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CAIXY vs. LYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAIXY vs. LYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caixabank SA ADR (CAIXY) and Lloyds Banking Group plc (LYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAIXY achieves a 12.25% return, which is significantly higher than LYG's 3.23% return. Over the past 10 years, CAIXY has outperformed LYG with an annualized return of 24.36%, while LYG has yielded a comparatively lower 7.28% annualized return.


CAIXY

1D
-1.68%
1M
8.64%
YTD
12.25%
6M
19.95%
1Y
65.31%
3Y*
64.50%
5Y*
41.27%
10Y*
24.36%

LYG

1D
-1.66%
1M
1.91%
YTD
3.23%
6M
6.44%
1Y
32.25%
3Y*
39.83%
5Y*
19.66%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAIXY vs. LYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAIXY
Caixabank SA ADR
12.25%149.59%46.64%16.68%45.44%10.31%-14.12%-10.97%-23.98%52.94%
LYG
Lloyds Banking Group plc
3.23%103.71%20.30%14.68%-9.47%33.81%-40.79%36.81%-28.35%30.79%

Correlation

The correlation between CAIXY and LYG is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.41

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

0.47

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

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2012

0.36

Over the past year, CAIXY and LYG have become more correlated (0.57) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

EPS

CAIXY:

$0.28

LYG:

$0.45

PE Ratio

CAIXY:

15.52

LYG:

11.95

PEG Ratio

CAIXY:

1.24

LYG:

5.97

PS Ratio

CAIXY:

4.76

LYG:

0.92

Total Revenue (TTM)

CAIXY:

$19.49B

LYG:

$65.49B

Gross Profit (TTM)

CAIXY:

$12.00B

LYG:

$65.49B

EBITDA (TTM)

CAIXY:

$8.98B

LYG:

$7.17B

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Return for Risk

CAIXY vs. LYG — Risk / Return Rank

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

CAIXY
CAIXY Risk / Return Rank: 8888
Overall Rank
CAIXY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CAIXY Sortino Ratio Rank: 8888
Sortino Ratio Rank
CAIXY Omega Ratio Rank: 8787
Omega Ratio Rank
CAIXY Calmar Ratio Rank: 8787
Calmar Ratio Rank
CAIXY Martin Ratio Rank: 9191
Martin Ratio Rank

LYG
LYG Risk / Return Rank: 7070
Overall Rank
LYG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYG Sortino Ratio Rank: 7070
Sortino Ratio Rank
LYG Omega Ratio Rank: 6767
Omega Ratio Rank
LYG Calmar Ratio Rank: 6767
Calmar Ratio Rank
LYG Martin Ratio Rank: 7171
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.

CAIXY vs. LYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caixabank SA ADR (CAIXY) and Lloyds Banking Group plc (LYG). 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.


CAIXYLYGDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratioReturn relative to maximum drawdown

3.85

1.43

+2.43

Martin ratioReturn relative to average drawdown

12.72

4.02

+8.70

CAIXY vs. LYG - Sharpe Ratio Comparison

The current CAIXY Sharpe Ratio is 2.36, which is higher than the LYG Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of CAIXY and LYG, 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


CAIXYLYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.16

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.62

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.20

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.03

+0.31

Drawdowns

CAIXY vs. LYG - Drawdown Comparison

The maximum CAIXY drawdown since its inception was -74.24%, smaller than the maximum LYG drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for CAIXY and LYG.


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Drawdown Indicators


CAIXYLYGDifference

Max Drawdown

Largest peak-to-trough decline

-74.24%

-94.84%

+20.60%

Max Drawdown (1Y)

Largest decline over 1 year

-17.04%

-22.72%

+5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-31.74%

-22.72%

-9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-31.74%

-40.19%

+8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-70.45%

-68.72%

-1.73%

Current Drawdown

Current decline from peak

-1.68%

-57.34%

+55.66%

Average Drawdown

Average peak-to-trough decline

-32.59%

-63.42%

+30.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

8.03%

-2.88%

Volatility

CAIXY vs. LYG - Volatility Comparison

The current volatility for Caixabank SA ADR (CAIXY) is 7.97%, while Lloyds Banking Group plc (LYG) has a volatility of 10.06%. This indicates that CAIXY experiences smaller price fluctuations and is considered to be less risky than LYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAIXYLYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

10.06%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

22.64%

21.69%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.99%

27.90%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.33%

32.05%

+11.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.29%

36.50%

+10.79%

Dividends

CAIXY vs. LYG - Dividend Comparison

CAIXY's dividend yield for the trailing twelve months is around 4.40%, more than LYG's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
CAIXY
Caixabank SA ADR
4.40%6.82%10.76%6.11%4.26%1.22%2.17%2.69%3.70%3.16%2.70%2.71%
LYG
Lloyds Banking Group plc
3.74%3.19%5.44%5.23%4.92%2.70%0.00%5.04%6.63%6.81%5.17%2.11%

Financials

CAIXY vs. LYG - Financials Comparison

This section allows you to compare key financial metrics between Caixabank SA ADR and Lloyds Banking 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


-10.00B0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
4.19B
5.18B
(CAIXY) Total Revenue
(LYG) Total Revenue
Values in USD except per share items

CAIXY vs. LYG - Profitability Comparison

The chart below illustrates the profitability comparison between Caixabank SA ADR and Lloyds Banking Group plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
100.0%
Portfolio components
CAIXY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caixabank SA ADR reported a gross profit of 4.19B and revenue of 4.19B. Therefore, the gross margin over that period was 100.0%.

LYG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a gross profit of 5.18B and revenue of 5.18B. Therefore, the gross margin over that period was 100.0%.

CAIXY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caixabank SA ADR reported an operating income of 2.23B and revenue of 4.19B, resulting in an operating margin of 53.2%.

LYG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported an operating income of 2.03B and revenue of 5.18B, resulting in an operating margin of 39.1%.

CAIXY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caixabank SA ADR reported a net income of 1.57B and revenue of 4.19B, resulting in a net margin of 37.5%.

LYG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a net income of 1.53B and revenue of 5.18B, resulting in a net margin of 29.5%.


Frequently Asked Questions


CAIXY and LYG have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYG has higher volatility (10.06%) compared to CAIXY (7.97%). In terms of maximum drawdown, CAIXY dropped -74.24% vs LYG's -94.84%.

CAIXY currently has the higher Sharpe Ratio (2.35 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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