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CRARY vs. SCGLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRARY and SCGLY is 0.55, 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.


Performance

CRARY vs. SCGLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Agricole SA PK (CRARY) and Societe Generale ADR (SCGLY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
153.13%
64.28%
CRARY
SCGLY

Key characteristics

Sharpe Ratio

CRARY:

0.84

SCGLY:

2.47

Sortino Ratio

CRARY:

1.45

SCGLY:

3.20

Omega Ratio

CRARY:

1.19

SCGLY:

1.47

Calmar Ratio

CRARY:

1.20

SCGLY:

1.34

Martin Ratio

CRARY:

2.45

SCGLY:

8.64

Ulcer Index

CRARY:

10.25%

SCGLY:

12.06%

Daily Std Dev

CRARY:

26.97%

SCGLY:

40.42%

Max Drawdown

CRARY:

-83.29%

SCGLY:

-89.60%

Current Drawdown

CRARY:

-4.29%

SCGLY:

-48.38%

Fundamentals

Market Cap

CRARY:

$56.81B

SCGLY:

$41.27B

EPS

CRARY:

$1.19

SCGLY:

$1.25

PE Ratio

CRARY:

7.83

SCGLY:

8.50

PEG Ratio

CRARY:

1.88

SCGLY:

1.80

PS Ratio

CRARY:

2.20

SCGLY:

0.70

PB Ratio

CRARY:

0.67

SCGLY:

0.52

Total Revenue (TTM)

CRARY:

$17.69B

SCGLY:

$65.57B

Gross Profit (TTM)

CRARY:

-$21.77B

SCGLY:

$36.90B

EBITDA (TTM)

CRARY:

-$316.00M

SCGLY:

-$60.00M

Returns By Period

In the year-to-date period, CRARY achieves a 37.34% return, which is significantly lower than SCGLY's 84.60% return. Over the past 10 years, CRARY has outperformed SCGLY with an annualized return of 8.06%, while SCGLY has yielded a comparatively lower 5.46% annualized return.


CRARY

YTD

37.34%

1M

17.69%

6M

31.74%

1Y

22.57%

5Y*

27.33%

10Y*

8.06%

SCGLY

YTD

84.60%

1M

41.33%

6M

78.29%

1Y

98.89%

5Y*

34.39%

10Y*

5.46%

*Annualized

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Risk-Adjusted Performance

CRARY vs. SCGLY — Risk-Adjusted Performance Rank

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

CRARY
The Risk-Adjusted Performance Rank of CRARY is 7979
Overall Rank
The Sharpe Ratio Rank of CRARY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of CRARY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of CRARY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of CRARY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CRARY is 7676
Martin Ratio Rank

SCGLY
The Risk-Adjusted Performance Rank of SCGLY is 9494
Overall Rank
The Sharpe Ratio Rank of SCGLY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SCGLY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SCGLY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SCGLY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SCGLY is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRARY vs. SCGLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Agricole SA PK (CRARY) and Societe Generale ADR (SCGLY). 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.


The current CRARY Sharpe Ratio is 0.84, which is lower than the SCGLY Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of CRARY and SCGLY, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.84
2.47
CRARY
SCGLY

Dividends

CRARY vs. SCGLY - Dividend Comparison

CRARY's dividend yield for the trailing twelve months is around 6.03%, more than SCGLY's 1.86% yield.


TTM20242023202220212020201920182017201620152014
CRARY
Credit Agricole SA PK
6.03%8.29%8.19%10.61%6.82%0.00%5.37%7.32%3.90%5.37%3.36%3.78%
SCGLY
Societe Generale ADR
1.86%3.43%6.76%6.98%1.90%0.00%7.16%8.65%4.66%4.49%2.83%3.31%

Drawdowns

CRARY vs. SCGLY - Drawdown Comparison

The maximum CRARY drawdown since its inception was -83.29%, smaller than the maximum SCGLY drawdown of -89.60%. Use the drawdown chart below to compare losses from any high point for CRARY and SCGLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-4.29%
-1.88%
CRARY
SCGLY

Volatility

CRARY vs. SCGLY - Volatility Comparison

The current volatility for Credit Agricole SA PK (CRARY) is 13.89%, while Societe Generale ADR (SCGLY) has a volatility of 16.42%. This indicates that CRARY experiences smaller price fluctuations and is considered to be less risky than SCGLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.89%
16.42%
CRARY
SCGLY

Financials

CRARY vs. SCGLY - Financials Comparison

This section allows you to compare key financial metrics between Credit Agricole SA PK and Societe Generale ADR. 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


0.0010.00B20.00B30.00B40.00B20212022202320242025
5.23B
7.08B
(CRARY) Total Revenue
(SCGLY) Total Revenue
Values in USD except per share items

CRARY vs. SCGLY - Profitability Comparison

The chart below illustrates the profitability comparison between Credit Agricole SA PK and Societe Generale ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
100.0%
100.0%
(CRARY) Gross Margin
(SCGLY) Gross Margin
CRARY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Credit Agricole SA PK reported a gross profit of 5.23B and revenue of 5.23B. Therefore, the gross margin over that period was 100.0%.

SCGLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Societe Generale ADR reported a gross profit of 7.08B and revenue of 7.08B. Therefore, the gross margin over that period was 100.0%.

CRARY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Credit Agricole SA PK reported an operating income of 1.31B and revenue of 5.23B, resulting in an operating margin of 25.1%.

SCGLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Societe Generale ADR reported an operating income of 2.55B and revenue of 7.08B, resulting in an operating margin of 36.0%.

CRARY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Credit Agricole SA PK reported a net income of 1.69B and revenue of 5.23B, resulting in a net margin of 32.3%.

SCGLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Societe Generale ADR reported a net income of 1.61B and revenue of 7.08B, resulting in a net margin of 22.7%.