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SCGLY vs. BCS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SCGLY vs. BCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Societe Generale ADR (SCGLY) and Barclays PLC (BCS). The values are adjusted to include any dividend payments, if applicable.

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SCGLY vs. BCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCGLY
Societe Generale ADR
-9.16%195.45%8.74%16.36%-23.55%70.39%-40.49%21.83%-35.67%15.46%
BCS
Barclays PLC
-15.86%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%

Fundamentals

EPS

SCGLY:

$3.41

BCS:

$2.04

PE Ratio

SCGLY:

4.31

BCS:

10.36

PEG Ratio

SCGLY:

0.14

BCS:

1.87

PS Ratio

SCGLY:

0.58

BCS:

2.64

Total Revenue (TTM)

SCGLY:

$49.25B

BCS:

$28.09B

Gross Profit (TTM)

SCGLY:

$44.94B

BCS:

$28.09B

EBITDA (TTM)

SCGLY:

$12.78B

BCS:

$7.30B

Returns By Period

In the year-to-date period, SCGLY achieves a -9.16% return, which is significantly higher than BCS's -15.86% return. Over the past 10 years, SCGLY has outperformed BCS with an annualized return of 13.53%, while BCS has yielded a comparatively lower 12.78% annualized return.


SCGLY

1D
4.41%
1M
-15.64%
YTD
-9.16%
6M
11.41%
1Y
67.55%
3Y*
54.69%
5Y*
27.88%
10Y*
13.53%

BCS

1D
4.70%
1M
-12.85%
YTD
-15.86%
6M
3.60%
1Y
40.55%
3Y*
48.18%
5Y*
19.89%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SCGLY vs. BCS — Risk / Return Rank

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

SCGLY
SCGLY Risk / Return Rank: 8686
Overall Rank
SCGLY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SCGLY Sortino Ratio Rank: 8585
Sortino Ratio Rank
SCGLY Omega Ratio Rank: 8383
Omega Ratio Rank
SCGLY Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCGLY Martin Ratio Rank: 8888
Martin Ratio Rank

BCS
BCS Risk / Return Rank: 7676
Overall Rank
BCS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 7575
Sortino Ratio Rank
BCS Omega Ratio Rank: 7373
Omega Ratio Rank
BCS Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCS Martin Ratio Rank: 7979
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.

SCGLY vs. BCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Societe Generale ADR (SCGLY) 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.


SCGLYBCSDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.30

+0.45

Sortino ratio

Return per unit of downside risk

2.35

1.77

+0.58

Omega ratio

Gain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

2.71

1.54

+1.17

Martin ratio

Return relative to average drawdown

9.31

5.42

+3.88

SCGLY vs. BCS - Sharpe Ratio Comparison

The current SCGLY Sharpe Ratio is 1.75, which is higher than the BCS Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SCGLY 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.


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Sharpe Ratios by Period


SCGLYBCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.30

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.59

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.34

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.17

-0.19

Correlation

The correlation between SCGLY and BCS is 0.63, 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.


Dividends

SCGLY vs. BCS - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 2.66%, more than BCS's 2.21% yield.


TTM20252024202320222021202020192018201720162015
SCGLY
Societe Generale ADR
2.66%2.42%3.43%6.76%6.98%1.90%0.00%7.15%8.65%9.50%9.53%2.82%
BCS
Barclays PLC
2.21%1.70%3.13%4.86%4.18%1.61%3.91%3.68%3.21%1.37%2.26%2.95%

Drawdowns

SCGLY vs. BCS - Drawdown Comparison

The maximum SCGLY drawdown since its inception was -89.76%, roughly equal to the maximum BCS drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for SCGLY and BCS.


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Drawdown Indicators


SCGLYBCSDifference

Max Drawdown

Largest peak-to-trough decline

-89.76%

-94.36%

+4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.45%

-26.20%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-51.15%

-48.14%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-75.30%

-66.10%

-9.20%

Current Drawdown

Current decline from peak

-21.16%

-37.43%

+16.27%

Average Drawdown

Average peak-to-trough decline

-68.24%

-38.46%

-29.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

7.42%

-0.59%

Volatility

SCGLY vs. BCS - Volatility Comparison

Societe Generale ADR (SCGLY) has a higher volatility of 15.41% compared to Barclays PLC (BCS) at 11.96%. This indicates that SCGLY's price experiences larger fluctuations and is considered to be riskier than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCGLYBCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.41%

11.96%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

25.63%

21.39%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

38.93%

31.39%

+7.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.95%

33.89%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.42%

37.72%

+2.70%

Financials

SCGLY vs. BCS - Financials Comparison

This section allows you to compare key financial metrics between Societe Generale ADR 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.31B
6.50B
(SCGLY) Total Revenue
(BCS) Total Revenue
Values in USD except per share items