BNPQY vs. SCGLY
BNPQY (BNP Paribas SA ADR) and SCGLY (Societe Generale ADR) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, BNPQY returned 13.41%/yr vs 13.08%/yr for SCGLY. A 0.76 correlation means they provide meaningful diversification when combined.
Performance
BNPQY vs. SCGLY - Performance Comparison
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Returns By Period
In the year-to-date period, BNPQY achieves a 16.87% return, which is significantly higher than SCGLY's 1.79% return. Both investments have delivered pretty close results over the past 10 years, with BNPQY having a 13.41% annualized return and SCGLY not far behind at 13.08%.
BNPQY
- 1D
- -2.05%
- 1M
- 9.07%
- YTD
- 16.87%
- 6M
- 26.74%
- 1Y
- 29.99%
- 3Y*
- 28.97%
- 5Y*
- 17.19%
- 10Y*
- 13.41%
SCGLY
- 1D
- -1.16%
- 1M
- 7.80%
- YTD
- 1.79%
- 6M
- 15.85%
- 1Y
- 50.25%
- 3Y*
- 53.03%
- 5Y*
- 25.36%
- 10Y*
- 13.08%
BNPQY vs. SCGLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNPQY BNP Paribas SA ADR | 16.87% | 69.69% | -5.62% | 30.70% | -11.93% | 37.32% | -10.37% | 41.54% | -36.39% | 22.21% |
SCGLY Societe Generale ADR | 1.79% | 195.45% | 8.74% | 16.36% | -23.55% | 70.39% | -40.49% | 21.83% | -35.67% | 15.46% |
Correlation
The correlation between BNPQY and SCGLY is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.76 |
The correlation between BNPQY and SCGLY has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
Fundamentals
BNPQY:
$118.52B
SCGLY:
$60.14B
BNPQY:
$8.83
SCGLY:
$2.04
BNPQY:
6.10
SCGLY:
7.93
BNPQY:
0.66
SCGLY:
0.25
BNPQY:
0.64
SCGLY:
0.91
BNPQY:
0.94
SCGLY:
0.85
BNPQY:
$188.04B
SCGLY:
$66.58B
BNPQY:
$43.04B
SCGLY:
$51.59B
BNPQY:
$24.17B
SCGLY:
$13.58B
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Return for Risk
BNPQY vs. SCGLY — Risk / Return Rank
BNPQY
SCGLY
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.
| BNPQY | SCGLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.15 | -0.71 |
| Martin ratioReturn relative to average drawdown | 3.56 | 6.20 | -2.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BNPQY | SCGLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.41 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.32 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | -0.01 | +0.21 |
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
| BNPQY | SCGLY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -21.83% | -25.67% | +3.84% |
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 DrawdownCurrent decline from peak | -3.20% | -11.65% | +8.45% |
Average DrawdownAverage peak-to-trough decline | -22.72% | -67.73% | +45.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 8.13% | +0.33% |
Volatility
BNPQY vs. SCGLY - Volatility Comparison
BNP Paribas SA ADR (BNPQY) and Societe Generale ADR (SCGLY) have volatilities of 10.26% and 10.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNPQY | SCGLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 10.55% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 22.70% | 27.93% | -5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.92% | 35.73% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.45% | 37.32% | -5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.33% | 40.51% | -6.18% |
Dividends
BNPQY vs. SCGLY - Dividend Comparison
BNPQY's dividend yield for the trailing twelve months is around 5.59%, more than SCGLY's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNPQY BNP Paribas SA ADR | 5.59% | 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 | 2.34% | 2.42% | 3.43% | 6.76% | 6.98% | 1.90% | 0.00% | 7.15% | 8.65% | 9.50% | 9.53% | 2.82% |
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.
Total Revenue: Total amount of money received from sales and other business activities
BNPQY vs. SCGLY - Profitability Comparison
BNPQY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BNP Paribas SA ADR reported a gross profit of 0.00 and revenue of 75.80B. Therefore, the gross margin over that period was 0.0%.
SCGLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported a gross profit of 7.17B and revenue of 7.17B. Therefore, the gross margin over that period was 100.0%.
BNPQY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BNP Paribas SA ADR reported an operating income of 3.77B and revenue of 75.80B, resulting in an operating margin of 5.0%.
SCGLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported an operating income of 2.49B and revenue of 7.17B, resulting in an operating margin of 34.8%.
BNPQY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BNP Paribas SA ADR reported a net income of 5.64B and revenue of 75.80B, resulting in a net margin of 7.5%.
SCGLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported a net income of 1.70B and revenue of 7.17B, resulting in a net margin of 23.7%.
Frequently Asked Questions
BNPQY and SCGLY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGLY has higher volatility (10.55%) compared to BNPQY (10.26%). In terms of maximum drawdown, BNPQY dropped -77.11% vs SCGLY's -89.76%.
SCGLY currently has the higher Sharpe Ratio (1.41 vs 0.97), 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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