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

Performance

BT-A.L vs. VOD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BT Group plc (BT-A.L) and Vodafone Group Plc (VOD). 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 VOD is traded in USD. To make them comparable, the VOD 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 13.83% return, which is significantly lower than VOD's 20.37% return. Over the past 10 years, BT-A.L has underperformed VOD with an annualized return of -1.67%, while VOD has yielded a comparatively higher 0.46% annualized return.


BT-A.L

1D
1.65%
1M
-7.51%
YTD
13.83%
6M
17.66%
1Y
18.58%
3Y*
20.67%
5Y*
6.64%
10Y*
-1.67%

VOD

1D
1.86%
1M
7.11%
YTD
20.37%
6M
25.34%
1Y
63.97%
3Y*
24.89%
5Y*
5.22%
10Y*
0.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BT-A.L
BT Group plc
13.83%33.10%23.69%17.70%-30.23%29.97%-31.28%-12.15%-6.56%-21.99%
VOD
Vodafone Group Plc
20.37%51.39%7.53%-9.36%-18.56%-2.65%-12.28%1.63%-31.06%26.27%

Correlation

The correlation between BT-A.L and VOD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

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

0.46

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.43

Fundamentals

Total Revenue (TTM)

BT-A.L:

£20.36B

VOD:

€78.20B

Gross Profit (TTM)

BT-A.L:

£9.54B

VOD:

€25.34B

EBITDA (TTM)

BT-A.L:

£7.36B

VOD:

€25.58B

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Return for Risk

BT-A.L vs. VOD — 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: 6161
Overall Rank
BT-A.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BT-A.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
BT-A.L Omega Ratio Rank: 5858
Omega Ratio Rank
BT-A.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
BT-A.L Martin Ratio Rank: 6060
Martin Ratio Rank

VOD
VOD Risk / Return Rank: 9292
Overall Rank
VOD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VOD Sortino Ratio Rank: 8989
Sortino Ratio Rank
VOD Omega Ratio Rank: 9191
Omega Ratio Rank
VOD Calmar Ratio Rank: 9595
Calmar Ratio Rank
VOD Martin Ratio Rank: 9393
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. VOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BT Group plc (BT-A.L) and Vodafone Group Plc (VOD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BT-A.LVODDifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.14

1.49

-0.35

Calmar ratioReturn relative to maximum drawdown

0.90

7.74

-6.85

Martin ratioReturn relative to average drawdown

1.70

17.75

-16.05

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

The current BT-A.L Sharpe Ratio is 0.67, which is lower than the VOD Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of BT-A.L and VOD, 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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Drawdowns

BT-A.L vs. VOD - Drawdown Comparison

The maximum BT-A.L drawdown since its inception was -75.45%, which is greater than VOD's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for BT-A.L and VOD.


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Drawdown Indicators


BT-A.LVODDifference

Max Drawdown

Largest peak-to-trough decline

-75.45%

-59.56%

-15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-8.33%

-11.28%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-17.72%

-6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-43.18%

-45.59%

+2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-71.80%

-59.56%

-12.24%

Current Drawdown

Current decline from peak

-32.44%

-15.17%

-17.27%

Average Drawdown

Average peak-to-trough decline

-36.99%

-23.03%

-13.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

3.63%

+6.73%

Volatility

BT-A.L vs. VOD - Volatility Comparison

BT Group plc (BT-A.L) has a higher volatility of 9.89% compared to Vodafone Group Plc (VOD) at 6.67%. This indicates that BT-A.L's price experiences larger fluctuations and is considered to be riskier than VOD 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.LVODDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

6.67%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

17.95%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

26.53%

24.05%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.74%

25.25%

+4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.01%

26.71%

+4.30%

Dividends

BT-A.L vs. VOD - Dividend Comparison

BT-A.L's dividend yield for the trailing twelve months is around 3.92%, more than VOD's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
BT-A.L
BT Group plc
3.92%4.46%5.62%6.23%6.87%1.36%0.00%8.00%6.37%5.67%3.94%2.73%
VOD
Vodafone Group Plc
3.43%3.86%8.58%11.15%9.27%7.04%6.11%4.92%8.99%5.33%12.26%6.77%

Financials

BT-A.L vs. VOD - Financials Comparison

This section allows you to compare key financial metrics between BT Group plc and Vodafone Group 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B20222023202420252026
5.12B
21.14B
(BT-A.L) Total Revenue
(VOD) Total Revenue
Please note, different currencies. BT-A.L values in GBP, VOD values in EUR

Frequently Asked Questions


BT-A.L and VOD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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