SGBLY vs. AGRPY
SGBLY (Standard Bank Group Ltd PK) and AGRPY (Absa Group Ltd ADR) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, SGBLY returned 15.02%/yr vs 11.02%/yr for AGRPY. At a 0.33 correlation, their price movements are largely independent.
Performance
SGBLY vs. AGRPY - Performance Comparison
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Returns By Period
In the year-to-date period, SGBLY achieves a 15.43% return, which is significantly higher than AGRPY's 0.21% return. Over the past 10 years, SGBLY has outperformed AGRPY with an annualized return of 15.02%, while AGRPY has yielded a comparatively lower 11.02% annualized return.
SGBLY
- 1D
- 2.69%
- 1M
- 6.24%
- 6M
- 14.98%
- YTD
- 15.43%
- 1Y
- 60.27%
- 3Y*
- 36.54%
- 5Y*
- 25.26%
- 10Y*
- 15.02%
AGRPY
- 1D
- 2.88%
- 1M
- -7.01%
- 6M
- -6.47%
- YTD
- 0.21%
- 1Y
- 48.03%
- 3Y*
- 23.83%
- 5Y*
- 16.52%
- 10Y*
- 11.02%
SGBLY vs. AGRPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGBLY Standard Bank Group Ltd PK | 15.43% | 62.04% | 10.59% | 25.06% | 19.05% | 5.99% | -24.46% | -3.07% | -16.90% | 53.30% |
AGRPY Absa Group Ltd ADR | 0.21% | 47.36% | 32.83% | -19.33% | 25.65% | 22.21% | -16.54% | -1.13% | -21.36% | 29.62% |
Correlation
The correlation between SGBLY and AGRPY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2009 | 0.33 |
The correlation between SGBLY and AGRPY shifts across timeframes, from 0.24 (5 years) to 0.35 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SGBLY:
$32.20B
AGRPY:
$11.30B
SGBLY:
ZAR 58.50
AGRPY:
ZAR 106.56
SGBLY:
5.50
AGRPY:
4.15
SGBLY:
0.33
AGRPY:
1.02
SGBLY:
1.26
AGRPY:
0.72
SGBLY:
2.00
AGRPY:
1.08
SGBLY:
ZAR 418.17B
AGRPY:
ZAR 258.94B
SGBLY:
ZAR 412.28B
AGRPY:
ZAR 262.03B
SGBLY:
ZAR 46.73B
AGRPY:
ZAR 19.30B
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Return for Risk
SGBLY vs. AGRPY — Risk / Return Rank
SGBLY
AGRPY
SGBLY vs. AGRPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Standard Bank Group Ltd PK (SGBLY) and Absa Group Ltd ADR (AGRPY). 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.
| SGBLY | AGRPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 2.40 | +1.75 |
| Martin ratioReturn relative to average drawdown | 13.00 | 5.71 | +7.29 |
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Drawdowns
SGBLY vs. AGRPY - Drawdown Comparison
The maximum SGBLY drawdown since its inception was -79.51%, roughly equal to the maximum AGRPY drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for SGBLY and AGRPY.
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Drawdown Indicators
| SGBLY | AGRPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -77.40% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.19% | -20.09% | +4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -29.89% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -34.95% | -35.61% | +0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -73.81% | -77.40% | +3.59% |
Current DrawdownCurrent decline from peak | -2.98% | -16.91% | +13.93% |
Average DrawdownAverage peak-to-trough decline | -41.64% | -26.01% | -15.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 8.43% | -3.59% |
Volatility
SGBLY vs. AGRPY - Volatility Comparison
The current volatility for Standard Bank Group Ltd PK (SGBLY) is 8.95%, while Absa Group Ltd ADR (AGRPY) has a volatility of 11.19%. This indicates that SGBLY experiences smaller price fluctuations and is considered to be less risky than AGRPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGBLY | AGRPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 11.19% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 24.23% | 28.90% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.95% | 36.43% | -6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.82% | 41.65% | -7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.60% | 48.50% | -7.90% |
Dividends
SGBLY vs. AGRPY - Dividend Comparison
SGBLY's dividend yield for the trailing twelve months is around 5.03%, less than AGRPY's 6.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGRPY Absa Group Ltd ADR | 6.91% | 5.94% | 7.25% | 8.23% | 6.20% | 2.13% | 3.46% | 5.73% | 5.92% | 6.84% | 10.38% | 6.80% |
SGBLY Standard Bank Group Ltd PK | 5.03% | 5.00% | 6.87% | 6.50% | 6.60% | 4.55% | 2.44% | 4.17% | 4.04% | 4.62% | 7.98% | 5.21% |
Financials
SGBLY vs. AGRPY - Financials Comparison
This section allows you to compare key financial metrics between Standard Bank Group Ltd PK and Absa Group Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
SGBLY vs. AGRPY - Profitability Comparison
SGBLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Standard Bank Group Ltd PK reported a gross profit of 136.12B and revenue of 142.01B. Therefore, the gross margin over that period was 95.9%.
AGRPY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Absa Group Ltd ADR reported a gross profit of 52.72B and revenue of 99.09B. Therefore, the gross margin over that period was 53.2%.
SGBLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Standard Bank Group Ltd PK reported an operating income of -7.68B and revenue of 142.01B, resulting in an operating margin of -5.4%.
AGRPY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Absa Group Ltd ADR reported an operating income of 16.40B and revenue of 99.09B, resulting in an operating margin of 16.6%.
SGBLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Standard Bank Group Ltd PK reported a net income of 25.11B and revenue of 142.01B, resulting in a net margin of 17.7%.
AGRPY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Absa Group Ltd ADR reported a net income of 10.95B and revenue of 99.09B, resulting in a net margin of 11.1%.
Frequently Asked Questions
SGBLY and AGRPY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGRPY has higher volatility (11.19%) compared to SGBLY (8.95%). In terms of maximum drawdown, SGBLY dropped -79.51% vs AGRPY's -77.40%.
SGBLY currently has the higher Sharpe Ratio (2.11 vs 1.33), 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.
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