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

Correlation

The correlation between SCGLY and THLLY is 0.26, 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. THLLY - Performance Comparison

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

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
91.34%
161.86%
SCGLY
THLLY

Key characteristics

Sharpe Ratio

SCGLY:

2.45

THLLY:

1.88

Sortino Ratio

SCGLY:

3.07

THLLY:

2.91

Omega Ratio

SCGLY:

1.45

THLLY:

1.40

Calmar Ratio

SCGLY:

1.28

THLLY:

2.97

Martin Ratio

SCGLY:

8.29

THLLY:

5.75

Ulcer Index

SCGLY:

12.08%

THLLY:

12.48%

Daily Std Dev

SCGLY:

40.49%

THLLY:

38.28%

Max Drawdown

SCGLY:

-89.60%

THLLY:

-52.86%

Current Drawdown

SCGLY:

-47.69%

THLLY:

-2.78%

Fundamentals

Market Cap

SCGLY:

$41.27B

THLLY:

$58.90B

EPS

SCGLY:

$1.25

THLLY:

$1.11

PE Ratio

SCGLY:

8.50

THLLY:

51.67

PEG Ratio

SCGLY:

1.80

THLLY:

2.30

PS Ratio

SCGLY:

0.70

THLLY:

2.86

PB Ratio

SCGLY:

0.52

THLLY:

6.92

Total Revenue (TTM)

SCGLY:

$65.57B

THLLY:

$9.49B

Gross Profit (TTM)

SCGLY:

$36.90B

THLLY:

$2.51B

EBITDA (TTM)

SCGLY:

-$60.00M

THLLY:

$1.19B

Returns By Period

In the year-to-date period, SCGLY achieves a 87.08% return, which is significantly lower than THLLY's 99.47% return.


SCGLY

YTD

87.08%

1M

39.81%

6M

78.55%

1Y

106.90%

5Y*

35.67%

10Y*

5.51%

THLLY

YTD

99.47%

1M

10.96%

6M

75.44%

1Y

65.26%

5Y*

33.53%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SCGLY vs. THLLY — 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 9393
Overall Rank
The Sharpe Ratio Rank of SCGLY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SCGLY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SCGLY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SCGLY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCGLY is 9393
Martin Ratio Rank

THLLY
The Risk-Adjusted Performance Rank of THLLY is 9393
Overall Rank
The Sharpe Ratio Rank of THLLY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of THLLY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of THLLY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of THLLY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of THLLY is 8888
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. THLLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Societe Generale ADR (SCGLY) and Thales SA ADR (THLLY). 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 2.45, which is higher than the THLLY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SCGLY and THLLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
2.45
1.88
SCGLY
THLLY

Dividends

SCGLY vs. THLLY - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 1.84%, more than THLLY's 1.28% yield.


TTM20242023202220212020201920182017201620152014
SCGLY
Societe Generale ADR
1.84%3.43%6.76%6.98%1.90%0.00%7.16%8.65%4.66%4.49%2.83%3.31%
THLLY
Thales SA ADR
1.28%2.56%2.24%2.23%2.68%3.01%2.30%1.76%0.00%0.00%0.00%0.00%

Drawdowns

SCGLY vs. THLLY - Drawdown Comparison

The maximum SCGLY drawdown since its inception was -89.60%, which is greater than THLLY's maximum drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for SCGLY and THLLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.56%
-2.78%
SCGLY
THLLY

Volatility

SCGLY vs. THLLY - Volatility Comparison

Societe Generale ADR (SCGLY) has a higher volatility of 21.28% compared to Thales SA ADR (THLLY) at 13.17%. This indicates that SCGLY's price experiences larger fluctuations and is considered to be riskier than THLLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
21.28%
13.17%
SCGLY
THLLY

Financials

SCGLY vs. THLLY - Financials Comparison

This section allows you to compare key financial metrics between Societe Generale ADR and Thales 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


0.0010.00B20.00B30.00B40.00B20212022202320242025
7.08B
9.49B
(SCGLY) Total Revenue
(THLLY) Total Revenue
Values in USD except per share items