SCR.PA vs. BBY.L

Last updated Jun 4, 2026

SCR.PA (SCOR SE) and BBY.L (Balfour Beatty plc) are both stocks. SCR.PA operates in Insurance - Reinsurance (Financial Services), while BBY.L operates in Engineering & Construction (Industrials). Over the past 10 years, SCR.PA returned 5.90%/yr vs 14.04%/yr for BBY.L. At a 0.35 correlation, their price movements are largely independent.

Performance

SCR.PA vs. BBY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SCOR SE (SCR.PA) and Balfour Beatty plc (BBY.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SCR.PA is traded in EUR, while BBY.L is traded in GBp. To make them comparable, the BBY.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCR.PA achieves a 11.55% return, which is significantly lower than BBY.L's 15.02% return. Over the past 10 years, SCR.PA has underperformed BBY.L with an annualized return of 5.90%, while BBY.L has yielded a comparatively higher 14.04% annualized return.

SCR.PA

• 1D: -0.66%
• 1M: 1.82%
• YTD: 11.55%
• 6M: 20.26%
• 1Y: 10.48%
• 3Y*: 14.24%
• 5Y*: 10.66%
• 10Y*: 5.90%

BBY.L

• 1D: 1.21%
• 1M: -0.40%
• YTD: 15.02%
• 6M: 15.41%
• 1Y: 58.70%
• 3Y*: 32.25%
• 5Y*: 24.63%
• 10Y*: 14.04%

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

SCR.PA vs. BBY.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCR.PA SCOR SE	11.55%	30.06%	-4.35%	30.42%	-16.21%	11.10%	-29.40%	-0.53%	23.22%	7.04%
BBY.L Balfour Beatty plc	15.02%	51.78%	48.27%	3.21%	26.58%	5.03%	-2.25%	14.04%	-15.92%	7.25%

Correlation

The correlation between SCR.PA and BBY.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.35

Return for Risk

SCR.PA vs. BBY.L — Risk / Return Rank

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

SCR.PA

SCR.PA Risk / Return Rank: 52
SCR.PA Sharpe Ratio Rank: 55
SCR.PA Sortino Ratio Rank: 47
SCR.PA Omega Ratio Rank: 49
SCR.PA Calmar Ratio Rank: 53
SCR.PA Martin Ratio Rank: 54

BBY.L

BBY.L Risk / Return Rank: 94
BBY.L Sharpe Ratio Rank: 94
BBY.L Sortino Ratio Rank: 94
BBY.L Omega Ratio Rank: 92
BBY.L Calmar Ratio Rank: 92
BBY.L Martin Ratio Rank: 96

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.

SCR.PA vs. BBY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SCOR SE (SCR.PA) and Balfour Beatty plc (BBY.L). 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.

	SCR.PA	BBY.L	Difference
Sharpe ratio Return per unit of total volatility	0.42	2.56	-2.13
Sortino ratio Return per unit of downside risk	0.69	3.58	-2.89
Omega ratio Gain probability vs. loss probability	1.10	1.44	-0.33
Calmar ratio Return relative to maximum drawdown	0.55	5.22	-4.68
Martin ratio Return relative to average drawdown	1.31	21.34	-20.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCR.PA vs. BBY.L - Sharpe Ratio Comparison

The current SCR.PA Sharpe Ratio is 0.42, which is lower than the BBY.L Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of SCR.PA and BBY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCR.PA	BBY.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	2.56	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	1.02	-0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.48	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.18	-0.12

Drawdowns

SCR.PA vs. BBY.L - Drawdown Comparison

The maximum SCR.PA drawdown since its inception was -93.77%, which is greater than BBY.L's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for SCR.PA and BBY.L.

Drawdown Indicators

	SCR.PA	BBY.L	Difference
Max Drawdown Largest peak-to-trough decline	-93.77%	-59.58%	-34.19%
Max Drawdown (1Y) Largest decline over 1 year	-18.99%	-11.19%	-7.80%
Max Drawdown (3Y) Largest decline over 3 years	-43.78%	-20.66%	-23.12%
Max Drawdown (5Y) Largest decline over 5 years	-52.50%	-29.58%	-22.92%
Max Drawdown (10Y) Largest decline over 10 years	-61.72%	-42.21%	-19.51%
Current Drawdown Current decline from peak	-43.82%	-6.87%	-36.95%
Average Drawdown Average peak-to-trough decline	-57.14%	-25.83%	-31.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.97%	2.74%	+5.23%

Volatility

SCR.PA vs. BBY.L - Volatility Comparison

SCOR SE (SCR.PA) has a higher volatility of 8.84% compared to Balfour Beatty plc (BBY.L) at 7.92%. This indicates that SCR.PA's price experiences larger fluctuations and is considered to be riskier than BBY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCR.PA	BBY.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	7.92%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	15.92%	18.67%	-2.75%
Volatility (1Y) Calculated over the trailing 1-year period	24.35%	22.83%	+1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.12%	24.25%	+9.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.68%	29.05%	+4.63%

Dividends

SCR.PA vs. BBY.L - Dividend Comparison

SCR.PA's dividend yield for the trailing twelve months is around 6.30%, more than BBY.L's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBY.L Balfour Beatty plc	1.75%	1.81%	2.59%	3.17%	2.81%	1.72%	0.00%	2.03%	1.60%	1.01%	1.08%	0.00%
SCR.PA SCOR SE	6.30%	6.26%	7.61%	5.29%	8.38%	6.56%	0.00%	4.68%	4.19%	4.92%	4.57%	4.06%

Financials

Frequently Asked Questions

Can I hold both SCR.PA and BBY.L in my portfolio?

SCR.PA and BBY.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.