SCGLY vs. THLLY

Last updated Jun 24, 2026

SCGLY (Societe Generale ADR) and THLLY (Thales SA ADR) are both stocks. SCGLY operates in Banks - Regional (Financial Services), while THLLY operates in Aerospace & Defense (Industrials). Over the past 5 years, SCGLY returned 29.07%/yr vs 22.85%/yr for THLLY. At a 0.26 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, SCGLY achieves a 10.52% return, which is significantly higher than THLLY's -2.56% return.

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%

THLLY

• 1D: 0.43%
• 1M: -1.89%
• YTD: -2.56%
• 6M: -2.69%
• 1Y: -7.48%
• 3Y*: 23.41%
• 5Y*: 22.85%
• 10Y*: —

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

SCGLY vs. THLLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SCGLY Societe Generale ADR	10.52%	195.45%	8.74%	16.36%	-23.55%	70.39%	-40.49%	21.83%	-13.95%
THLLY Thales SA ADR	-2.56%	92.10%	-1.16%	18.36%	51.26%	-3.68%	-12.42%	-82.02%	-6.66%

Correlation

The correlation between SCGLY and THLLY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Nov 21, 2018	0.26

Fundamentals

Market Cap SCGLY : $65.30B THLLY : $53.49B
EPS SCGLY : €2.04 THLLY : €2.63
PE Ratio SCGLY : 7.57 THLLY : 17.39
PEG Ratio SCGLY : 0.24 THLLY : 1.36
PS Ratio SCGLY : 0.87 THLLY : 1.10
PB Ratio SCGLY : 0.81 THLLY : 5.90
Total Revenue (TTM) SCGLY : €66.58B THLLY : €42.63B
Gross Profit (TTM) SCGLY : €51.59B THLLY : €11.20B
EBITDA (TTM) SCGLY : €13.58B THLLY : €5.82B

Return for Risk

SCGLY vs. THLLY — 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

THLLY

THLLY Risk / Return Rank: 31
THLLY Sharpe Ratio Rank: 33
THLLY Sortino Ratio Rank: 29
THLLY Omega Ratio Rank: 30
THLLY Calmar Ratio Rank: 31
THLLY Martin Ratio Rank: 30

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. THLLY - Risk-Adjusted Trends 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.

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	THLLY	Difference
Sharpe ratio: Return per unit of total volatility	1.78	-0.23	+2.01
Sortino ratio: Return per unit of downside risk	2.40	-0.10	+2.51
Omega ratio: Gain probability vs. loss probability	1.29	0.99	+0.30
Calmar ratio: Return relative to maximum drawdown	2.72	-0.36	+3.07
Martin ratio: Return relative to average drawdown	7.71	-0.69	+8.40

SCGLY vs. THLLY - Sharpe Ratio Comparison

The current SCGLY Sharpe Ratio is 1.78, which is higher than the THLLY Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of SCGLY and THLLY, 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. THLLY - Drawdown Comparison

The maximum SCGLY drawdown since its inception was -89.76%, roughly equal to the maximum THLLY drawdown of -90.72%. Use the drawdown chart below to compare losses from any high point for SCGLY and THLLY.

Drawdown Indicators

	SCGLY	THLLY	Difference
Max Drawdown Largest peak-to-trough decline	-89.76%	-90.72%	+0.96%
Max Drawdown (1Y) Largest decline over 1 year	-23.45%	-21.08%	-2.37%
Max Drawdown (3Y) Largest decline over 3 years	-25.67%	-24.17%	-1.50%
Max Drawdown (5Y) Largest decline over 5 years	-51.15%	-26.79%	-24.36%
Max Drawdown (10Y) Largest decline over 10 years	-75.30%	—	—
Current Drawdown Current decline from peak	-4.07%	-53.11%	+49.04%
Average Drawdown Average peak-to-trough decline	-67.55%	-72.53%	+4.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.26%	10.81%	-2.55%

Volatility

SCGLY vs. THLLY - Volatility Comparison

Societe Generale ADR (SCGLY) has a higher volatility of 10.57% compared to Thales SA ADR (THLLY) at 8.54%. 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.

Volatility by Period

	SCGLY	THLLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.57%	8.54%	+2.03%
Volatility (6M) Calculated over the trailing 6-month period	28.65%	25.10%	+3.55%
Volatility (1Y) Calculated over the trailing 1-year period	35.79%	32.94%	+2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.45%	31.35%	+6.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.73%	46.13%	-6.40%

Dividends

SCGLY vs. THLLY - Dividend Comparison

SCGLY's dividend yield for the trailing twelve months is around 2.16%, more than THLLY's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
THLLY Thales SA ADR	1.76%	1.58%	2.57%	2.24%	2.24%	2.68%	0.52%	0.63%	0.48%	0.00%	0.00%	0.00%

Financials

SCGLY vs. THLLY - Profitability Comparison

The chart below illustrates the profitability comparison between Societe Generale ADR and Thales SA ADR 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%.

THLLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thales SA ADR reported a gross profit of 3.12B and revenue of 11.78B. Therefore, the gross margin over that period was 26.5%.

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%.

THLLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thales SA ADR reported an operating income of 1.26B and revenue of 11.78B, resulting in an operating margin of 10.7%.

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%.

THLLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thales SA ADR reported a net income of 1.00B and revenue of 11.78B, resulting in a net margin of 8.5%.

Frequently Asked Questions

Can I hold both SCGLY and THLLY in my portfolio?

SCGLY and THLLY have a correlation of 0.22, 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 THLLY?

SCGLY has higher volatility (10.57%) compared to THLLY (8.54%). In terms of maximum drawdown, SCGLY dropped -89.76% vs THLLY's -90.72%.

Which has better risk-adjusted returns?

SCGLY currently has the higher Sharpe Ratio (1.78 vs -0.23), 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.