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BT-A.L vs. TATYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BT-A.L vs. TATYY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BT Group plc (BT-A.L) and Tate & Lyle PLC ADR (TATYY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BT-A.L is traded in GBp, while TATYY is traded in USD. To make them comparable, the TATYY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BT-A.L achieves a 11.11% return, which is significantly lower than TATYY's 48.99% return. Over the past 10 years, BT-A.L has underperformed TATYY with an annualized return of -2.53%, while TATYY has yielded a comparatively higher 4.23% 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%

TATYY

1D
12.56%
1M
49.20%
YTD
48.99%
6M
52.75%
1Y
3.27%
3Y*
-7.77%
5Y*
-0.35%
10Y*
4.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BT-A.L vs. TATYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TATYY
Tate & Lyle PLC ADR
48.99%-39.83%1.12%-5.34%32.08%0.29%-4.81%14.74%1.34%0.25%

Correlation

The correlation between BT-A.L and TATYY 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

0.11

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

0.12

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.14

Fundamentals

Total Revenue (TTM)

BT-A.L:

£20.36B

TATYY:

$3.54B

Gross Profit (TTM)

BT-A.L:

£9.54B

TATYY:

$722.00M

EBITDA (TTM)

BT-A.L:

£7.36B

TATYY:

$597.20M

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Return for Risk

BT-A.L vs. TATYY — Risk / Return Rank

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

BT-A.L
BT-A.L Risk / Return Rank: 6363
Overall Rank
BT-A.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BT-A.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
BT-A.L Omega Ratio Rank: 6161
Omega Ratio Rank
BT-A.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
BT-A.L Martin Ratio Rank: 6161
Martin Ratio Rank

TATYY
TATYY Risk / Return Rank: 4444
Overall Rank
TATYY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TATYY Sortino Ratio Rank: 4545
Sortino Ratio Rank
TATYY Omega Ratio Rank: 4747
Omega Ratio Rank
TATYY Calmar Ratio Rank: 4343
Calmar Ratio Rank
TATYY Martin Ratio Rank: 4343
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.

BT-A.L vs. TATYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BT Group plc (BT-A.L) and Tate & Lyle PLC ADR (TATYY). 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.LTATYYDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratioReturn relative to maximum drawdown

1.00

0.08

+0.92

Martin ratioReturn relative to average drawdown

1.93

0.13

+1.80

BT-A.L vs. TATYY - Sharpe Ratio Comparison

The current BT-A.L Sharpe Ratio is 0.75, which is higher than the TATYY Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of BT-A.L and TATYY, 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


BT-A.LTATYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.06

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.01

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.13

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.14

-0.02

Drawdowns

BT-A.L vs. TATYY - Drawdown Comparison

The maximum BT-A.L drawdown since its inception was -75.45%, which is greater than TATYY's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BT-A.L and TATYY.


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Drawdown Indicators


BT-A.LTATYYDifference

Max Drawdown

Largest peak-to-trough decline

-75.45%

-58.21%

-17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-39.85%

+20.24%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-58.21%

+32.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.18%

-58.21%

+15.03%

Max Drawdown (10Y)

Largest decline over 10 years

-71.80%

-58.21%

-13.59%

Current Drawdown

Current decline from peak

-34.05%

-29.25%

-4.80%

Average Drawdown

Average peak-to-trough decline

-36.97%

-15.72%

-21.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.19%

25.86%

-15.67%

Volatility

BT-A.L vs. TATYY - Volatility Comparison

The current volatility for BT Group plc (BT-A.L) is 11.13%, while Tate & Lyle PLC ADR (TATYY) has a volatility of 39.91%. This indicates that BT-A.L experiences smaller price fluctuations and is considered to be less risky than TATYY 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.LTATYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.13%

39.91%

-28.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.44%

45.12%

-24.68%

Volatility (1Y)

Calculated over the trailing 1-year period

26.27%

58.21%

-31.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

38.62%

-8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

33.71%

-2.72%

Dividends

BT-A.L vs. TATYY - Dividend Comparison

BT-A.L's dividend yield for the trailing twelve months is around 4.01%, more than TATYY's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TATYY
Tate & Lyle PLC ADR
3.57%5.27%3.03%2.90%19.44%4.72%3.74%3.67%4.18%3.64%3.81%0.00%

Financials

BT-A.L vs. TATYY - Financials Comparison

This section allows you to compare key financial metrics between BT Group plc and Tate & Lyle PLC 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
5.12B
996.75M
(BT-A.L) Total Revenue
(TATYY) Total Revenue
Please note, different currencies. BT-A.L values in GBp, TATYY values in USD

Frequently Asked Questions


BT-A.L and TATYY 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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