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

Performance

SCGLY vs. BNPQY - Performance Comparison

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

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SCGLY vs. BNPQY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCGLY
Societe Generale ADR
-5.20%195.45%8.74%16.36%-23.55%70.39%-40.49%21.83%-35.67%15.46%
BNPQY
BNP Paribas SA ADR
4.66%69.69%-5.62%30.70%-11.93%37.32%-10.37%41.54%-36.39%22.21%

Fundamentals

EPS

SCGLY:

$3.41

BNPQY:

$8.83

PE Ratio

SCGLY:

4.49

BNPQY:

5.62

PEG Ratio

SCGLY:

0.14

BNPQY:

0.61

PS Ratio

SCGLY:

0.61

BNPQY:

0.59

Total Revenue (TTM)

SCGLY:

$49.25B

BNPQY:

$188.04B

Gross Profit (TTM)

SCGLY:

$44.94B

BNPQY:

$43.04B

EBITDA (TTM)

SCGLY:

$12.78B

BNPQY:

$24.17B

Returns By Period

In the year-to-date period, SCGLY achieves a -5.20% return, which is significantly lower than BNPQY's 4.66% return. Over the past 10 years, SCGLY has outperformed BNPQY with an annualized return of 14.02%, while BNPQY has yielded a comparatively lower 13.24% annualized return.


SCGLY

1D
4.36%
1M
-8.92%
YTD
-5.20%
6M
13.96%
1Y
76.03%
3Y*
56.91%
5Y*
28.98%
10Y*
14.02%

BNPQY

1D
4.24%
1M
-8.32%
YTD
4.66%
6M
7.50%
1Y
28.38%
3Y*
27.87%
5Y*
17.91%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SCGLY vs. BNPQY — Risk / Return Rank

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

SCGLY
SCGLY Risk / Return Rank: 8787
Overall Rank
SCGLY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SCGLY Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCGLY Omega Ratio Rank: 8585
Omega Ratio Rank
SCGLY Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCGLY Martin Ratio Rank: 9090
Martin Ratio Rank

BNPQY
BNPQY Risk / Return Rank: 6767
Overall Rank
BNPQY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BNPQY Sortino Ratio Rank: 6363
Sortino Ratio Rank
BNPQY Omega Ratio Rank: 6363
Omega Ratio Rank
BNPQY Calmar Ratio Rank: 6969
Calmar Ratio Rank
BNPQY Martin Ratio Rank: 7070
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. BNPQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Societe Generale ADR (SCGLY) and BNP Paribas SA ADR (BNPQY). 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.


SCGLYBNPQYDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.90

+1.06

Sortino ratio

Return per unit of downside risk

2.55

1.32

+1.23

Omega ratio

Gain probability vs. loss probability

1.33

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

3.19

1.46

+1.73

Martin ratio

Return relative to average drawdown

10.88

3.74

+7.14

SCGLY vs. BNPQY - Sharpe Ratio Comparison

The current SCGLY Sharpe Ratio is 1.96, which is higher than the BNPQY Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SCGLY and BNPQY, 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


SCGLYBNPQYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.90

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.58

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.39

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.19

-0.21

Correlation

The correlation between SCGLY and BNPQY is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCGLY vs. BNPQY - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 2.55%, less than BNPQY's 8.37% yield.


TTM20252024202320222021202020192018201720162015
SCGLY
Societe Generale ADR
2.55%2.42%3.43%6.76%6.98%1.90%0.00%7.15%8.65%9.50%9.53%2.82%
BNPQY
BNP Paribas SA ADR
8.37%8.76%8.11%6.18%6.96%4.59%0.00%5.73%8.25%4.05%4.11%2.92%

Drawdowns

SCGLY vs. BNPQY - Drawdown Comparison

The maximum SCGLY drawdown since its inception was -89.76%, which is greater than BNPQY's maximum drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for SCGLY and BNPQY.


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Drawdown Indicators


SCGLYBNPQYDifference

Max Drawdown

Largest peak-to-trough decline

-89.76%

-77.11%

-12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-23.45%

-20.89%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-51.15%

-42.53%

-8.62%

Max Drawdown (10Y)

Largest decline over 10 years

-75.30%

-64.70%

-10.60%

Current Drawdown

Current decline from peak

-17.72%

-13.31%

-4.41%

Average Drawdown

Average peak-to-trough decline

-68.23%

-22.83%

-45.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

8.17%

-1.29%

Volatility

SCGLY vs. BNPQY - Volatility Comparison

Societe Generale ADR (SCGLY) has a higher volatility of 15.47% compared to BNP Paribas SA ADR (BNPQY) at 11.64%. This indicates that SCGLY's price experiences larger fluctuations and is considered to be riskier than BNPQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCGLYBNPQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.47%

11.64%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

25.97%

22.35%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

39.07%

31.81%

+7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.98%

31.06%

+5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.43%

34.21%

+6.22%

Financials

SCGLY vs. BNPQY - Financials Comparison

This section allows you to compare key financial metrics between Societe Generale ADR and BNP Paribas SA ADR. 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.31B
75.80B
(SCGLY) Total Revenue
(BNPQY) Total Revenue
Values in USD except per share items