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JSAIY vs. TSCO.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JSAIY and TSCO.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

JSAIY vs. TSCO.L - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-9.27%
13.01%
JSAIY
TSCO.L

Key characteristics

Sharpe Ratio

JSAIY:

0.39

TSCO.L:

2.58

Sortino Ratio

JSAIY:

0.68

TSCO.L:

3.49

Omega Ratio

JSAIY:

1.09

TSCO.L:

1.47

Calmar Ratio

JSAIY:

0.20

TSCO.L:

2.30

Martin Ratio

JSAIY:

0.93

TSCO.L:

15.43

Ulcer Index

JSAIY:

9.87%

TSCO.L:

2.71%

Daily Std Dev

JSAIY:

23.34%

TSCO.L:

16.20%

Max Drawdown

JSAIY:

-69.69%

TSCO.L:

-71.71%

Current Drawdown

JSAIY:

-40.10%

TSCO.L:

0.00%

Fundamentals

Market Cap

JSAIY:

$7.61B

TSCO.L:

£26.56B

EPS

JSAIY:

$0.36

TSCO.L:

£0.27

PE Ratio

JSAIY:

36.64

TSCO.L:

14.69

PEG Ratio

JSAIY:

0.27

TSCO.L:

1.57

Returns By Period

In the year-to-date period, JSAIY achieves a -5.31% return, which is significantly lower than TSCO.L's 7.68% return. Over the past 10 years, JSAIY has underperformed TSCO.L with an annualized return of 2.25%, while TSCO.L has yielded a comparatively higher 10.63% annualized return.


JSAIY

YTD

-5.31%

1M

2.25%

6M

-9.27%

1Y

8.46%

5Y*

9.42%

10Y*

2.25%

TSCO.L

YTD

7.68%

1M

9.98%

6M

16.24%

1Y

43.59%

5Y*

4.12%

10Y*

10.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JSAIY vs. TSCO.L — 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 5454
Overall Rank
The Sharpe Ratio Rank of JSAIY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of JSAIY is 4949
Sortino Ratio Rank
The Omega Ratio Rank of JSAIY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of JSAIY is 5555
Calmar Ratio Rank
The Martin Ratio Rank of JSAIY is 5757
Martin Ratio Rank

TSCO.L
The Risk-Adjusted Performance Rank of TSCO.L is 9494
Overall Rank
The Sharpe Ratio Rank of TSCO.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO.L is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TSCO.L is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TSCO.L is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TSCO.L is 9595
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. TSCO.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J Sainsbury PLC OTC (JSAIY) 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.


Sharpe ratio
The chart of Sharpe ratio for JSAIY, currently valued at 0.29, compared to the broader market-2.000.002.004.000.292.50
The chart of Sortino ratio for JSAIY, currently valued at 0.54, compared to the broader market-6.00-4.00-2.000.002.004.006.000.543.42
The chart of Omega ratio for JSAIY, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.43
The chart of Calmar ratio for JSAIY, currently valued at 0.15, compared to the broader market0.002.004.006.000.151.01
The chart of Martin ratio for JSAIY, currently valued at 0.66, compared to the broader market-10.000.0010.0020.0030.000.669.57
JSAIY
TSCO.L

The current JSAIY Sharpe Ratio is 0.39, which is lower than the TSCO.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of JSAIY and TSCO.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.29
2.50
JSAIY
TSCO.L

Dividends

JSAIY vs. TSCO.L - Dividend Comparison

JSAIY's dividend yield for the trailing twelve months is around 5.03%, less than TSCO.L's 315.18% yield.


TTM20242023202220212020201920182017201620152014
JSAIY
J Sainsbury PLC OTC
5.03%4.77%4.28%6.38%3.97%4.49%4.80%4.05%3.88%5.30%4.93%7.62%
TSCO.L
Tesco PLC
315.18%339.40%375.22%515.17%2,072.44%419.19%264.50%193.06%47.79%0.00%0.00%597.35%

Drawdowns

JSAIY vs. TSCO.L - Drawdown Comparison

The maximum JSAIY drawdown since its inception was -69.69%, roughly equal to the maximum TSCO.L drawdown of -71.71%. Use the drawdown chart below to compare losses from any high point for JSAIY and TSCO.L. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-40.10%
-17.15%
JSAIY
TSCO.L

Volatility

JSAIY vs. TSCO.L - Volatility Comparison

J Sainsbury PLC OTC (JSAIY) has a higher volatility of 5.19% compared to Tesco PLC (TSCO.L) at 4.70%. This indicates that JSAIY'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
5.19%
4.70%
JSAIY
TSCO.L

Financials

JSAIY vs. TSCO.L - 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


Please note, different currencies. JSAIY values in USD, TSCO.L values in GBp
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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