PortfoliosLab logoPortfoliosLab logo
PASG vs. TSCO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PASG vs. TSCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Passage Bio, Inc. (PASG) and Tesco PLC (TSCO.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, PASG achieves a -50.76% return, which is significantly lower than TSCO.L's 8.86% return.


PASG

1D
3.75%
1M
5.25%
YTD
-50.76%
6M
-40.68%
1Y
-32.71%
3Y*
-32.32%
5Y*
-54.00%
10Y*

TSCO.L

1D
0.71%
1M
3.54%
YTD
8.86%
6M
9.85%
1Y
22.72%
3Y*
28.84%
5Y*
18.74%
10Y*
15.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PASG vs. TSCO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PASG
Passage Bio, Inc.
-50.76%4.04%-43.85%-26.81%-78.27%-75.17%14.82%
TSCO.L
Tesco PLC
8.86%33.84%29.58%41.90%-27.47%29.14%10.79%

Correlation

The correlation between PASG and TSCO.L is -0.03, 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

-0.03

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

-0.05

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

-0.00

Fundamentals

Market Cap

PASG:

$18.63M

TSCO.L:

£30.04B

EPS

PASG:

-$11.85

TSCO.L:

£0.54

PB Ratio

PASG:

1.58

TSCO.L:

2.62

Total Revenue (TTM)

PASG:

$0.00

TSCO.L:

£143.63B

Gross Profit (TTM)

PASG:

-$377.00K

TSCO.L:

£10.94B

EBITDA (TTM)

PASG:

-$35.03M

TSCO.L:

£8.93B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PASG vs. TSCO.L — Risk / Return Rank

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

PASG
PASG Risk / Return Rank: 3535
Overall Rank
PASG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PASG Sortino Ratio Rank: 4343
Sortino Ratio Rank
PASG Omega Ratio Rank: 4242
Omega Ratio Rank
PASG Calmar Ratio Rank: 2929
Calmar Ratio Rank
PASG Martin Ratio Rank: 2828
Martin Ratio Rank

TSCO.L
TSCO.L Risk / Return Rank: 7474
Overall Rank
TSCO.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 7171
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7676
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.

PASG vs. TSCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Passage Bio, Inc. (PASG) and Tesco PLC (TSCO.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PASGTSCO.LDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.06

1.19

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.41

1.80

-2.21

Martin ratioReturn relative to average drawdown

-0.77

4.52

-5.29

PASG vs. TSCO.L - Sharpe Ratio Comparison

The current PASG Sharpe Ratio is -0.27, which is lower than the TSCO.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PASG and TSCO.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PASG vs. TSCO.L - Drawdown Comparison

The maximum PASG drawdown since its inception was -99.43%, which is greater than TSCO.L's maximum drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for PASG and TSCO.L.


Loading charts...

Drawdown Indicators


PASGTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.43%

-74.47%

-24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-79.45%

-12.57%

-66.88%

Max Drawdown (3Y)

Largest decline over 3 years

-88.21%

-18.60%

-69.61%

Max Drawdown (5Y)

Largest decline over 5 years

-98.69%

-44.50%

-54.19%

Max Drawdown (10Y)

Largest decline over 10 years

-44.50%

Current Drawdown

Current decline from peak

-99.19%

-4.25%

-94.94%

Average Drawdown

Average peak-to-trough decline

-82.82%

-44.23%

-38.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.35%

5.01%

+37.34%

Volatility

PASG vs. TSCO.L - Volatility Comparison

Passage Bio, Inc. (PASG) has a higher volatility of 17.49% compared to Tesco PLC (TSCO.L) at 7.39%. This indicates that PASG's price experiences larger fluctuations and is considered to be riskier than TSCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PASGTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.49%

7.39%

+10.10%

Volatility (6M)

Calculated over the trailing 6-month period

100.45%

17.39%

+83.06%

Volatility (1Y)

Calculated over the trailing 1-year period

122.61%

22.26%

+100.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.91%

22.36%

+78.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.26%

24.97%

+74.29%

Dividends

PASG vs. TSCO.L - Dividend Comparison

PASG has not paid dividends to shareholders, while TSCO.L's dividend yield for the trailing twelve months is around 3.07%.


PositionTTM202520242023202220212020201920182017
PASG
Passage Bio, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSCO.L
Tesco PLC
3.07%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%

Financials

PASG vs. TSCO.L - Financials Comparison

This section allows you to compare key financial metrics between Passage Bio, Inc. and Tesco 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


0.0010.00B20.00B30.00B40.00B202220232024202520260
37.68B
(PASG) Total Revenue
(TSCO.L) Total Revenue
Please note, different currencies. PASG values in USD, TSCO.L values in GBP

Frequently Asked Questions


PASG and TSCO.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PASG and TSCO.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer