CRARY vs. SCGLY
CRARY (Credit Agricole SA PK) and SCGLY (Societe Generale ADR) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, CRARY returned 15.84%/yr vs 15.83%/yr for SCGLY. A 0.77 correlation means they provide meaningful diversification when combined.
Performance
CRARY vs. SCGLY - Performance Comparison
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Returns By Period
In the year-to-date period, CRARY achieves a 3.58% return, which is significantly lower than SCGLY's 8.70% return. Both investments have delivered pretty close results over the past 10 years, with CRARY having a 15.84% annualized return and SCGLY not far behind at 15.83%.
CRARY
- 1D
- -0.63%
- 1M
- 5.55%
- YTD
- 3.58%
- 6M
- 2.71%
- 1Y
- 15.65%
- 3Y*
- 28.86%
- 5Y*
- 15.69%
- 10Y*
- 15.84%
SCGLY
- 1D
- -1.65%
- 1M
- 10.27%
- YTD
- 8.70%
- 6M
- 8.70%
- 1Y
- 57.67%
- 3Y*
- 55.37%
- 5Y*
- 28.68%
- 10Y*
- 15.83%
CRARY vs. SCGLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRARY Credit Agricole SA PK | 3.58% | 59.48% | 3.66% | 48.97% | -18.65% | 20.76% | -13.69% | 44.59% | -31.83% | 39.60% |
SCGLY Societe Generale ADR | 8.70% | 195.45% | 8.74% | 16.36% | -23.55% | 70.39% | -40.49% | 21.83% | -35.67% | 15.46% |
Correlation
The correlation between CRARY and SCGLY is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.77 |
The correlation between CRARY and SCGLY has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
Fundamentals
CRARY:
$59.83B
SCGLY:
$64.22B
CRARY:
€1.14
SCGLY:
€2.04
CRARY:
7.62
SCGLY:
7.45
CRARY:
1.50
SCGLY:
0.24
CRARY:
19.79
SCGLY:
0.86
CRARY:
0.67
SCGLY:
0.80
CRARY:
€2.66B
SCGLY:
€66.58B
CRARY:
€2.66B
SCGLY:
€51.59B
CRARY:
-€8.02B
SCGLY:
€13.58B
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Return for Risk
CRARY vs. SCGLY — Risk / Return Rank
CRARY
SCGLY
CRARY vs. SCGLY - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRARY | SCGLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.47 | -1.68 |
| Martin ratioReturn relative to average drawdown | 2.06 | 7.00 | -4.94 |
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Drawdowns
CRARY vs. SCGLY - Drawdown Comparison
The maximum CRARY drawdown since its inception was -84.21%, smaller than the maximum SCGLY drawdown of -89.76%. Use the drawdown chart below to compare losses from any high point for CRARY and SCGLY.
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Drawdown Indicators
| CRARY | SCGLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.21% | -89.76% | +5.55% |
Max Drawdown (1Y)Largest decline over 1 year | -19.98% | -23.45% | +3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.02% | -25.67% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -45.46% | -51.15% | +5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -62.72% | -75.30% | +12.58% |
Current DrawdownCurrent decline from peak | -5.45% | -5.65% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -29.58% | -67.53% | +37.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 8.26% | -0.63% |
Volatility
CRARY vs. SCGLY - Volatility Comparison
The current volatility for Credit Agricole SA PK (CRARY) is 4.71%, while Societe Generale ADR (SCGLY) has a volatility of 10.63%. 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.
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Volatility by Period
| CRARY | SCGLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 10.63% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 18.32% | 28.69% | -10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.55% | 35.83% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.65% | 37.44% | -9.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.60% | 39.73% | -7.13% |
Dividends
CRARY vs. SCGLY - Dividend Comparison
CRARY's dividend yield for the trailing twelve months is around 6.72%, more than SCGLY's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRARY Credit Agricole SA PK | 6.72% | 5.88% | 8.28% | 8.19% | 10.60% | 6.82% | 0.00% | 5.37% | 7.31% | 4.10% | 11.69% | 3.41% |
SCGLY Societe Generale ADR | 2.19% | 2.42% | 3.43% | 6.76% | 6.98% | 1.90% | 0.00% | 7.15% | 8.65% | 9.50% | 9.53% | 2.82% |
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.
Total Revenue: Total amount of money received from sales and other business activities
CRARY vs. SCGLY - Profitability Comparison
CRARY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Credit Agricole SA PK reported a gross profit of 6.99B and revenue of 6.99B. 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 Jun 2026, Societe Generale ADR reported a gross profit of 7.17B and revenue of 7.17B. 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 Jun 2026, Credit Agricole SA PK reported an operating income of 2.71B and revenue of 6.99B, resulting in an operating margin of 38.7%.
SCGLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported an operating income of 2.49B and revenue of 7.17B, resulting in an operating margin of 34.8%.
CRARY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Credit Agricole SA PK reported a net income of 1.68B and revenue of 6.99B, resulting in a net margin of 24.0%.
SCGLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported a net income of 1.70B and revenue of 7.17B, resulting in a net margin of 23.7%.
Frequently Asked Questions
CRARY and SCGLY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGLY has higher volatility (10.63%) compared to CRARY (4.71%). In terms of maximum drawdown, CRARY dropped -84.21% vs SCGLY's -89.76%.
SCGLY currently has the higher Sharpe Ratio (1.62 vs 0.64), 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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