GLEN.L vs. BA.L
Compare and contrast key facts about Glencore plc (GLEN.L) and BAE Systems plc (BA.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLEN.L or BA.L.
Key characteristics
| GLEN.L | BA.L | |
|---|---|---|
| YTD Return | -15.42% | 27.00% |
| 1Y Return | -7.07% | 29.39% |
| 3Y Return (Ann) | 5.35% | 38.17% |
| 5Y Return (Ann) | 10.33% | 23.76% |
| 10Y Return (Ann) | 2.84% | 16.06% |
| Sharpe Ratio | -0.24 | 1.35 |
| Sortino Ratio | -0.16 | 1.86 |
| Omega Ratio | 0.98 | 1.24 |
| Calmar Ratio | -0.19 | 2.40 |
| Martin Ratio | -0.49 | 5.31 |
| Ulcer Index | 13.24% | 5.23% |
| Daily Std Dev | 27.27% | 20.48% |
| Max Drawdown | -86.15% | -84.49% |
| Current Drawdown | -28.15% | -0.68% |
Fundamentals
| GLEN.L | BA.L | |
|---|---|---|
| Market Cap | £48.78B | £40.97B |
| EPS | -£0.03 | £0.60 |
| PEG Ratio | 0.41 | 3.52 |
| Total Revenue (TTM) | £227.51B | £24.56B |
| Gross Profit (TTM) | £6.97B | £2.19B |
| EBITDA (TTM) | £11.74B | £3.26B |
Correlation
The correlation between GLEN.L and BA.L is 0.39, 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
GLEN.L vs. BA.L - Performance Comparison
In the year-to-date period, GLEN.L achieves a -15.42% return, which is significantly lower than BA.L's 27.00% return. Over the past 10 years, GLEN.L has underperformed BA.L with an annualized return of 2.84%, while BA.L has yielded a comparatively higher 16.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GLEN.L vs. BA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.L) and BAE Systems plc (BA.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.
Dividends
GLEN.L vs. BA.L - Dividend Comparison
GLEN.L's dividend yield for the trailing twelve months is around 106.29%, more than BA.L's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLEN.L Glencore plc | 106.29% | 300.59% | 3.83% | 2.31% | 6.71% | 6.74% | 5.12% | 1.58% | 0.00% | 395.16% | 206.57% | 3.33% |
BA.L BAE Systems plc | 2.24% | 2.53% | 2.99% | 4.40% | 7.57% | 4.00% | 4.79% | 3.75% | 3.57% | 4.14% | 4.30% | 4.53% |
Drawdowns
GLEN.L vs. BA.L - Drawdown Comparison
The maximum GLEN.L drawdown since its inception was -86.15%, roughly equal to the maximum BA.L drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for GLEN.L and BA.L. For additional features, visit the drawdowns tool.
Volatility
GLEN.L vs. BA.L - Volatility Comparison
Glencore plc (GLEN.L) has a higher volatility of 9.58% compared to BAE Systems plc (BA.L) at 8.11%. This indicates that GLEN.L's price experiences larger fluctuations and is considered to be riskier than BA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GLEN.L vs. BA.L - Financials Comparison
This section allows you to compare key financial metrics between Glencore plc and BAE Systems 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