SCGLY vs. CRARY

Last updated Jun 24, 2026

SCGLY (Societe Generale ADR) and CRARY (Credit Agricole SA PK) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, SCGLY returned 16.02%/yr vs 15.91%/yr for CRARY. A 0.77 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, SCGLY achieves a 10.52% return, which is significantly higher than CRARY's 4.24% return. Both investments have delivered pretty close results over the past 10 years, with SCGLY having a 16.02% annualized return and CRARY not far behind at 15.91%.

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%

CRARY

• 1D: -0.87%
• 1M: 6.22%
• YTD: 4.24%
• 6M: 3.56%
• 1Y: 19.58%
• 3Y*: 29.13%
• 5Y*: 15.93%
• 10Y*: 15.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCGLY vs. CRARY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCGLY Societe Generale ADR	10.52%	195.45%	8.74%	16.36%	-23.55%	70.39%	-40.49%	21.83%	-35.67%	15.46%
CRARY Credit Agricole SA PK	4.24%	59.48%	3.66%	48.97%	-18.65%	20.76%	-13.69%	44.59%	-31.83%	39.60%

Correlation

The correlation between SCGLY and CRARY is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008	0.77

The correlation between SCGLY and CRARY has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

Fundamentals

Market Cap SCGLY : $65.30B CRARY : $60.22B
EPS SCGLY : €2.04 CRARY : €1.14
PE Ratio SCGLY : 7.57 CRARY : 7.66
PEG Ratio SCGLY : 0.24 CRARY : 1.51
PS Ratio SCGLY : 0.87 CRARY : 19.89
PB Ratio SCGLY : 0.81 CRARY : 0.67
Total Revenue (TTM) SCGLY : €66.58B CRARY : €2.66B
Gross Profit (TTM) SCGLY : €51.59B CRARY : €2.66B
EBITDA (TTM) SCGLY : €13.58B CRARY : -€8.02B

Return for Risk

SCGLY vs. CRARY — Risk / Return Rank

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

SCGLY

SCGLY Risk / Return Rank: 83
SCGLY Sharpe Ratio Rank: 86
SCGLY Sortino Ratio Rank: 82
SCGLY Omega Ratio Rank: 80
SCGLY Calmar Ratio Rank: 82
SCGLY Martin Ratio Rank: 84

CRARY

CRARY Risk / Return Rank: 63
CRARY Sharpe Ratio Rank: 68
CRARY Sortino Ratio Rank: 60
CRARY Omega Ratio Rank: 60
CRARY Calmar Ratio Rank: 63
CRARY Martin Ratio Rank: 65

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. CRARY - Risk-Adjusted Trends 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.

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.

	SCGLY	CRARY	Difference
Sharpe ratio: Return per unit of total volatility	1.78	0.80	+0.98
Sortino ratio: Return per unit of downside risk	2.40	1.21	+1.19
Omega ratio: Gain probability vs. loss probability	1.29	1.15	+0.14
Calmar ratio: Return relative to maximum drawdown	2.72	0.98	+1.73
Martin ratio: Return relative to average drawdown	7.71	2.58	+5.13

SCGLY vs. CRARY - Sharpe Ratio Comparison

The current SCGLY Sharpe Ratio is 1.78, which is higher than the CRARY Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SCGLY and CRARY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCGLY vs. CRARY - Drawdown Comparison

The maximum SCGLY drawdown since its inception was -89.76%, which is greater than CRARY's maximum drawdown of -84.21%. Use the drawdown chart below to compare losses from any high point for SCGLY and CRARY.

Drawdown Indicators

	SCGLY	CRARY	Difference
Max Drawdown Largest peak-to-trough decline	-89.76%	-84.21%	-5.55%
Max Drawdown (1Y) Largest decline over 1 year	-23.45%	-19.98%	-3.47%
Max Drawdown (3Y) Largest decline over 3 years	-25.67%	-21.02%	-4.65%
Max Drawdown (5Y) Largest decline over 5 years	-51.15%	-45.46%	-5.69%
Max Drawdown (10Y) Largest decline over 10 years	-75.30%	-62.72%	-12.58%
Current Drawdown Current decline from peak	-4.07%	-4.84%	+0.77%
Average Drawdown Average peak-to-trough decline	-67.55%	-29.58%	-37.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.26%	7.62%	+0.64%

Volatility

SCGLY vs. CRARY - Volatility Comparison

Societe Generale ADR (SCGLY) has a higher volatility of 10.57% compared to Credit Agricole SA PK (CRARY) at 4.69%. 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.

Volatility by Period

	SCGLY	CRARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.57%	4.69%	+5.88%
Volatility (6M) Calculated over the trailing 6-month period	28.65%	18.35%	+10.30%
Volatility (1Y) Calculated over the trailing 1-year period	35.79%	24.54%	+11.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.45%	27.66%	+9.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.73%	32.61%	+7.12%

Dividends

SCGLY vs. CRARY - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 2.16%, less than CRARY's 6.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRARY Credit Agricole SA PK	6.68%	5.88%	8.28%	8.19%	10.60%	6.82%	0.00%	5.37%	7.31%	4.10%	11.69%	3.41%
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. 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.

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%.

CRARY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Credit Agricole SA PK reported a gross profit of 6.99B and revenue of 6.99B. 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%.

CRARY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Credit Agricole SA PK reported an operating income of 2.71B and revenue of 6.99B, resulting in an operating margin of 38.7%.

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%.

CRARY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Credit Agricole SA PK reported a net income of 1.68B and revenue of 6.99B, resulting in a net margin of 24.0%.

Frequently Asked Questions

Can I hold both SCGLY and CRARY in my portfolio?

SCGLY and CRARY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCGLY or CRARY?

SCGLY has higher volatility (10.57%) compared to CRARY (4.69%). In terms of maximum drawdown, SCGLY dropped -89.76% vs CRARY's -84.21%.

Which has better risk-adjusted returns?

SCGLY currently has the higher Sharpe Ratio (1.78 vs 0.80), 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.