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GLEN.L vs. TATYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLEN.L vs. TATYY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Glencore plc (GLEN.L) and Tate & Lyle PLC ADR (TATYY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLEN.L is traded in GBp, while TATYY is traded in USD. To make them comparable, the TATYY values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with GLEN.L having a 48.01% return and TATYY slightly higher at 48.99%. Over the past 10 years, GLEN.L has outperformed TATYY with an annualized return of 20.52%, while TATYY has yielded a comparatively lower 4.23% annualized return.


GLEN.L

1D
0.83%
1M
5.66%
YTD
48.01%
6M
58.82%
1Y
111.55%
3Y*
15.48%
5Y*
18.96%
10Y*
20.52%

TATYY

1D
12.56%
1M
49.20%
YTD
48.99%
6M
52.75%
1Y
3.27%
3Y*
-7.77%
5Y*
-0.35%
10Y*
4.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLEN.L vs. TATYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLEN.L
Glencore plc
48.01%18.34%-23.37%-6.11%57.13%66.99%-1.00%-14.47%-21.89%42.98%
TATYY
Tate & Lyle PLC ADR
48.99%-39.83%1.12%-5.34%32.08%0.29%-4.81%14.74%1.34%0.25%

Correlation

The correlation between GLEN.L and TATYY is 0.08, 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

0.08

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

0.08

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

0.03

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.06

Fundamentals

Market Cap

GLEN.L:

£71.81B

TATYY:

$3.34B

EPS

GLEN.L:

-£0.10

TATYY:

$2.15

PS Ratio

GLEN.L:

0.15

TATYY:

0.94

PB Ratio

GLEN.L:

1.85

TATYY:

2.09

Total Revenue (TTM)

GLEN.L:

£479.07B

TATYY:

$3.54B

Gross Profit (TTM)

GLEN.L:

£11.90B

TATYY:

$722.00M

EBITDA (TTM)

GLEN.L:

£19.53B

TATYY:

$597.20M

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Return for Risk

GLEN.L vs. TATYY — Risk / Return Rank

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

GLEN.L
GLEN.L Risk / Return Rank: 9696
Overall Rank
GLEN.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GLEN.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLEN.L Omega Ratio Rank: 9595
Omega Ratio Rank
GLEN.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
GLEN.L Martin Ratio Rank: 9797
Martin Ratio Rank

TATYY
TATYY Risk / Return Rank: 4444
Overall Rank
TATYY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TATYY Sortino Ratio Rank: 4545
Sortino Ratio Rank
TATYY Omega Ratio Rank: 4747
Omega Ratio Rank
TATYY Calmar Ratio Rank: 4343
Calmar Ratio Rank
TATYY Martin Ratio Rank: 4343
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.

GLEN.L vs. TATYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.L) and Tate & Lyle PLC ADR (TATYY). 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.


GLEN.LTATYYDifference
Sharpe ratioReturn per unit of total volatility

+3.52

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.56

1.09

+0.47

Calmar ratioReturn relative to maximum drawdown

7.87

0.08

+7.79

Martin ratioReturn relative to average drawdown

25.74

0.13

+25.62

GLEN.L vs. TATYY - Sharpe Ratio Comparison

The current GLEN.L Sharpe Ratio is 3.57, which is higher than the TATYY Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of GLEN.L and TATYY, 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


GLEN.LTATYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.57

0.06

+3.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.01

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.13

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.14

-0.06

Drawdowns

GLEN.L vs. TATYY - Drawdown Comparison

The maximum GLEN.L drawdown since its inception was -86.97%, which is greater than TATYY's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for GLEN.L and TATYY.


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Drawdown Indicators


GLEN.LTATYYDifference

Max Drawdown

Largest peak-to-trough decline

-86.97%

-58.21%

-28.76%

Max Drawdown (1Y)

Largest decline over 1 year

-14.09%

-39.85%

+25.76%

Max Drawdown (3Y)

Largest decline over 3 years

-53.56%

-58.21%

+4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-55.24%

-58.21%

+2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-69.99%

-58.21%

-11.78%

Current Drawdown

Current decline from peak

-3.24%

-29.25%

+26.01%

Average Drawdown

Average peak-to-trough decline

-35.07%

-15.72%

-19.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

25.86%

-21.54%

Volatility

GLEN.L vs. TATYY - Volatility Comparison

The current volatility for Glencore plc (GLEN.L) is 9.88%, while Tate & Lyle PLC ADR (TATYY) has a volatility of 39.91%. This indicates that GLEN.L experiences smaller price fluctuations and is considered to be less risky than TATYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLEN.LTATYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.88%

39.91%

-30.03%

Volatility (6M)

Calculated over the trailing 6-month period

22.12%

45.12%

-23.00%

Volatility (1Y)

Calculated over the trailing 1-year period

31.10%

58.21%

-27.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.27%

38.62%

-6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.54%

33.71%

+1.83%

Dividends

GLEN.L vs. TATYY - Dividend Comparison

GLEN.L's dividend yield for the trailing twelve months is around 1.68%, less than TATYY's 3.57% yield.


PositionTTM2025202420232022202120202019201820172016
GLEN.L
Glencore plc
1.68%1.84%2.87%8.72%5.58%3.08%0.00%6.70%5.16%1.37%0.00%
TATYY
Tate & Lyle PLC ADR
3.57%5.27%3.03%2.90%19.44%4.72%3.74%3.67%4.18%3.64%3.81%

Financials

GLEN.L vs. TATYY - Financials Comparison

This section allows you to compare key financial metrics between Glencore plc and Tate & Lyle PLC 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B140.00B202120222023202420252026
130.73B
996.75M
(GLEN.L) Total Revenue
(TATYY) Total Revenue
Please note, different currencies. GLEN.L values in GBp, TATYY values in USD

GLEN.L vs. TATYY - Profitability Comparison

The chart below illustrates the profitability comparison between Glencore plc and Tate & Lyle PLC ADR 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%202120222023202420252026
2.6%
0
Portfolio components
GLEN.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a gross profit of 3.44B and revenue of 130.73B. Therefore, the gross margin over that period was 2.6%.

TATYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported a gross profit of 0.00 and revenue of 996.75M. Therefore, the gross margin over that period was 0.0%.

GLEN.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported an operating income of 2.18B and revenue of 130.73B, resulting in an operating margin of 1.7%.

TATYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported an operating income of 83.23M and revenue of 996.75M, resulting in an operating margin of 8.4%.

GLEN.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a net income of 1.02B and revenue of 130.73B, resulting in a net margin of 0.8%.

TATYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported a net income of 41.62M and revenue of 996.75M, resulting in a net margin of 4.2%.


Frequently Asked Questions


GLEN.L and TATYY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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