.
BME.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, B&M European Value Retail SA reported an operating income of 248.00M and revenue of 3.03B, resulting in an operating margin of 8.2%.
GRG.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Greggs plc reported an operating income of 113.30M and revenue of 1.12B, resulting in an operating margin of 10.1%.
BME.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, B&M European Value Retail SA reported a net income of 111.00M and revenue of 3.03B, resulting in a net margin of 3.7%.
GRG.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Greggs plc reported a net income of 75.70M and revenue of 1.12B, resulting in a net margin of 6.7%.
Frequently Asked Questions
BME.L and GRG.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BME.L and GRG.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