LLOY.L vs. NWG.L
Compare and contrast key facts about Lloyds Banking Group plc (LLOY.L) and NatWest Group plc (NWG.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLOY.L or NWG.L.
Key characteristics
| LLOY.L | NWG.L | |
|---|---|---|
| YTD Return | 18.04% | 67.70% |
| 1Y Return | 40.29% | 108.88% |
| 3Y Return (Ann) | 6.84% | 15.09% |
| 5Y Return (Ann) | 3.87% | 9.78% |
| 10Y Return (Ann) | 0.91% | -1.03% |
| Sharpe Ratio | 1.58 | 3.81 |
| Sortino Ratio | 2.17 | 4.49 |
| Omega Ratio | 1.29 | 1.61 |
| Calmar Ratio | 0.49 | 1.05 |
| Martin Ratio | 7.07 | 21.43 |
| Ulcer Index | 4.93% | 4.78% |
| Daily Std Dev | 22.23% | 26.93% |
| Max Drawdown | -90.48% | -98.45% |
| Current Drawdown | -59.95% | -94.30% |
Fundamentals
| LLOY.L | NWG.L | |
|---|---|---|
| Market Cap | £33.17B | £30.62B |
| EPS | £0.07 | £0.47 |
| PE Ratio | 7.63 | 7.82 |
| PEG Ratio | 1.62 | 0.46 |
| Total Revenue (TTM) | £25.40B | £25.30B |
| Gross Profit (TTM) | £29.13B | £28.90B |
| EBITDA (TTM) | £3.08B | £2.19B |
Correlation
The correlation between LLOY.L and NWG.L is 0.65, 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.
Performance
LLOY.L vs. NWG.L - Performance Comparison
In the year-to-date period, LLOY.L achieves a 18.04% return, which is significantly lower than NWG.L's 67.70% return. Over the past 10 years, LLOY.L has outperformed NWG.L with an annualized return of 0.91%, while NWG.L has yielded a comparatively lower -1.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
LLOY.L vs. NWG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and NatWest Group plc (NWG.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.
Dividends
LLOY.L vs. NWG.L - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 5.43%, more than NWG.L's 4.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 5.43% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 4.70% | 139.18% | 103.67% |
NWG.L NatWest Group plc | 4.76% | 7.06% | 10.48% | 2.47% | 2.77% | 8.11% | 0.92% | 0.00% | 0.00% | 0.00% |
Drawdowns
LLOY.L vs. NWG.L - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -90.48%, smaller than the maximum NWG.L drawdown of -98.45%. Use the drawdown chart below to compare losses from any high point for LLOY.L and NWG.L. For additional features, visit the drawdowns tool.
Volatility
LLOY.L vs. NWG.L - Volatility Comparison
Lloyds Banking Group plc (LLOY.L) has a higher volatility of 9.90% compared to NatWest Group plc (NWG.L) at 7.23%. This indicates that LLOY.L's price experiences larger fluctuations and is considered to be riskier than NWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LLOY.L vs. NWG.L - Financials Comparison
This section allows you to compare key financial metrics between Lloyds Banking Group plc and NatWest Group 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.
Total Revenue: Total amount of money received from sales and other business activities