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PG vs. TSCO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PG vs. TSCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Procter & Gamble Company (PG) and Tesco PLC (TSCO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PG 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, PG achieves a 5.93% return, which is significantly lower than TSCO.L's 8.86% return. Over the past 10 years, PG has underperformed TSCO.L with an annualized return of 8.96%, while TSCO.L has yielded a comparatively higher 15.39% annualized return.


PG

1D
0.86%
1M
4.83%
YTD
5.93%
6M
6.28%
1Y
-3.97%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%

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)

PG vs. TSCO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PG
The Procter & Gamble Company
5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%
TSCO.L
Tesco PLC
8.86%33.84%29.58%41.90%-27.47%29.14%-2.47%43.70%-12.92%11.38%

Correlation

The correlation between PG and TSCO.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.15

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

0.18

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

0.20

Fundamentals

Market Cap

PG:

$361.53B

TSCO.L:

£30.04B

EPS

PG:

$5.23

TSCO.L:

£0.54

PE Ratio

PG:

28.63

TSCO.L:

8.80

PEG Ratio

PG:

7.00

TSCO.L:

0.48

PS Ratio

PG:

4.20

TSCO.L:

0.21

PB Ratio

PG:

6.70

TSCO.L:

2.62

Total Revenue (TTM)

PG:

$86.72B

TSCO.L:

£143.63B

Gross Profit (TTM)

PG:

$43.64B

TSCO.L:

£10.94B

EBITDA (TTM)

PG:

$22.63B

TSCO.L:

£8.93B

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Return for Risk

PG vs. TSCO.L — Risk / Return Rank

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

PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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.

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

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.


PGTSCO.LDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

0.97

1.19

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.37

1.80

-2.17

Martin ratioReturn relative to average drawdown

-0.68

4.52

-5.20

PG vs. TSCO.L - Sharpe Ratio Comparison

The current PG Sharpe Ratio is -0.30, which is lower than the TSCO.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PG 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.


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Drawdowns

PG vs. TSCO.L - Drawdown Comparison

The maximum PG drawdown since its inception was -54.25%, smaller than the maximum TSCO.L drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for PG and TSCO.L.


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Drawdown Indicators


PGTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.25%

-74.47%

+20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-12.57%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-18.60%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-44.50%

+20.73%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

-44.50%

+20.73%

Current Drawdown

Current decline from peak

-13.29%

-4.25%

-9.04%

Average Drawdown

Average peak-to-trough decline

-12.16%

-44.23%

+32.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.80%

5.01%

+3.79%

Volatility

PG vs. TSCO.L - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 6.99%, while Tesco PLC (TSCO.L) has a volatility of 7.39%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than TSCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

7.39%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

17.39%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

22.26%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

22.36%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

24.97%

-5.92%

Dividends

PG vs. TSCO.L - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.85%, less than TSCO.L's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
PG
The Procter & Gamble Company
2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
TSCO.L
Tesco PLC
3.07%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%0.00%0.00%

Financials

PG vs. TSCO.L - Financials Comparison

This section allows you to compare key financial metrics between The Procter & Gamble Company 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


20.00B25.00B30.00B35.00B20222023202420252026
21.24B
37.68B
(PG) Total Revenue
(TSCO.L) Total Revenue
Please note, different currencies. PG values in USD, TSCO.L values in GBP

PG vs. TSCO.L - Profitability Comparison

The chart below illustrates the profitability comparison between The Procter & Gamble Company and Tesco PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
49.5%
7.3%
Portfolio components
PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.

TSCO.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a gross profit of 2.76B and revenue of 37.68B. Therefore, the gross margin over that period was 7.3%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.

TSCO.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported an operating income of 1.49B and revenue of 37.68B, resulting in an operating margin of 4.0%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.

TSCO.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a net income of 837.00M and revenue of 37.68B, resulting in a net margin of 2.2%.


Frequently Asked Questions


PG and TSCO.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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