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BNPQY vs. SCGLY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BNPQY vs. SCGLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas SA ADR (BNPQY) and Societe Generale ADR (SCGLY). The values are adjusted to include any dividend payments, if applicable.

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BNPQY vs. SCGLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNPQY
BNP Paribas SA ADR
0.40%69.69%-5.62%30.70%-11.93%37.32%-10.37%41.54%-36.39%22.21%
SCGLY
Societe Generale ADR
-9.16%195.45%8.74%16.36%-23.55%70.39%-40.49%21.83%-35.67%15.46%

Fundamentals

EPS

BNPQY:

$8.83

SCGLY:

$3.41

PE Ratio

BNPQY:

5.39

SCGLY:

4.31

PEG Ratio

BNPQY:

0.58

SCGLY:

0.14

PS Ratio

BNPQY:

0.56

SCGLY:

0.58

Total Revenue (TTM)

BNPQY:

$188.04B

SCGLY:

$49.25B

Gross Profit (TTM)

BNPQY:

$43.04B

SCGLY:

$44.94B

EBITDA (TTM)

BNPQY:

$24.17B

SCGLY:

$12.78B

Returns By Period

In the year-to-date period, BNPQY achieves a 0.40% return, which is significantly higher than SCGLY's -9.16% return. Over the past 10 years, BNPQY has underperformed SCGLY with an annualized return of 12.77%, while SCGLY has yielded a comparatively higher 13.53% annualized return.


BNPQY

1D
2.90%
1M
-15.14%
YTD
0.40%
6M
4.55%
1Y
25.25%
3Y*
26.11%
5Y*
16.94%
10Y*
12.77%

SCGLY

1D
4.41%
1M
-15.64%
YTD
-9.16%
6M
11.41%
1Y
67.55%
3Y*
54.69%
5Y*
27.88%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BNPQY vs. SCGLY — Risk / Return Rank

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

BNPQY
BNPQY Risk / Return Rank: 6565
Overall Rank
BNPQY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BNPQY Sortino Ratio Rank: 6262
Sortino Ratio Rank
BNPQY Omega Ratio Rank: 6262
Omega Ratio Rank
BNPQY Calmar Ratio Rank: 6565
Calmar Ratio Rank
BNPQY Martin Ratio Rank: 6767
Martin Ratio Rank

SCGLY
SCGLY Risk / Return Rank: 8686
Overall Rank
SCGLY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SCGLY Sortino Ratio Rank: 8585
Sortino Ratio Rank
SCGLY Omega Ratio Rank: 8383
Omega Ratio Rank
SCGLY Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCGLY Martin Ratio Rank: 8888
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.

BNPQY vs. SCGLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA ADR (BNPQY) and Societe Generale ADR (SCGLY). 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.


BNPQYSCGLYDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.75

-0.94

Sortino ratio

Return per unit of downside risk

1.21

2.35

-1.14

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.14

Calmar ratio

Return relative to maximum drawdown

1.10

2.71

-1.61

Martin ratio

Return relative to average drawdown

2.83

9.31

-6.47

BNPQY vs. SCGLY - Sharpe Ratio Comparison

The current BNPQY Sharpe Ratio is 0.80, which is lower than the SCGLY Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of BNPQY and SCGLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNPQYSCGLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.75

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.76

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.34

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.02

+0.21

Correlation

The correlation between BNPQY and SCGLY is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BNPQY vs. SCGLY - Dividend Comparison

BNPQY's dividend yield for the trailing twelve months is around 8.72%, more than SCGLY's 2.66% yield.


TTM20252024202320222021202020192018201720162015
BNPQY
BNP Paribas SA ADR
8.72%8.76%8.11%6.18%6.96%4.59%0.00%5.73%8.25%4.05%4.11%2.92%
SCGLY
Societe Generale ADR
2.66%2.42%3.43%6.76%6.98%1.90%0.00%7.15%8.65%9.50%9.53%2.82%

Drawdowns

BNPQY vs. SCGLY - Drawdown Comparison

The maximum BNPQY drawdown since its inception was -77.11%, smaller than the maximum SCGLY drawdown of -89.76%. Use the drawdown chart below to compare losses from any high point for BNPQY and SCGLY.


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Drawdown Indicators


BNPQYSCGLYDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-89.76%

+12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-20.89%

-23.45%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-42.53%

-51.15%

+8.62%

Max Drawdown (10Y)

Largest decline over 10 years

-64.70%

-75.30%

+10.60%

Current Drawdown

Current decline from peak

-16.84%

-21.16%

+4.32%

Average Drawdown

Average peak-to-trough decline

-22.83%

-68.24%

+45.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

6.83%

+1.30%

Volatility

BNPQY vs. SCGLY - Volatility Comparison

The current volatility for BNP Paribas SA ADR (BNPQY) is 11.36%, while Societe Generale ADR (SCGLY) has a volatility of 15.41%. This indicates that BNPQY experiences smaller price fluctuations and is considered to be less risky than SCGLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNPQYSCGLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

15.41%

-4.05%

Volatility (6M)

Calculated over the trailing 6-month period

21.97%

25.63%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

31.60%

38.93%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.01%

36.95%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.19%

40.42%

-6.23%

Financials

BNPQY vs. SCGLY - Financials Comparison

This section allows you to compare key financial metrics between BNP Paribas SA ADR and Societe Generale ADR. 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
75.80B
4.31B
(BNPQY) Total Revenue
(SCGLY) Total Revenue
Values in USD except per share items