BTDPY vs. PSMMY

Last updated Apr 1, 2026

Compare and contrast key facts about Barratt Developments PLC (BTDPY) and Persimmon Plc (PSMMY).

Performance

BTDPY vs. PSMMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barratt Developments PLC (BTDPY) and Persimmon Plc (PSMMY). The values are adjusted to include any dividend payments, if applicable.

BTDPY vs. PSMMY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BTDPY Barratt Developments PLC	-34.28%	-2.80%	-18.51%	62.83%	-48.53%	14.79%	-10.09%	75.76%	-5.13%
PSMMY Persimmon Plc	-21.26%	26.87%	-12.25%	29.93%	-58.84%	11.72%	15.09%	60.71%	-18.35%

Fundamentals

Market Cap BTDPY : $5.03B PSMMY : $4.64B
EPS BTDPY : $0.46 PSMMY : $3.41
PE Ratio BTDPY : 15.15 PSMMY : 8.39
PS Ratio BTDPY : 0.48 PSMMY : 0.67
PB Ratio BTDPY : 0.65 PSMMY : 1.29
Total Revenue (TTM) BTDPY : $10.51B PSMMY : $6.94B
Gross Profit (TTM) BTDPY : $1.61B PSMMY : $1.16B
EBITDA (TTM) BTDPY : $867.32M PSMMY : $833.93M

Returns By Period

In the year-to-date period, BTDPY achieves a -34.28% return, which is significantly lower than PSMMY's -21.26% return.

BTDPY

• 1D: 2.52%
• 1M: -28.81%
• YTD: -34.28%
• 6M: -32.91%
• 1Y: -34.68%
• 3Y*: -11.69%
• 5Y*: -15.62%
• 10Y*: —

PSMMY

• 1D: 2.18%
• 1M: -29.32%
• YTD: -21.26%
• 6M: -7.85%
• 1Y: -4.13%
• 3Y*: 2.39%
• 5Y*: -14.76%
• 10Y*: 0.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BTDPY vs. PSMMY — Risk / Return Rank

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

BTDPY

BTDPY Risk / Return Rank: 7
BTDPY Sharpe Ratio Rank: 4
BTDPY Sortino Ratio Rank: 6
BTDPY Omega Ratio Rank: 8
BTDPY Calmar Ratio Rank: 14
BTDPY Martin Ratio Rank: 4

PSMMY

PSMMY Risk / Return Rank: 34
PSMMY Sharpe Ratio Rank: 36
PSMMY Sortino Ratio Rank: 31
PSMMY Omega Ratio Rank: 31
PSMMY Calmar Ratio Rank: 37
PSMMY Martin Ratio Rank: 36

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.

BTDPY vs. PSMMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barratt Developments PLC (BTDPY) and Persimmon Plc (PSMMY). 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.

	BTDPY	PSMMY	Difference
Sharpe ratio Return per unit of total volatility	-1.01	-0.12	-0.89
Sortino ratio Return per unit of downside risk	-1.44	0.07	-1.51
Omega ratio Gain probability vs. loss probability	0.83	1.01	-0.18
Calmar ratio Return relative to maximum drawdown	-0.75	-0.14	-0.61
Martin ratio Return relative to average drawdown	-1.73	-0.35	-1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTDPY vs. PSMMY - Sharpe Ratio Comparison

The current BTDPY Sharpe Ratio is -1.01, which is lower than the PSMMY Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of BTDPY and PSMMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BTDPY	PSMMY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.01	-0.12	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.46	-0.41	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.15	-0.23

Correlation

The correlation between BTDPY and PSMMY is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BTDPY vs. PSMMY - Dividend Comparison

BTDPY's dividend yield for the trailing twelve months is around 6.81%, more than PSMMY's 5.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BTDPY Barratt Developments PLC	6.81%	4.47%	3.72%	5.81%	9.34%	3.88%	0.00%	5.25%	6.93%	0.00%	0.00%	0.00%
PSMMY Persimmon Plc	5.63%	4.43%	5.17%	5.40%	20.63%	8.10%	7.91%	8.26%	12.82%	5.15%	14.45%	4.50%

Drawdowns

BTDPY vs. PSMMY - Drawdown Comparison

The maximum BTDPY drawdown since its inception was -65.39%, smaller than the maximum PSMMY drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for BTDPY and PSMMY.

Drawdown Indicators

	BTDPY	PSMMY	Difference
Max Drawdown Largest peak-to-trough decline	-65.39%	-69.45%	+4.06%
Max Drawdown (1Y) Largest decline over 1 year	-47.10%	-32.68%	-14.42%
Max Drawdown (5Y) Largest decline over 5 years	-64.76%	-69.45%	+4.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-69.45%	—
Current Drawdown Current decline from peak	-61.29%	-59.00%	-2.29%
Average Drawdown Average peak-to-trough decline	-31.71%	-25.76%	-5.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.46%	12.79%	+7.67%

Volatility

BTDPY vs. PSMMY - Volatility Comparison

Barratt Developments PLC (BTDPY) and Persimmon Plc (PSMMY) have volatilities of 14.08% and 14.80%, 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.

Volatility by Period

	BTDPY	PSMMY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.08%	14.80%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	23.83%	24.48%	-0.65%
Volatility (1Y) Calculated over the trailing 1-year period	34.33%	34.60%	-0.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.46%	36.34%	-1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.10%	40.77%	+6.33%

Financials

BTDPY vs. PSMMY - Profitability Comparison

The chart below illustrates the profitability comparison between Barratt Developments PLC and Persimmon Plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BTDPY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Barratt Developments PLC reported a gross profit of 378.95M and revenue of 2.62B. Therefore, the gross margin over that period was 14.5%.

PSMMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Persimmon Plc reported a gross profit of 312.36M and revenue of 2.23B. Therefore, the gross margin over that period was 14.0%.

BTDPY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Barratt Developments PLC reported an operating income of 187.24M and revenue of 2.62B, resulting in an operating margin of 7.2%.

PSMMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Persimmon Plc reported an operating income of 258.70M and revenue of 2.23B, resulting in an operating margin of 11.6%.

BTDPY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Barratt Developments PLC reported a net income of 101.97M and revenue of 2.62B, resulting in a net margin of 3.9%.

PSMMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Persimmon Plc reported a net income of 184.56M and revenue of 2.23B, resulting in a net margin of 8.3%.