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BYG.L vs. EXR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BYG.LEXR
YTD Return0.48%4.52%
1Y Return21.09%44.13%
3Y Return (Ann)-4.61%-2.71%
5Y Return (Ann)3.93%12.73%
10Y Return (Ann)11.66%14.96%
Sharpe Ratio0.571.50
Sortino Ratio0.992.23
Omega Ratio1.111.28
Calmar Ratio0.360.95
Martin Ratio1.624.87
Ulcer Index8.18%8.69%
Daily Std Dev24.37%28.13%
Max Drawdown-76.75%-71.35%
Current Drawdown-24.66%-20.04%

Fundamentals


BYG.LEXR
Market Cap£2.37B$35.85B
EPS£1.26$3.76
PE Ratio9.3843.23
PEG Ratio2.405.16
Total Revenue (TTM)£100.06M$3.23B
Gross Profit (TTM)£76.25M$3.22B
EBITDA (TTM)£64.48M$1.95B

Correlation

-0.50.00.51.00.2

The correlation between BYG.L and EXR is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BYG.L vs. EXR - Performance Comparison

In the year-to-date period, BYG.L achieves a 0.48% return, which is significantly lower than EXR's 4.52% return. Over the past 10 years, BYG.L has underperformed EXR with an annualized return of 11.66%, while EXR has yielded a comparatively higher 14.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
7.74%
11.50%
BYG.L
EXR

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Risk-Adjusted Performance

BYG.L vs. EXR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big Yellow Group plc (BYG.L) and Extra Space Storage Inc. (EXR). 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.


BYG.L
Sharpe ratio
The chart of Sharpe ratio for BYG.L, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.65
Sortino ratio
The chart of Sortino ratio for BYG.L, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.006.001.11
Omega ratio
The chart of Omega ratio for BYG.L, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for BYG.L, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for BYG.L, currently valued at 1.84, compared to the broader market0.0010.0020.0030.001.84
EXR
Sharpe ratio
The chart of Sharpe ratio for EXR, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.18
Sortino ratio
The chart of Sortino ratio for EXR, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.006.001.73
Omega ratio
The chart of Omega ratio for EXR, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for EXR, currently valued at 0.77, compared to the broader market0.002.004.006.000.77
Martin ratio
The chart of Martin ratio for EXR, currently valued at 3.53, compared to the broader market0.0010.0020.0030.003.53

BYG.L vs. EXR - Sharpe Ratio Comparison

The current BYG.L Sharpe Ratio is 0.57, which is lower than the EXR Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BYG.L and EXR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.65
1.18
BYG.L
EXR

Dividends

BYG.L vs. EXR - Dividend Comparison

BYG.L's dividend yield for the trailing twelve months is around 3.82%, less than EXR's 3.99% yield.


TTM20232022202120202019201820172016201520142013
BYG.L
Big Yellow Group plc
3.82%3.70%1.87%2.20%3.07%2.80%3.69%3.38%3.84%2.90%3.09%2.93%
EXR
Extra Space Storage Inc.
3.99%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%3.44%

Drawdowns

BYG.L vs. EXR - Drawdown Comparison

The maximum BYG.L drawdown since its inception was -76.75%, which is greater than EXR's maximum drawdown of -71.35%. Use the drawdown chart below to compare losses from any high point for BYG.L and EXR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-29.16%
-20.04%
BYG.L
EXR

Volatility

BYG.L vs. EXR - Volatility Comparison

The current volatility for Big Yellow Group plc (BYG.L) is 7.49%, while Extra Space Storage Inc. (EXR) has a volatility of 8.62%. This indicates that BYG.L experiences smaller price fluctuations and is considered to be less risky than EXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.49%
8.62%
BYG.L
EXR

Financials

BYG.L vs. EXR - Financials Comparison

This section allows you to compare key financial metrics between Big Yellow Group plc and Extra Space Storage Inc.. 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



Please note, different currencies. BYG.L values in GBp, EXR values in USD