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LLOY.L vs. SGPYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LLOY.L vs. SGPYY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lloyds Banking Group plc (LLOY.L) and Sage Group PLC ADR (SGPYY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LLOY.L is traded in GBp, while SGPYY is traded in USD. To make them comparable, the SGPYY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LLOY.L achieves a 3.29% return, which is significantly higher than SGPYY's -17.33% return. Over the past 10 years, LLOY.L has outperformed SGPYY with an annualized return of 8.20%, while SGPYY has yielded a comparatively lower 5.84% annualized return.


LLOY.L

1D
-0.10%
1M
0.03%
YTD
3.29%
6M
6.03%
1Y
34.00%
3Y*
36.39%
5Y*
21.21%
10Y*
8.20%

SGPYY

1D
-0.86%
1M
-1.38%
YTD
-17.33%
6M
-16.84%
1Y
-28.59%
3Y*
2.61%
5Y*
7.63%
10Y*
5.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLOY.L vs. SGPYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLOY.L
Lloyds Banking Group plc
3.29%88.33%21.09%10.91%-0.38%34.81%-41.70%27.49%-20.02%11.38%
SGPYY
Sage Group PLC ADR
-17.33%-13.78%9.86%62.08%-13.64%52.70%-20.29%28.13%-23.36%26.67%

Correlation

The correlation between LLOY.L and SGPYY is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.18

The correlation between LLOY.L and SGPYY shifts across timeframes, from 0.00 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LLOY.L:

£58.25B

SGPYY:

$11.14B

EPS

LLOY.L:

£0.08

SGPYY:

$3.03

PE Ratio

LLOY.L:

11.79

SGPYY:

15.32

PEG Ratio

LLOY.L:

3.30

SGPYY:

1.14

PS Ratio

LLOY.L:

3.05

SGPYY:

2.22

PB Ratio

LLOY.L:

1.21

SGPYY:

50.62

Total Revenue (TTM)

LLOY.L:

£19.51B

SGPYY:

$5.07B

Gross Profit (TTM)

LLOY.L:

£19.34B

SGPYY:

$4.66B

EBITDA (TTM)

LLOY.L:

£7.17B

SGPYY:

$1.27B

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Return for Risk

LLOY.L vs. SGPYY — Risk / Return Rank

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

LLOY.L
LLOY.L Risk / Return Rank: 7474
Overall Rank
LLOY.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LLOY.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
LLOY.L Omega Ratio Rank: 7272
Omega Ratio Rank
LLOY.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
LLOY.L Martin Ratio Rank: 7676
Martin Ratio Rank

SGPYY
SGPYY Risk / Return Rank: 99
Overall Rank
SGPYY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SGPYY Sortino Ratio Rank: 77
Sortino Ratio Rank
SGPYY Omega Ratio Rank: 88
Omega Ratio Rank
SGPYY Calmar Ratio Rank: 1313
Calmar Ratio Rank
SGPYY Martin Ratio Rank: 1111
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.

LLOY.L vs. SGPYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and Sage Group PLC ADR (SGPYY). 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.


LLOY.LSGPYYDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+3.19

Omega ratioGain probability vs. loss probability

1.23

0.83

+0.40

Calmar ratioReturn relative to maximum drawdown

1.72

-0.76

+2.48

Martin ratioReturn relative to average drawdown

4.84

-1.34

+6.19

LLOY.L vs. SGPYY - Sharpe Ratio Comparison

The current LLOY.L Sharpe Ratio is 1.23, which is higher than the SGPYY Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of LLOY.L and SGPYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LLOY.LSGPYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-1.00

+2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.29

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.20

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.33

-0.30

Drawdowns

LLOY.L vs. SGPYY - Drawdown Comparison

The maximum LLOY.L drawdown since its inception was -91.44%, which is greater than SGPYY's maximum drawdown of -47.60%. Use the drawdown chart below to compare losses from any high point for LLOY.L and SGPYY.


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Drawdown Indicators


LLOY.LSGPYYDifference

Max Drawdown

Largest peak-to-trough decline

-91.44%

-47.60%

-43.84%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-37.95%

+18.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-40.61%

+20.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-40.61%

+14.96%

Max Drawdown (10Y)

Largest decline over 10 years

-64.34%

-40.61%

-23.73%

Current Drawdown

Current decline from peak

-9.88%

-33.17%

+23.29%

Average Drawdown

Average peak-to-trough decline

-52.56%

-11.51%

-41.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.00%

21.31%

-14.31%

Volatility

LLOY.L vs. SGPYY - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LLOY.L) is 8.28%, while Sage Group PLC ADR (SGPYY) has a volatility of 12.72%. This indicates that LLOY.L experiences smaller price fluctuations and is considered to be less risky than SGPYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLOY.LSGPYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

12.72%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.96%

25.06%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

28.71%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

26.65%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.69%

28.66%

+2.03%

Dividends

LLOY.L vs. SGPYY - Dividend Comparison

LLOY.L's dividend yield for the trailing twelve months is around 3.68%, more than SGPYY's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
LLOY.L
Lloyds Banking Group plc
3.68%3.39%5.29%5.28%4.69%2.59%0.00%5.22%6.02%2.20%2.16%2.05%
SGPYY
Sage Group PLC ADR
2.59%1.87%1.57%1.50%2.59%1.88%2.37%1.86%2.45%1.47%4.60%1.88%

Financials

LLOY.L vs. SGPYY - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and Sage Group PLC ADR. 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


-10.00B0.0010.00B20.00B30.00B20222023202420252026
5.18B
1.38B
(LLOY.L) Total Revenue
(SGPYY) Total Revenue
Please note, different currencies. LLOY.L values in GBp, SGPYY values in USD

LLOY.L vs. SGPYY - Profitability Comparison

The chart below illustrates the profitability comparison between Lloyds Banking Group plc and Sage Group PLC ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

88.0%90.0%92.0%94.0%96.0%98.0%100.0%20222023202420252026
100.0%
89.1%
Portfolio components
LLOY.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a gross profit of 5.18B and revenue of 5.18B. Therefore, the gross margin over that period was 100.0%.

SGPYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported a gross profit of 1.23B and revenue of 1.38B. Therefore, the gross margin over that period was 89.1%.

LLOY.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported an operating income of 2.03B and revenue of 5.18B, resulting in an operating margin of 39.1%.

SGPYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported an operating income of 308.57M and revenue of 1.38B, resulting in an operating margin of 22.3%.

LLOY.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a net income of 1.53B and revenue of 5.18B, resulting in a net margin of 29.5%.

SGPYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported a net income of 198.94M and revenue of 1.38B, resulting in a net margin of 14.4%.


Frequently Asked Questions


LLOY.L and SGPYY have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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