FRAS.L vs. TSCO.L
FRAS.L (FRASERS plc) and TSCO.L (Tesco PLC) are both stocks. FRAS.L operates in Specialty Retail (Consumer Cyclical), while TSCO.L operates in Grocery Stores (Consumer Defensive). Over the past 10 years, FRAS.L returned 7.33%/yr vs 14.81%/yr for TSCO.L. At a 0.23 correlation, their price movements are largely independent.
Performance
FRAS.L vs. TSCO.L - Performance Comparison
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Returns By Period
In the year-to-date period, FRAS.L achieves a 8.78% return, which is significantly higher than TSCO.L's 5.03% return. Over the past 10 years, FRAS.L has underperformed TSCO.L with an annualized return of 7.33%, while TSCO.L has yielded a comparatively higher 14.81% annualized return.
FRAS.L
- 1D
- 0.55%
- 1M
- 8.46%
- YTD
- 8.78%
- 6M
- 8.70%
- 1Y
- 0.00%
- 3Y*
- 2.02%
- 5Y*
- 4.99%
- 10Y*
- 7.33%
TSCO.L
- 1D
- 1.36%
- 1M
- -2.27%
- YTD
- 5.03%
- 6M
- 2.44%
- 1Y
- 21.11%
- 3Y*
- 24.47%
- 5Y*
- 19.71%
- 10Y*
- 14.81%
FRAS.L vs. TSCO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRAS.L FRASERS plc | 8.78% | 11.33% | -33.11% | 28.24% | -7.91% | 70.80% | -1.57% | 92.85% | -36.92% | 35.32% |
TSCO.L Tesco PLC | 5.03% | 24.45% | 31.78% | 34.79% | -18.79% | 30.32% | -5.37% | 38.15% | -7.70% | 1.70% |
Correlation
The correlation between FRAS.L and TSCO.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2007 | 0.23 |
The correlation between FRAS.L and TSCO.L shifts across timeframes, from 0.10 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FRAS.L:
£3.19B
TSCO.L:
£28.85B
FRAS.L:
£1.79
TSCO.L:
£0.54
FRAS.L:
4.13
TSCO.L:
8.45
FRAS.L:
0.07
TSCO.L:
0.47
FRAS.L:
0.31
TSCO.L:
0.20
FRAS.L:
1.35
TSCO.L:
2.52
FRAS.L:
£10.28B
TSCO.L:
£143.63B
FRAS.L:
£4.74B
TSCO.L:
£10.94B
FRAS.L:
£1.81B
TSCO.L:
£8.93B
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Return for Risk
FRAS.L vs. TSCO.L — Risk / Return Rank
FRAS.L
TSCO.L
FRAS.L vs. TSCO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FRASERS plc (FRAS.L) and Tesco PLC (TSCO.L). 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.
| FRAS.L | TSCO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.19 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.60 | -1.57 |
| Martin ratioReturn relative to average drawdown | 0.06 | 3.97 | -3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRAS.L | TSCO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.98 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.97 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.66 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.17 | -0.03 |
Drawdowns
FRAS.L vs. TSCO.L - Drawdown Comparison
The maximum FRAS.L drawdown since its inception was -87.96%, which is greater than TSCO.L's maximum drawdown of -63.40%. Use the drawdown chart below to compare losses from any high point for FRAS.L and TSCO.L.
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Drawdown Indicators
| FRAS.L | TSCO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.96% | -63.40% | -24.56% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -13.12% | -6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -41.79% | -20.76% | -21.03% |
Max Drawdown (5Y)Largest decline over 5 years | -42.50% | -32.40% | -10.10% |
Max Drawdown (10Y)Largest decline over 10 years | -64.75% | -32.40% | -32.35% |
Current DrawdownCurrent decline from peak | -22.33% | -7.41% | -14.92% |
Average DrawdownAverage peak-to-trough decline | -38.77% | -23.62% | -15.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 5.30% | +4.30% |
Volatility
FRAS.L vs. TSCO.L - Volatility Comparison
FRASERS plc (FRAS.L) has a higher volatility of 7.57% compared to Tesco PLC (TSCO.L) at 6.81%. This indicates that FRAS.L's price experiences larger fluctuations and is considered to be riskier than TSCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRAS.L | TSCO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 6.81% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 20.93% | 17.12% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 21.42% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.61% | 20.25% | +10.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.03% | 22.57% | +15.46% |
Dividends
FRAS.L vs. TSCO.L - Dividend Comparison
FRAS.L has not paid dividends to shareholders, while TSCO.L's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FRAS.L FRASERS plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSCO.L Tesco PLC | 3.19% | 3.23% | 3.39% | 3.75% | 5.15% | 20.72% | 4.19% | 2.64% | 1.93% | 0.48% |
Financials
FRAS.L vs. TSCO.L - Financials Comparison
This section allows you to compare key financial metrics between FRASERS plc and Tesco 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.
Total Revenue: Total amount of money received from sales and other business activities
FRAS.L vs. TSCO.L - Profitability Comparison
FRAS.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FRASERS plc reported a gross profit of 1.23B and revenue of 2.58B. Therefore, the gross margin over that period was 47.7%.
TSCO.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a gross profit of 2.76B and revenue of 37.68B. Therefore, the gross margin over that period was 7.3%.
FRAS.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FRASERS plc reported an operating income of 240.80M and revenue of 2.58B, resulting in an operating margin of 9.3%.
TSCO.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported an operating income of 1.49B and revenue of 37.68B, resulting in an operating margin of 4.0%.
FRAS.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FRASERS plc reported a net income of 330.90M and revenue of 2.58B, resulting in a net margin of 12.8%.
TSCO.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a net income of 837.00M and revenue of 37.68B, resulting in a net margin of 2.2%.
Frequently Asked Questions
FRAS.L and TSCO.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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