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SCGLY vs. BCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

In the year-to-date period, SCGLY achieves a 10.52% return, which is significantly higher than BCS's 7.44% return. Both investments have delivered pretty close results over the past 10 years, with SCGLY having a 16.02% annualized return and BCS not far behind at 15.23%.


SCGLY

1D
-2.44%
1M
12.12%
YTD
10.52%
6M
10.39%
1Y
63.43%
3Y*
56.24%
5Y*
29.07%
10Y*
16.02%

BCS

1D
-0.99%
1M
13.39%
YTD
7.44%
6M
7.31%
1Y
56.63%
3Y*
59.15%
5Y*
26.62%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCGLY vs. BCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCGLY
Societe Generale ADR
10.52%195.45%8.74%16.36%-23.55%70.39%-40.49%21.83%-35.67%15.46%
BCS
Barclays PLC
7.44%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%

Correlation

The correlation between SCGLY and BCS is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.64

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

0.69

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.63

The correlation between SCGLY and BCS has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

Fundamentals

Market Cap

SCGLY:

$65.30B

BCS:

$92.73B

EPS

SCGLY:

€2.04

BCS:

£2.06

PE Ratio

SCGLY:

7.57

BCS:

9.92

PEG Ratio

SCGLY:

0.24

BCS:

1.79

PS Ratio

SCGLY:

0.87

BCS:

2.49

PB Ratio

SCGLY:

0.81

BCS:

0.91

Total Revenue (TTM)

SCGLY:

€66.58B

BCS:

£28.57B

Gross Profit (TTM)

SCGLY:

€51.59B

BCS:

£26.96B

EBITDA (TTM)

SCGLY:

€13.58B

BCS:

£9.15B

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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: 8383
Overall Rank
SCGLY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCGLY Sortino Ratio Rank: 8282
Sortino Ratio Rank
SCGLY Omega Ratio Rank: 8080
Omega Ratio Rank
SCGLY Calmar Ratio Rank: 8282
Calmar Ratio Rank
SCGLY Martin Ratio Rank: 8484
Martin Ratio Rank

BCS
BCS Risk / Return Rank: 8383
Overall Rank
BCS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 8585
Sortino Ratio Rank
BCS Omega Ratio Rank: 8282
Omega Ratio Rank
BCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
BCS Martin Ratio Rank: 8080
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.

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.


SCGLYBCSDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.72

2.17

+0.55

Martin ratioReturn relative to average drawdown

7.71

6.14

+1.56

SCGLY vs. BCS - Sharpe Ratio Comparison

The current SCGLY Sharpe Ratio is 1.78, which is comparable to the BCS Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SCGLY and BCS, 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

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 (3Y)

Largest decline over 3 years

-25.67%

-26.20%

+0.53%

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

-4.07%

-20.10%

+16.03%

Average Drawdown

Average peak-to-trough decline

-67.55%

-38.41%

-29.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.26%

9.25%

-0.99%

Volatility

SCGLY vs. BCS - Volatility Comparison

Societe Generale ADR (SCGLY) has a higher volatility of 10.57% compared to Barclays PLC (BCS) at 9.43%. 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

10.57%

9.43%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

28.65%

24.19%

+4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

35.79%

29.44%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.45%

34.06%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.73%

37.03%

+2.70%

Dividends

SCGLY vs. BCS - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 2.16%, more than BCS's 1.73% yield.


PositionTTM20252024202320222021202020192018201720162015
BCS
Barclays PLC
1.73%1.70%3.13%4.86%4.18%1.61%3.91%3.68%3.21%1.37%2.26%2.95%
SCGLY
Societe Generale ADR
2.16%2.42%3.43%6.76%6.98%1.90%0.00%7.15%8.65%9.50%9.53%2.82%

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


0.0010.00B20.00B30.00B40.00B20222023202420252026
7.17B
8.16B
(SCGLY) Total Revenue
(BCS) Total Revenue
Please note, different currencies. SCGLY values in EUR, BCS values in GBP

SCGLY vs. BCS - Profitability Comparison

The chart below illustrates the profitability comparison between Societe Generale ADR and Barclays PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20222023202420252026
100.0%
100.0%
Portfolio components
SCGLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported a gross profit of 7.17B and revenue of 7.17B. Therefore, the gross margin over that period was 100.0%.

BCS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a gross profit of 8.16B and revenue of 8.16B. Therefore, the gross margin over that period was 100.0%.

SCGLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported an operating income of 2.49B and revenue of 7.17B, resulting in an operating margin of 34.8%.

BCS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported an operating income of 2.81B and revenue of 8.16B, resulting in an operating margin of 34.5%.

SCGLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported a net income of 1.70B and revenue of 7.17B, resulting in a net margin of 23.7%.

BCS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a net income of 2.18B and revenue of 8.16B, resulting in a net margin of 26.7%.


Frequently Asked Questions


SCGLY and BCS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCGLY has higher volatility (10.57%) compared to BCS (9.43%). In terms of maximum drawdown, SCGLY dropped -89.76% vs BCS's -94.36%.

BCS currently has the higher Sharpe Ratio (1.93 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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