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SGBLY vs. AGRPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SGBLY vs. AGRPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standard Bank Group Ltd PK (SGBLY) and Absa Group Ltd ADR (AGRPY). The values are adjusted to include any dividend payments, if applicable.

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SGBLY vs. AGRPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGBLY
Standard Bank Group Ltd PK
3.91%62.04%10.59%25.06%19.05%5.99%-24.46%-3.07%-16.90%53.30%
AGRPY
Absa Group Ltd ADR
-2.90%47.36%32.83%-19.33%25.65%22.21%-16.54%-1.13%-21.36%29.62%

Fundamentals

Market Cap

SGBLY:

$30.05B

AGRPY:

$11.51B

EPS

SGBLY:

$58.27

AGRPY:

$106.99

PE Ratio

SGBLY:

0.31

AGRPY:

0.26

PEG Ratio

SGBLY:

0.02

AGRPY:

0.06

PS Ratio

SGBLY:

0.07

AGRPY:

0.04

PB Ratio

SGBLY:

0.11

AGRPY:

0.07

Total Revenue (TTM)

SGBLY:

$418.17B

AGRPY:

$258.94B

Gross Profit (TTM)

SGBLY:

$412.28B

AGRPY:

$262.03B

EBITDA (TTM)

SGBLY:

$46.73B

AGRPY:

$19.30B

Returns By Period

In the year-to-date period, SGBLY achieves a 3.91% return, which is significantly higher than AGRPY's -2.90% return. Over the past 10 years, SGBLY has outperformed AGRPY with an annualized return of 14.30%, while AGRPY has yielded a comparatively lower 10.73% annualized return.


SGBLY

1D
0.16%
1M
-8.34%
YTD
3.91%
6M
30.51%
1Y
50.50%
3Y*
33.11%
5Y*
24.55%
10Y*
14.30%

AGRPY

1D
0.00%
1M
-15.73%
YTD
-2.90%
6M
31.65%
1Y
54.65%
3Y*
19.22%
5Y*
16.33%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Standard Bank Group Ltd PK

Absa Group Ltd ADR

Return for Risk

SGBLY vs. AGRPY — Risk / Return Rank

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

SGBLY
SGBLY Risk / Return Rank: 8484
Overall Rank
SGBLY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SGBLY Sortino Ratio Rank: 8080
Sortino Ratio Rank
SGBLY Omega Ratio Rank: 7979
Omega Ratio Rank
SGBLY Calmar Ratio Rank: 8585
Calmar Ratio Rank
SGBLY Martin Ratio Rank: 8787
Martin Ratio Rank

AGRPY
AGRPY Risk / Return Rank: 8585
Overall Rank
AGRPY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AGRPY Sortino Ratio Rank: 7979
Sortino Ratio Rank
AGRPY Omega Ratio Rank: 8686
Omega Ratio Rank
AGRPY Calmar Ratio Rank: 8585
Calmar Ratio Rank
AGRPY Martin Ratio Rank: 8989
Martin Ratio Rank
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.

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.


SGBLYAGRPYDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.51

+0.16

Sortino ratio

Return per unit of downside risk

2.20

2.13

+0.08

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

3.17

3.06

+0.11

Martin ratio

Return relative to average drawdown

9.59

10.44

-0.85

SGBLY vs. AGRPY - Sharpe Ratio Comparison

The current SGBLY Sharpe Ratio is 1.67, which is comparable to the AGRPY Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SGBLY and AGRPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SGBLYAGRPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.51

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.39

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.22

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.09

+0.04

Correlation

The correlation between SGBLY and AGRPY is 0.33, 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.


Dividends

SGBLY vs. AGRPY - Dividend Comparison

SGBLY's dividend yield for the trailing twelve months is around 4.81%, less than AGRPY's 6.12% yield.


TTM20252024202320222021202020192018201720162015
SGBLY
Standard Bank Group Ltd PK
4.81%5.00%6.87%6.50%6.60%4.55%2.44%4.17%4.04%4.62%7.98%5.21%
AGRPY
Absa Group Ltd ADR
6.12%5.94%7.25%8.23%6.20%2.13%3.46%5.73%5.92%6.84%10.38%6.80%

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


SGBLYAGRPYDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-10.66%

-19.49%

+8.83%

Average Drawdown

Average peak-to-trough decline

-42.19%

-26.19%

-16.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

5.88%

-0.86%

Volatility

SGBLY vs. AGRPY - Volatility Comparison

Standard Bank Group Ltd PK (SGBLY) and Absa Group Ltd ADR (AGRPY) have volatilities of 12.69% and 13.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGBLYAGRPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.69%

13.21%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

21.93%

27.32%

-5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

30.46%

36.55%

-6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.75%

41.61%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.90%

49.09%

-8.19%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


40.00B60.00B80.00B100.00B120.00B140.00B20212022202320242025
142.01B
99.09B
(SGBLY) Total Revenue
(AGRPY) Total Revenue
Values in USD except per share items

SGBLY vs. AGRPY - Profitability Comparison

The chart below illustrates the profitability comparison between Standard Bank Group Ltd PK and Absa Group Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
95.9%
53.2%
Portfolio components
SGBLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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 Apr 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 Apr 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 Apr 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 Apr 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 Apr 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%.