PortfoliosLab logo
SCGLY vs. CRARY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCGLY and CRARY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SCGLY vs. CRARY - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SCGLY:

2.20

CRARY:

0.90

Sortino Ratio

SCGLY:

2.84

CRARY:

0.77

Omega Ratio

SCGLY:

1.41

CRARY:

1.11

Calmar Ratio

SCGLY:

1.12

CRARY:

0.50

Martin Ratio

SCGLY:

7.24

CRARY:

1.37

Ulcer Index

SCGLY:

12.05%

CRARY:

8.78%

Daily Std Dev

SCGLY:

40.25%

CRARY:

23.05%

Max Drawdown

SCGLY:

-89.59%

CRARY:

-82.97%

Current Drawdown

SCGLY:

-44.75%

CRARY:

-2.82%

Fundamentals

Market Cap

SCGLY:

$42.92B

CRARY:

$55.02B

EPS

SCGLY:

$1.25

CRARY:

$1.16

PE Ratio

SCGLY:

8.84

CRARY:

7.84

PEG Ratio

SCGLY:

1.75

CRARY:

1.88

PS Ratio

SCGLY:

0.72

CRARY:

1.56

PB Ratio

SCGLY:

0.54

CRARY:

0.63

Total Revenue (TTM)

SCGLY:

$65.57B

CRARY:

$10.65B

Gross Profit (TTM)

SCGLY:

$36.90B

CRARY:

-$14.52B

EBITDA (TTM)

SCGLY:

-$60.00M

CRARY:

$7.62B

Returns By Period

In the year-to-date period, SCGLY achieves a 97.81% return, which is significantly higher than CRARY's 40.94% return. Over the past 10 years, SCGLY has underperformed CRARY with an annualized return of 6.15%, while CRARY has yielded a comparatively higher 8.12% annualized return.


SCGLY

YTD

97.81%

1M

6.54%

6M

108.90%

1Y

87.84%

3Y*

32.06%

5Y*

36.05%

10Y*

6.15%

CRARY

YTD

40.94%

1M

3.47%

6M

44.95%

1Y

20.64%

3Y*

27.42%

5Y*

25.31%

10Y*

8.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Societe Generale ADR

Credit Agricole SA PK

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

Risk-Adjusted Performance

SCGLY vs. CRARY — 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

CRARY
The Risk-Adjusted Performance Rank of CRARY is 6868
Overall Rank
The Sharpe Ratio Rank of CRARY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of CRARY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CRARY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of CRARY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CRARY is 6767
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. CRARY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Societe Generale ADR (SCGLY) and Credit Agricole SA PK (CRARY). 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 CRARY Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SCGLY and CRARY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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. CRARY - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 2.26%, less than CRARY's 6.60% yield.


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%
CRARY
Credit Agricole SA PK
6.60%8.23%8.14%10.56%6.77%0.00%5.35%7.24%3.86%5.31%3.33%3.70%

Drawdowns

SCGLY vs. CRARY - Drawdown Comparison

The maximum SCGLY drawdown since its inception was -89.59%, which is greater than CRARY's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SCGLY and CRARY.


Loading data...

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

Volatility

SCGLY vs. CRARY - Volatility Comparison

Societe Generale ADR (SCGLY) has a higher volatility of 6.29% compared to Credit Agricole SA PK (CRARY) at 4.32%. This indicates that SCGLY's price experiences larger fluctuations and is considered to be riskier than CRARY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

SCGLY vs. CRARY - Financials Comparison

This section allows you to compare key financial metrics between Societe Generale ADR and Credit Agricole SA PK. 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


-10.00B0.0010.00B20.00B30.00B40.00B20212022202320242025
7.08B
7.26B
(SCGLY) Total Revenue
(CRARY) Total Revenue
Values in USD except per share items

SCGLY vs. CRARY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
100.0%
100.0%
(SCGLY) Gross Margin
(CRARY) Gross Margin
SCGLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Societe Generale ADR reported a gross profit of 7.08B and revenue of 7.08B. Therefore, the gross margin over that period was 100.0%.

CRARY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Credit Agricole SA PK reported a gross profit of 7.26B and revenue of 7.26B. 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 May 2025, Societe Generale ADR reported an operating income of 2.55B and revenue of 7.08B, resulting in an operating margin of 36.0%.

CRARY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Credit Agricole SA PK reported an operating income of 2.90B and revenue of 7.26B, resulting in an operating margin of 40.0%.

SCGLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Societe Generale ADR reported a net income of 1.61B and revenue of 7.08B, resulting in a net margin of 22.7%.

CRARY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Credit Agricole SA PK reported a net income of 1.82B and revenue of 7.26B, resulting in a net margin of 25.1%.