BT-A.L vs. ABF.L
BT-A.L (BT Group plc) and ABF.L (Associated British Foods plc) are both stocks. BT-A.L operates in Telecom Services (Communication Services), while ABF.L operates in Packaged Foods (Consumer Defensive). Over the past 10 years, BT-A.L returned -2.53%/yr vs -2.11%/yr for ABF.L. At a 0.33 correlation, their price movements are largely independent.
Performance
BT-A.L vs. ABF.L - Performance Comparison
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Returns By Period
In the year-to-date period, BT-A.L achieves a 11.11% return, which is significantly higher than ABF.L's -11.43% return. Over the past 10 years, BT-A.L has underperformed ABF.L with an annualized return of -2.53%, while ABF.L has yielded a comparatively higher -2.11% annualized return.
BT-A.L
- 1D
- 1.49%
- 1M
- -13.42%
- YTD
- 11.11%
- 6M
- 17.09%
- 1Y
- 19.68%
- 3Y*
- 17.95%
- 5Y*
- 7.11%
- 10Y*
- -2.53%
ABF.L
- 1D
- -0.05%
- 1M
- 3.51%
- YTD
- -11.43%
- 6M
- -9.51%
- 1Y
- -6.56%
- 3Y*
- 3.45%
- 5Y*
- -1.61%
- 10Y*
- -2.11%
BT-A.L vs. ABF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BT-A.L BT Group plc | 11.11% | 33.10% | 23.69% | 17.70% | -30.23% | 29.97% | -31.28% | -12.15% | -6.56% | -21.99% |
ABF.L Associated British Foods plc | -11.43% | 7.28% | -10.17% | 54.26% | -19.40% | -9.43% | -12.86% | 29.56% | -26.12% | 4.19% |
Correlation
The correlation between BT-A.L and ABF.L is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2006 | 0.33 |
Over the past year, the correlation between BT-A.L and ABF.L has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
BT-A.L:
£20.36B
ABF.L:
£39.27B
BT-A.L:
£9.54B
ABF.L:
£3.18B
BT-A.L:
£7.36B
ABF.L:
£4.95B
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Return for Risk
BT-A.L vs. ABF.L — Risk / Return Rank
BT-A.L
ABF.L
BT-A.L vs. ABF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BT Group plc (BT-A.L) and Associated British Foods plc (ABF.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.
| BT-A.L | ABF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | -0.28 | +1.28 |
| Martin ratioReturn relative to average drawdown | 1.93 | -0.50 | +2.43 |
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
| BT-A.L | ABF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | -0.25 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.06 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | -0.08 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.24 | -0.12 |
Drawdowns
BT-A.L vs. ABF.L - Drawdown Comparison
The maximum BT-A.L drawdown since its inception was -75.45%, which is greater than ABF.L's maximum drawdown of -61.94%. Use the drawdown chart below to compare losses from any high point for BT-A.L and ABF.L.
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Drawdown Indicators
| BT-A.L | ABF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.45% | -61.94% | -13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -19.61% | -23.21% | +3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -25.74% | -31.10% | +5.36% |
Max Drawdown (5Y)Largest decline over 5 years | -43.18% | -46.34% | +3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -71.80% | -60.35% | -11.45% |
Current DrawdownCurrent decline from peak | -34.05% | -34.97% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -36.97% | -19.70% | -17.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 13.06% | -2.87% |
Volatility
BT-A.L vs. ABF.L - Volatility Comparison
BT Group plc (BT-A.L) has a higher volatility of 11.13% compared to Associated British Foods plc (ABF.L) at 5.62%. This indicates that BT-A.L's price experiences larger fluctuations and is considered to be riskier than ABF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BT-A.L | ABF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.13% | 5.62% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 20.44% | 19.86% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.27% | 26.22% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.83% | 25.69% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.99% | 28.04% | +2.95% |
Dividends
BT-A.L vs. ABF.L - Dividend Comparison
BT-A.L's dividend yield for the trailing twelve months is around 4.01%, more than ABF.L's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABF.L Associated British Foods plc | 3.38% | 2.96% | 4.41% | 2.53% | 2.77% | 2.02% | 0.00% | 1.78% | 2.20% | 1.45% | 1.34% | 1.05% |
BT-A.L BT Group plc | 4.01% | 4.46% | 5.62% | 6.23% | 6.87% | 1.36% | 0.00% | 8.00% | 6.37% | 5.67% | 3.94% | 2.73% |
Financials
BT-A.L vs. ABF.L - Financials Comparison
This section allows you to compare key financial metrics between BT Group plc and Associated British Foods 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
Frequently Asked Questions
BT-A.L and ABF.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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