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JSAIY vs. TSCDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JSAIY and TSCDY is 0.34, 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

JSAIY vs. TSCDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J Sainsbury PLC OTC (JSAIY) and Tesco PLC (TSCDY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JSAIY:

0.56

TSCDY:

1.47

Sortino Ratio

JSAIY:

0.91

TSCDY:

1.95

Omega Ratio

JSAIY:

1.12

TSCDY:

1.29

Calmar Ratio

JSAIY:

0.33

TSCDY:

1.01

Martin Ratio

JSAIY:

1.18

TSCDY:

6.28

Ulcer Index

JSAIY:

13.23%

TSCDY:

5.92%

Daily Std Dev

JSAIY:

28.39%

TSCDY:

25.87%

Max Drawdown

JSAIY:

-69.69%

TSCDY:

-74.77%

Current Drawdown

JSAIY:

-28.79%

TSCDY:

-10.02%

Fundamentals

Market Cap

JSAIY:

$8.97B

TSCDY:

$35.06B

EPS

JSAIY:

$0.95

TSCDY:

$0.93

PE Ratio

JSAIY:

16.51

TSCDY:

17.10

PEG Ratio

JSAIY:

0.28

TSCDY:

1.48

PS Ratio

JSAIY:

0.27

TSCDY:

0.50

PB Ratio

JSAIY:

1.00

TSCDY:

2.24

Returns By Period

In the year-to-date period, JSAIY achieves a 12.56% return, which is significantly lower than TSCDY's 16.19% return. Over the past 10 years, JSAIY has underperformed TSCDY with an annualized return of 4.76%, while TSCDY has yielded a comparatively higher 8.46% annualized return.


JSAIY

YTD

12.56%

1M

9.42%

6M

16.75%

1Y

16.36%

3Y*

16.81%

5Y*

15.97%

10Y*

4.76%

TSCDY

YTD

16.19%

1M

9.18%

6M

16.77%

1Y

36.92%

3Y*

22.38%

5Y*

18.54%

10Y*

8.46%

*Annualized

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J Sainsbury PLC OTC

Tesco PLC

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JSAIY vs. TSCDY — Risk-Adjusted Performance Rank

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

JSAIY
The Risk-Adjusted Performance Rank of JSAIY is 6565
Overall Rank
The Sharpe Ratio Rank of JSAIY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of JSAIY is 6363
Sortino Ratio Rank
The Omega Ratio Rank of JSAIY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JSAIY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of JSAIY is 6565
Martin Ratio Rank

TSCDY
The Risk-Adjusted Performance Rank of TSCDY is 8686
Overall Rank
The Sharpe Ratio Rank of TSCDY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCDY is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TSCDY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of TSCDY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TSCDY is 8989
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.

JSAIY vs. TSCDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J Sainsbury PLC OTC (JSAIY) and Tesco PLC (TSCDY). 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 JSAIY Sharpe Ratio is 0.56, which is lower than the TSCDY Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of JSAIY and TSCDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JSAIY vs. TSCDY - Dividend Comparison

JSAIY's dividend yield for the trailing twelve months is around 4.23%, more than TSCDY's 3.35% yield.


TTM20242023202220212020201920182017201620152014
JSAIY
J Sainsbury PLC OTC
4.23%4.77%4.28%6.38%3.97%4.49%4.80%4.05%3.88%5.30%4.93%7.62%
TSCDY
Tesco PLC
3.35%3.39%3.60%5.27%20.95%3.79%2.57%2.05%0.47%0.00%0.00%6.51%

Drawdowns

JSAIY vs. TSCDY - Drawdown Comparison

The maximum JSAIY drawdown since its inception was -69.69%, smaller than the maximum TSCDY drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for JSAIY and TSCDY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JSAIY vs. TSCDY - Volatility Comparison

J Sainsbury PLC OTC (JSAIY) has a higher volatility of 7.86% compared to Tesco PLC (TSCDY) at 6.03%. This indicates that JSAIY's price experiences larger fluctuations and is considered to be riskier than TSCDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JSAIY vs. TSCDY - Financials Comparison

This section allows you to compare key financial metrics between J Sainsbury PLC OTC 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


15.00B20.00B25.00B30.00B35.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
35.14B
(JSAIY) Total Revenue
(TSCDY) Total Revenue
Values in USD except per share items