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

Performance

LLOY.L vs. SHEL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lloyds Banking Group plc (LLOY.L) and Shell plc (SHEL). 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 SHEL is traded in USD. To make them comparable, the SHEL 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 lower than SHEL's 21.27% return. Over the past 10 years, LLOY.L has underperformed SHEL with an annualized return of 8.20%, while SHEL has yielded a comparatively higher 10.76% 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%

SHEL

1D
1.43%
1M
6.38%
YTD
21.27%
6M
21.19%
1Y
34.10%
3Y*
16.37%
5Y*
24.40%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLOY.L vs. SHEL - 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%
SHEL
Shell plc
21.27%13.46%0.86%14.19%52.37%35.54%-42.81%2.33%-1.73%11.15%

Correlation

The correlation between LLOY.L and SHEL is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.05

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

0.14

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2007

0.24

The correlation between LLOY.L and SHEL shifts across timeframes, from -0.14 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LLOY.L:

£58.25B

SHEL:

$247.11B

EPS

LLOY.L:

£0.08

SHEL:

$6.39

PE Ratio

LLOY.L:

11.79

SHEL:

13.55

PEG Ratio

LLOY.L:

3.30

SHEL:

0.68

PS Ratio

LLOY.L:

3.05

SHEL:

0.95

PB Ratio

LLOY.L:

1.21

SHEL:

1.42

Total Revenue (TTM)

LLOY.L:

£19.51B

SHEL:

$266.82B

Gross Profit (TTM)

LLOY.L:

£19.34B

SHEL:

$41.65B

EBITDA (TTM)

LLOY.L:

£7.17B

SHEL:

$57.44B

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Return for Risk

LLOY.L vs. SHEL — 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

SHEL
SHEL Risk / Return Rank: 8181
Overall Rank
SHEL Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 7777
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7676
Omega Ratio Rank
SHEL Calmar Ratio Rank: 8383
Calmar Ratio Rank
SHEL Martin Ratio Rank: 8585
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. SHEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and Shell plc (SHEL). 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.LSHELDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

1.72

2.63

-0.91

Martin ratioReturn relative to average drawdown

4.84

7.22

-2.38

LLOY.L vs. SHEL - Sharpe Ratio Comparison

The current LLOY.L Sharpe Ratio is 1.23, which is comparable to the SHEL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of LLOY.L and SHEL, 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.LSHELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.61

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.01

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.36

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.26

-0.23

Drawdowns

LLOY.L vs. SHEL - Drawdown Comparison

The maximum LLOY.L drawdown since its inception was -91.44%, which is greater than SHEL's maximum drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for LLOY.L and SHEL.


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Drawdown Indicators


LLOY.LSHELDifference

Max Drawdown

Largest peak-to-trough decline

-91.44%

-67.04%

-24.40%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-13.00%

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-18.89%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-20.17%

-5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-64.34%

-67.04%

+2.70%

Current Drawdown

Current decline from peak

-9.88%

-7.45%

-2.43%

Average Drawdown

Average peak-to-trough decline

-52.56%

-13.36%

-39.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.00%

4.73%

+2.27%

Volatility

LLOY.L vs. SHEL - Volatility Comparison

Lloyds Banking Group plc (LLOY.L) has a higher volatility of 8.28% compared to Shell plc (SHEL) at 5.63%. This indicates that LLOY.L's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLOY.LSHELDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

5.63%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

20.96%

17.42%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

21.36%

+6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

24.17%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.69%

29.95%

+0.74%

Dividends

LLOY.L vs. SHEL - Dividend Comparison

LLOY.L's dividend yield for the trailing twelve months is around 3.68%, more than SHEL's 3.41% 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%
SHEL
Shell plc
3.41%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%

Financials

LLOY.L vs. SHEL - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and Shell 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
5.18B
69.57B
(LLOY.L) Total Revenue
(SHEL) Total Revenue
Please note, different currencies. LLOY.L values in GBp, SHEL values in USD

LLOY.L vs. SHEL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
19.1%
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%.

SHEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shell plc reported a gross profit of 13.31B and revenue of 69.57B. Therefore, the gross margin over that period was 19.1%.

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%.

SHEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shell plc reported an operating income of 10.35B and revenue of 69.57B, resulting in an operating margin of 14.9%.

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%.

SHEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shell plc reported a net income of 5.68B and revenue of 69.57B, resulting in a net margin of 8.2%.


Frequently Asked Questions


LLOY.L and SHEL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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