PortfoliosLab logoPortfoliosLab logo
LGGNY vs. BTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LGGNY vs. BTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legal & General Group Plc (LGGNY) and British American Tobacco p.l.c. (BTI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LGGNY vs. BTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGGNY
Legal & General Group Plc
-3.79%32.85%-3.49%17.36%-21.83%18.83%-1.17%45.45%-16.11%35.63%
BTI
British American Tobacco p.l.c.
3.73%65.81%35.44%-19.97%14.91%7.95%-4.73%42.97%-49.35%24.40%

Fundamentals

Returns By Period

In the year-to-date period, LGGNY achieves a -3.79% return, which is significantly lower than BTI's 3.73% return. Over the past 10 years, LGGNY has outperformed BTI with an annualized return of 8.52%, while BTI has yielded a comparatively lower 6.86% annualized return.


LGGNY

1D
3.03%
1M
-5.39%
YTD
-3.79%
6M
6.51%
1Y
15.90%
3Y*
13.53%
5Y*
4.63%
10Y*
8.52%

BTI

1D
-0.99%
1M
-5.45%
YTD
3.73%
6M
15.49%
1Y
49.23%
3Y*
27.67%
5Y*
17.28%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

LGGNY vs. BTI — Risk / Return Rank

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

LGGNY
LGGNY Risk / Return Rank: 5959
Overall Rank
LGGNY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LGGNY Sortino Ratio Rank: 5353
Sortino Ratio Rank
LGGNY Omega Ratio Rank: 5555
Omega Ratio Rank
LGGNY Calmar Ratio Rank: 5959
Calmar Ratio Rank
LGGNY Martin Ratio Rank: 6262
Martin Ratio Rank

BTI
BTI Risk / Return Rank: 8989
Overall Rank
BTI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BTI Sortino Ratio Rank: 9090
Sortino Ratio Rank
BTI Omega Ratio Rank: 8888
Omega Ratio Rank
BTI Calmar Ratio Rank: 8888
Calmar Ratio Rank
BTI Martin Ratio Rank: 8686
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.

LGGNY vs. BTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General Group Plc (LGGNY) and British American Tobacco p.l.c. (BTI). 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.


LGGNYBTIDifference

Sharpe ratio

Return per unit of total volatility

0.67

2.24

-1.58

Sortino ratio

Return per unit of downside risk

0.99

2.88

-1.89

Omega ratio

Gain probability vs. loss probability

1.14

1.37

-0.23

Calmar ratio

Return relative to maximum drawdown

0.90

3.51

-2.61

Martin ratio

Return relative to average drawdown

2.48

8.85

-6.38

LGGNY vs. BTI - Sharpe Ratio Comparison

The current LGGNY Sharpe Ratio is 0.67, which is lower than the BTI Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LGGNY and BTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LGGNYBTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

2.24

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.84

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.29

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.58

-0.43

Correlation

The correlation between LGGNY and BTI is 0.29, 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

LGGNY vs. BTI - Dividend Comparison

LGGNY's dividend yield for the trailing twelve months is around 8.23%, more than BTI's 5.32% yield.


TTM20252024202320222021202020192018201720162015
LGGNY
Legal & General Group Plc
8.23%7.92%9.06%7.34%7.62%5.68%5.86%4.97%6.77%8.42%12.35%4.47%
BTI
British American Tobacco p.l.c.
5.32%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%

Drawdowns

LGGNY vs. BTI - Drawdown Comparison

The maximum LGGNY drawdown since its inception was -89.75%, which is greater than BTI's maximum drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for LGGNY and BTI.


Loading graphics...

Drawdown Indicators


LGGNYBTIDifference

Max Drawdown

Largest peak-to-trough decline

-89.75%

-64.11%

-25.64%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-13.75%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-43.39%

-29.94%

-13.45%

Max Drawdown (10Y)

Largest decline over 10 years

-62.54%

-56.00%

-6.54%

Current Drawdown

Current decline from peak

-9.18%

-6.82%

-2.36%

Average Drawdown

Average peak-to-trough decline

-20.59%

-12.96%

-7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.10%

5.45%

+0.65%

Volatility

LGGNY vs. BTI - Volatility Comparison

Legal & General Group Plc (LGGNY) has a higher volatility of 10.21% compared to British American Tobacco p.l.c. (BTI) at 7.66%. This indicates that LGGNY's price experiences larger fluctuations and is considered to be riskier than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LGGNYBTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.21%

7.66%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

16.14%

15.47%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.98%

22.08%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

20.70%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.77%

23.95%

+10.82%

Financials

LGGNY vs. BTI - Financials Comparison

This section allows you to compare key financial metrics between Legal & General Group Plc and British American Tobacco p.l.c.. 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


12.00B12.50B13.00B13.50B14.00B14.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
13.54B
(LGGNY) Total Revenue
(BTI) Total Revenue
Values in USD except per share items