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LYG vs. BCS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LYG and BCS is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

LYG vs. BCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lloyds Banking Group plc (LYG) and Barclays PLC (BCS). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-54.81%
21.84%
LYG
BCS

Key characteristics

Sharpe Ratio

LYG:

1.96

BCS:

1.86

Sortino Ratio

LYG:

2.55

BCS:

2.38

Omega Ratio

LYG:

1.34

BCS:

1.32

Calmar Ratio

LYG:

0.73

BCS:

0.96

Martin Ratio

LYG:

7.79

BCS:

14.07

Ulcer Index

LYG:

7.91%

BCS:

4.84%

Daily Std Dev

LYG:

31.53%

BCS:

36.72%

Max Drawdown

LYG:

-94.82%

BCS:

-94.39%

Current Drawdown

LYG:

-73.62%

BCS:

-51.19%

Fundamentals

Market Cap

LYG:

$59.13B

BCS:

$56.45B

EPS

LYG:

$0.33

BCS:

$1.85

PE Ratio

LYG:

11.94

BCS:

8.55

PEG Ratio

LYG:

2.31

BCS:

0.80

PS Ratio

LYG:

3.38

BCS:

2.33

PB Ratio

LYG:

0.98

BCS:

0.59

Total Revenue (TTM)

LYG:

$17.62B

BCS:

$19.28B

Gross Profit (TTM)

LYG:

$17.62B

BCS:

$19.28B

EBITDA (TTM)

LYG:

$1.61B

BCS:

-$410.00M

Returns By Period

In the year-to-date period, LYG achieves a 49.19% return, which is significantly higher than BCS's 21.15% return. Both investments have delivered pretty close results over the past 10 years, with LYG having a 3.03% annualized return and BCS not far ahead at 3.11%.


LYG

YTD

49.19%

1M

4.58%

6M

37.56%

1Y

58.53%

5Y*

27.28%

10Y*

3.03%

BCS

YTD

21.15%

1M

-0.38%

6M

27.89%

1Y

56.49%

5Y*

32.77%

10Y*

3.11%

*Annualized

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Risk-Adjusted Performance

LYG vs. BCS — Risk-Adjusted Performance Rank

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

LYG
The Risk-Adjusted Performance Rank of LYG is 9090
Overall Rank
The Sharpe Ratio Rank of LYG is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of LYG is 9292
Sortino Ratio Rank
The Omega Ratio Rank of LYG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of LYG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LYG is 9292
Martin Ratio Rank

BCS
The Risk-Adjusted Performance Rank of BCS is 9191
Overall Rank
The Sharpe Ratio Rank of BCS is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BCS is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BCS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BCS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BCS is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LYG vs. BCS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and Barclays PLC (BCS). 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.


The chart of Sharpe ratio for LYG, currently valued at 1.96, compared to the broader market-2.00-1.000.001.002.003.00
LYG: 1.96
BCS: 1.86
The chart of Sortino ratio for LYG, currently valued at 2.55, compared to the broader market-6.00-4.00-2.000.002.004.00
LYG: 2.55
BCS: 2.38
The chart of Omega ratio for LYG, currently valued at 1.34, compared to the broader market0.501.001.502.00
LYG: 1.34
BCS: 1.32
The chart of Calmar ratio for LYG, currently valued at 0.73, compared to the broader market0.001.002.003.004.005.00
LYG: 0.73
BCS: 0.96
The chart of Martin ratio for LYG, currently valued at 7.79, compared to the broader market-5.000.005.0010.0015.0020.00
LYG: 7.79
BCS: 14.07

The current LYG Sharpe Ratio is 1.96, which is comparable to the BCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of LYG and BCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
1.96
1.86
LYG
BCS

Dividends

LYG vs. BCS - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 4.04%, more than BCS's 2.70% yield.


TTM20242023202220212020201920182017201620152014
LYG
Lloyds Banking Group plc
4.04%5.44%5.27%4.95%2.71%5.35%5.05%6.64%4.29%5.03%2.13%0.00%
BCS
Barclays PLC
2.70%3.17%4.84%4.02%1.61%3.90%3.76%3.21%1.40%2.32%3.02%2.84%

Drawdowns

LYG vs. BCS - Drawdown Comparison

The maximum LYG drawdown since its inception was -94.82%, roughly equal to the maximum BCS drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for LYG and BCS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-73.62%
-51.19%
LYG
BCS

Volatility

LYG vs. BCS - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LYG) is 14.47%, while Barclays PLC (BCS) has a volatility of 19.00%. This indicates that LYG experiences smaller price fluctuations and is considered to be less risky than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.47%
19.00%
LYG
BCS

Financials

LYG vs. BCS - Financials Comparison

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


Values in USD except per share items