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LSEG.L vs. LNSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LSEG.L vs. LNSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in London Stock Exchange Group plc (LSEG.L) and London Stock Exchange Ltd ADR (LNSTY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LSEG.L achieves a 3.50% return, which is significantly higher than LNSTY's -1.83% return. Over the past 10 years, LSEG.L has outperformed LNSTY with an annualized return of 14.59%, while LNSTY has yielded a comparatively lower 13.52% annualized return.


LSEG.L

1D
5.29%
1M
-4.34%
YTD
3.50%
6M
6.62%
1Y
-17.66%
3Y*
3.30%
5Y*
5.26%
10Y*
14.59%

LNSTY

1D
0.00%
1M
0.92%
YTD
-1.83%
6M
-1.83%
1Y
-23.01%
3Y*
0.66%
5Y*
3.56%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSEG.L vs. LNSTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSEG.L
London Stock Exchange Group plc
3.50%-19.64%23.26%31.78%4.28%-22.30%17.31%92.96%8.43%31.87%
LNSTY
London Stock Exchange Ltd ADR
-1.83%-21.47%22.71%34.74%2.95%-23.07%17.64%92.89%7.43%37.97%

Correlation

The correlation between LSEG.L and LNSTY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.69

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

0.76

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

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2015

0.73

Over the past year, the correlation between LSEG.L and LNSTY has dropped to 0.49 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

LSEG.L:

£47.80B

LNSTY:

$62.01B

EPS

LSEG.L:

£3.67

LNSTY:

$0.78

PE Ratio

LSEG.L:

24.96

LNSTY:

37.15

PEG Ratio

LSEG.L:

0.71

LNSTY:

1.36

PS Ratio

LSEG.L:

2.66

LNSTY:

3.50

PB Ratio

LSEG.L:

2.42

LNSTY:

2.93

Total Revenue (TTM)

LSEG.L:

£18.17B

LNSTY:

$17.73B

Gross Profit (TTM)

LSEG.L:

£8.45B

LNSTY:

$14.27B

EBITDA (TTM)

LSEG.L:

£7.44B

LNSTY:

$5.65B

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Return for Risk

LSEG.L vs. LNSTY — Risk / Return Rank

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

LSEG.L
LSEG.L Risk / Return Rank: 2121
Overall Rank
LSEG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LSEG.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
LSEG.L Omega Ratio Rank: 1717
Omega Ratio Rank
LSEG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
LSEG.L Martin Ratio Rank: 2525
Martin Ratio Rank

LNSTY
LNSTY Risk / Return Rank: 33
Overall Rank
LNSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LNSTY Sortino Ratio Rank: 44
Sortino Ratio Rank
LNSTY Omega Ratio Rank: 22
Omega Ratio Rank
LNSTY Calmar Ratio Rank: 00
Calmar Ratio Rank
LNSTY Martin Ratio Rank: 77
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.

LSEG.L vs. LNSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.L) and London Stock Exchange Ltd ADR (LNSTY). 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.


LSEG.LLNSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

0.92

0.75

+0.16

Calmar ratioReturn relative to maximum drawdown

-0.48

-1.02

+0.54

Martin ratioReturn relative to average drawdown

-0.85

-1.42

+0.57

LSEG.L vs. LNSTY - Sharpe Ratio Comparison

The current LSEG.L Sharpe Ratio is -0.56, which is higher than the LNSTY Sharpe Ratio of -1.24. The chart below compares the historical Sharpe Ratios of LSEG.L and LNSTY, 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


LSEG.LLNSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-1.24

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.17

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.53

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.49

0.00

Drawdowns

LSEG.L vs. LNSTY - Drawdown Comparison

The maximum LSEG.L drawdown since its inception was -80.59%, which is greater than LNSTY's maximum drawdown of -36.18%. Use the drawdown chart below to compare losses from any high point for LSEG.L and LNSTY.


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Drawdown Indicators


LSEG.LLNSTYDifference

Max Drawdown

Largest peak-to-trough decline

-80.59%

-36.18%

-44.41%

Max Drawdown (1Y)

Largest decline over 1 year

-36.72%

-28.39%

-8.33%

Max Drawdown (3Y)

Largest decline over 3 years

-39.94%

-32.37%

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-39.94%

-32.37%

-7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-39.94%

-36.18%

-3.76%

Current Drawdown

Current decline from peak

-22.39%

-28.30%

+5.91%

Average Drawdown

Average peak-to-trough decline

-19.48%

-10.38%

-9.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.67%

19.58%

+1.09%

Volatility

LSEG.L vs. LNSTY - Volatility Comparison

London Stock Exchange Group plc (LSEG.L) has a higher volatility of 9.82% compared to London Stock Exchange Ltd ADR (LNSTY) at 1.76%. This indicates that LSEG.L's price experiences larger fluctuations and is considered to be riskier than LNSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSEG.LLNSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

1.76%

+8.06%

Volatility (6M)

Calculated over the trailing 6-month period

25.02%

13.80%

+11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

31.71%

23.33%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

21.92%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.56%

26.18%

-0.62%

Dividends

LSEG.L vs. LNSTY - Dividend Comparison

LSEG.L's dividend yield for the trailing twelve months is around 1.64%, more than LNSTY's 0.53% yield.


PositionTTM20252024202320222021202020192018201720162015
LNSTY
London Stock Exchange Ltd ADR
0.53%1.52%1.08%1.15%1.52%1.12%0.68%0.69%1.24%1.00%1.31%0.00%
LSEG.L
London Stock Exchange Group plc
1.64%1.52%1.07%1.20%1.43%1.11%0.81%0.82%1.34%1.20%1.28%0.86%

Financials

LSEG.L vs. LNSTY - Financials Comparison

This section allows you to compare key financial metrics between London Stock Exchange Group plc and London Stock Exchange Ltd 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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
4.66B
4.67B
(LSEG.L) Total Revenue
(LNSTY) Total Revenue
Please note, different currencies. LSEG.L values in GBp, LNSTY values in USD

LSEG.L vs. LNSTY - Profitability Comparison

The chart below illustrates the profitability comparison between London Stock Exchange Group plc and London Stock Exchange Ltd ADR 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%20212022202320242025
40.2%
87.1%
Portfolio components
LSEG.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, London Stock Exchange Group plc reported a gross profit of 1.87B and revenue of 4.66B. Therefore, the gross margin over that period was 40.2%.

LNSTY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, London Stock Exchange Ltd ADR reported a gross profit of 4.07B and revenue of 4.67B. Therefore, the gross margin over that period was 87.1%.

LSEG.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, London Stock Exchange Group plc reported an operating income of 1.08B and revenue of 4.66B, resulting in an operating margin of 23.1%.

LNSTY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, London Stock Exchange Ltd ADR reported an operating income of 1.06B and revenue of 4.67B, resulting in an operating margin of 22.7%.

LSEG.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, London Stock Exchange Group plc reported a net income of 600.00M and revenue of 4.66B, resulting in a net margin of 12.9%.

LNSTY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, London Stock Exchange Ltd ADR reported a net income of 649.00M and revenue of 4.67B, resulting in a net margin of 13.9%.


Frequently Asked Questions


LSEG.L and LNSTY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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