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

Key characteristics


BYG.LSTAG
YTD Return0.48%-3.14%
1Y Return21.09%12.18%
3Y Return (Ann)-4.61%-0.85%
5Y Return (Ann)3.93%8.14%
10Y Return (Ann)11.66%9.89%
Sharpe Ratio0.570.54
Sortino Ratio0.990.92
Omega Ratio1.111.10
Calmar Ratio0.360.46
Martin Ratio1.621.77
Ulcer Index8.18%6.03%
Daily Std Dev24.37%19.96%
Max Drawdown-76.75%-45.08%
Current Drawdown-24.66%-13.66%

Fundamentals


BYG.LSTAG
Market Cap£2.37B$6.84B
EPS£1.26$0.99
PE Ratio9.3837.16
PEG Ratio2.40-402.43
Total Revenue (TTM)£100.06M$751.37M
Gross Profit (TTM)£76.25M$382.24M
EBITDA (TTM)£64.48M$553.23M

Correlation

-0.50.00.51.00.2

The correlation between BYG.L and STAG is 0.22, 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. STAG - Performance Comparison

In the year-to-date period, BYG.L achieves a 0.48% return, which is significantly higher than STAG's -3.14% return. Over the past 10 years, BYG.L has outperformed STAG with an annualized return of 11.66%, while STAG has yielded a comparatively lower 9.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
7.74%
5.48%
BYG.L
STAG

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Big Yellow Group plc (BYG.L) and STAG Industrial, Inc. (STAG). 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
STAG
Sharpe ratio
The chart of Sharpe ratio for STAG, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.31
Sortino ratio
The chart of Sortino ratio for STAG, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.006.000.59
Omega ratio
The chart of Omega ratio for STAG, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for STAG, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for STAG, currently valued at 1.00, compared to the broader market0.0010.0020.0030.001.00

BYG.L vs. STAG - Sharpe Ratio Comparison

The current BYG.L Sharpe Ratio is 0.57, which is comparable to the STAG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BYG.L and STAG, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.65
0.31
BYG.L
STAG

Dividends

BYG.L vs. STAG - Dividend Comparison

BYG.L's dividend yield for the trailing twelve months is around 3.82%, less than STAG's 4.02% 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%
STAG
STAG Industrial, Inc.
4.02%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

Drawdowns

BYG.L vs. STAG - Drawdown Comparison

The maximum BYG.L drawdown since its inception was -76.75%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for BYG.L and STAG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.16%
-13.66%
BYG.L
STAG

Volatility

BYG.L vs. STAG - Volatility Comparison

Big Yellow Group plc (BYG.L) has a higher volatility of 7.49% compared to STAG Industrial, Inc. (STAG) at 6.94%. This indicates that BYG.L's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.49%
6.94%
BYG.L
STAG

Financials

BYG.L vs. STAG - Financials Comparison

This section allows you to compare key financial metrics between Big Yellow Group plc and STAG Industrial, 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, STAG values in USD