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SCGLY vs. BNPQY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCGLY and BNPQY is 0.55, 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.


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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Key characteristics

Sharpe Ratio

SCGLY:

2.20

BNPQY:

0.65

Sortino Ratio

SCGLY:

2.84

BNPQY:

1.05

Omega Ratio

SCGLY:

1.41

BNPQY:

1.14

Calmar Ratio

SCGLY:

1.12

BNPQY:

0.89

Martin Ratio

SCGLY:

7.24

BNPQY:

1.88

Ulcer Index

SCGLY:

12.05%

BNPQY:

10.28%

Daily Std Dev

SCGLY:

40.25%

BNPQY:

30.04%

Max Drawdown

SCGLY:

-89.59%

BNPQY:

-77.05%

Current Drawdown

SCGLY:

-44.75%

BNPQY:

-2.27%

Fundamentals

Market Cap

SCGLY:

$42.92B

BNPQY:

$98.78B

EPS

SCGLY:

$1.25

BNPQY:

$5.38

PE Ratio

SCGLY:

8.84

BNPQY:

8.12

PEG Ratio

SCGLY:

1.75

BNPQY:

2.86

PS Ratio

SCGLY:

0.72

BNPQY:

2.14

PB Ratio

SCGLY:

0.54

BNPQY:

0.67

Total Revenue (TTM)

SCGLY:

$65.57B

BNPQY:

$75.20B

Returns By Period

In the year-to-date period, SCGLY achieves a 97.81% return, which is significantly higher than BNPQY's 43.22% return. Over the past 10 years, SCGLY has underperformed BNPQY with an annualized return of 6.15%, while BNPQY has yielded a comparatively higher 8.56% annualized return.


SCGLY

YTD

97.81%

1M

6.54%

6M

108.90%

1Y

87.84%

3Y*

32.06%

5Y*

36.05%

10Y*

6.15%

BNPQY

YTD

43.22%

1M

4.19%

6M

47.35%

1Y

19.42%

3Y*

20.54%

5Y*

25.94%

10Y*

8.56%

*Annualized

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Societe Generale ADR

BNP Paribas SA ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SCGLY vs. BNPQY — Risk-Adjusted Performance Rank

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

SCGLY
The Risk-Adjusted Performance Rank of SCGLY is 9292
Overall Rank
The Sharpe Ratio Rank of SCGLY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SCGLY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SCGLY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SCGLY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SCGLY is 9191
Martin Ratio Rank

BNPQY
The Risk-Adjusted Performance Rank of BNPQY is 7171
Overall Rank
The Sharpe Ratio Rank of BNPQY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BNPQY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BNPQY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BNPQY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BNPQY is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCGLY vs. BNPQY - Risk-Adjusted Performance 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.


The current SCGLY Sharpe Ratio is 2.20, which is higher than the BNPQY Sharpe Ratio of 0.65. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SCGLY vs. BNPQY - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 2.26%, while BNPQY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SCGLY
Societe Generale ADR
2.26%3.44%6.78%7.12%1.93%0.00%7.07%8.65%4.66%4.54%2.84%3.27%
BNPQY
BNP Paribas SA ADR
0.00%8.11%6.18%6.95%4.57%0.00%5.73%8.25%3.89%4.12%2.78%3.55%

Drawdowns

SCGLY vs. BNPQY - Drawdown Comparison

The maximum SCGLY drawdown since its inception was -89.59%, which is greater than BNPQY's maximum drawdown of -77.05%. Use the drawdown chart below to compare losses from any high point for SCGLY and BNPQY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SCGLY vs. BNPQY - Volatility Comparison

The current volatility for Societe Generale ADR (SCGLY) is 6.29%, while BNP Paribas SA ADR (BNPQY) has a volatility of 8.83%. This indicates that SCGLY experiences smaller price fluctuations and is considered to be less risky than BNPQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


5.00B10.00B15.00B20.00B25.00B30.00B35.00B40.00B20212022202320242025
7.08B
12.96B
(SCGLY) Total Revenue
(BNPQY) Total Revenue
Values in USD except per share items