LBTYA vs. TLK

Last updated Apr 1, 2026

Compare and contrast key facts about Liberty Global plc (LBTYA) and Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK).

Performance

LBTYA vs. TLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Global plc (LBTYA) and Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK). The values are adjusted to include any dividend payments, if applicable.

LBTYA vs. TLK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LBTYA Liberty Global plc	8.53%	-12.70%	39.38%	-6.13%	-31.76%	14.53%	6.51%	6.56%	-40.46%	17.16%
TLK Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk	-11.26%	37.97%	-32.33%	12.56%	-14.60%	24.66%	-13.28%	11.76%	-17.92%	13.52%

Fundamentals

EPS LBTYA : -$29.48 TLK : $21.93K
PS Ratio LBTYA : 0.60 TLK : 0.00
Total Revenue (TTM) LBTYA : $4.88B TLK : $147.37T
Gross Profit (TTM) LBTYA : $0.00 TLK : $98.32T
EBITDA (TTM) LBTYA : -$6.48B TLK : $74.77T

Returns By Period

In the year-to-date period, LBTYA achieves a 8.53% return, which is significantly higher than TLK's -11.26% return. Over the past 10 years, LBTYA has underperformed TLK with an annualized return of -3.63%, while TLK has yielded a comparatively higher 0.56% annualized return.

LBTYA

• 1D: -0.17%
• 1M: -5.10%
• YTD: 8.53%
• 6M: 5.50%
• 1Y: 5.04%
• 3Y*: 6.37%
• 5Y*: -1.87%
• 10Y*: -3.63%

TLK

• 1D: 2.86%
• 1M: -12.18%
• YTD: -11.26%
• 6M: -0.74%
• 1Y: 36.37%
• 3Y*: -6.57%
• 5Y*: -0.22%
• 10Y*: 0.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LBTYA vs. TLK — Risk / Return Rank

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

LBTYA

LBTYA Risk / Return Rank: 45
LBTYA Sharpe Ratio Rank: 46
LBTYA Sortino Ratio Rank: 42
LBTYA Omega Ratio Rank: 42
LBTYA Calmar Ratio Rank: 48
LBTYA Martin Ratio Rank: 47

TLK

TLK Risk / Return Rank: 74
TLK Sharpe Ratio Rank: 77
TLK Sortino Ratio Rank: 72
TLK Omega Ratio Rank: 71
TLK Calmar Ratio Rank: 72
TLK Martin Ratio Rank: 76

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.

LBTYA vs. TLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Global plc (LBTYA) and Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK). 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.

	LBTYA	TLK	Difference
Sharpe ratio Return per unit of total volatility	0.15	1.10	-0.95
Sortino ratio Return per unit of downside risk	0.49	1.66	-1.17
Omega ratio Gain probability vs. loss probability	1.06	1.22	-0.16
Calmar ratio Return relative to maximum drawdown	0.24	1.53	-1.28
Martin ratio Return relative to average drawdown	0.54	4.72	-4.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LBTYA vs. TLK - Sharpe Ratio Comparison

The current LBTYA Sharpe Ratio is 0.15, which is lower than the TLK Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of LBTYA and TLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LBTYA	TLK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	1.10	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	-0.01	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.11	0.02	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.38	-0.41

Correlation

The correlation between LBTYA and TLK is 0.25, 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.

Dividends

LBTYA vs. TLK - Dividend Comparison

LBTYA has not paid dividends to shareholders, while TLK's dividend yield for the trailing twelve months is around 6.98%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LBTYA Liberty Global plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	7.08%
TLK Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk	6.98%	6.19%	6.76%	4.38%	4.36%	0.99%	4.59%	2.66%	0.92%	2.73%	2.88%	3.05%

Drawdowns

LBTYA vs. TLK - Drawdown Comparison

The maximum LBTYA drawdown since its inception was -82.00%, which is greater than TLK's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for LBTYA and TLK.

Drawdown Indicators

	LBTYA	TLK	Difference
Max Drawdown Largest peak-to-trough decline	-82.00%	-67.48%	-14.52%
Max Drawdown (1Y) Largest decline over 1 year	-21.11%	-24.11%	+3.00%
Max Drawdown (5Y) Largest decline over 5 years	-49.80%	-53.95%	+4.15%
Max Drawdown (10Y) Largest decline over 10 years	-60.74%	-53.95%	-6.79%
Current Drawdown Current decline from peak	-66.54%	-29.95%	-36.59%
Average Drawdown Average peak-to-trough decline	-47.58%	-19.53%	-28.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.53%	7.81%	+1.72%

Volatility

LBTYA vs. TLK - Volatility Comparison

The current volatility for Liberty Global plc (LBTYA) is 7.01%, while Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) has a volatility of 9.05%. This indicates that LBTYA experiences smaller price fluctuations and is considered to be less risky than TLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LBTYA	TLK	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.01%	9.05%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	24.92%	25.21%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	34.67%	33.23%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.72%	26.11%	+4.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.37%	28.24%	+4.13%

Financials