SGPYY vs. BT-A.L

Last updated Jun 9, 2026

SGPYY (Sage Group PLC ADR) and BT-A.L (BT Group plc) are both stocks. SGPYY operates in Software - Application (Technology), while BT-A.L operates in Telecom Services (Communication Services). Over the past 10 years, SGPYY returned 5.14%/yr vs -3.17%/yr for BT-A.L. At a 0.24 correlation, their price movements are largely independent.

Performance

SGPYY vs. BT-A.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sage Group PLC ADR (SGPYY) and BT Group plc (BT-A.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SGPYY is traded in USD, while BT-A.L is traded in GBp. To make them comparable, the BT-A.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGPYY achieves a -18.13% return, which is significantly lower than BT-A.L's 10.13% return. Over the past 10 years, SGPYY has outperformed BT-A.L with an annualized return of 5.14%, while BT-A.L has yielded a comparatively lower -3.17% annualized return.

SGPYY

• 1D: -0.83%
• 1M: -3.47%
• YTD: -18.13%
• 6M: -16.71%
• 1Y: -29.55%
• 3Y*: 4.66%
• 5Y*: 6.42%
• 10Y*: 5.14%

BT-A.L

• 1D: 1.54%
• 1M: -15.27%
• YTD: 10.13%
• 6M: 17.23%
• 1Y: 18.02%
• 3Y*: 20.28%
• 5Y*: 5.90%
• 10Y*: -3.17%

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

SGPYY vs. BT-A.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGPYY Sage Group PLC ADR	-18.13%	-7.16%	7.97%	70.61%	-22.82%	51.27%	-17.88%	33.20%	-27.65%	38.66%
BT-A.L BT Group plc	10.13%	43.14%	21.63%	23.91%	-37.69%	28.79%	-29.17%	-8.63%	-11.85%	-14.56%

Correlation

The correlation between SGPYY and BT-A.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007	0.24

Over the past year, the correlation between SGPYY and BT-A.L has dropped to 0.03 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM) SGPYY : $5.07B BT-A.L : £20.36B
Gross Profit (TTM) SGPYY : $4.66B BT-A.L : £9.54B
EBITDA (TTM) SGPYY : $1.27B BT-A.L : £7.36B

Return for Risk

SGPYY vs. BT-A.L — Risk / Return Rank

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

SGPYY

SGPYY Risk / Return Rank: 9
SGPYY Sharpe Ratio Rank: 4
SGPYY Sortino Ratio Rank: 7
SGPYY Omega Ratio Rank: 8
SGPYY Calmar Ratio Rank: 13
SGPYY Martin Ratio Rank: 11

BT-A.L

BT-A.L Risk / Return Rank: 63
BT-A.L Sharpe Ratio Rank: 67
BT-A.L Sortino Ratio Rank: 62
BT-A.L Omega Ratio Rank: 61
BT-A.L Calmar Ratio Rank: 63
BT-A.L Martin Ratio Rank: 61

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.

SGPYY vs. BT-A.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sage Group PLC ADR (SGPYY) and BT Group plc (BT-A.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.

	SGPYY	BT-A.L	Difference
Sharpe ratio: Return per unit of total volatility	-1.02	0.65	-1.67
Sortino ratio: Return per unit of downside risk	-1.35	1.14	-2.50
Omega ratio: Gain probability vs. loss probability	0.83	1.14	-0.31
Calmar ratio: Return relative to maximum drawdown	-0.77	0.80	-1.58
Martin ratio: Return relative to average drawdown	-1.34	1.65	-2.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGPYY vs. BT-A.L - Sharpe Ratio Comparison

The current SGPYY Sharpe Ratio is -1.02, which is lower than the BT-A.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SGPYY and BT-A.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

	SGPYY	BT-A.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.02	0.65	-1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.19	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	-0.10	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	-0.01	+0.24

Drawdowns

SGPYY vs. BT-A.L - Drawdown Comparison

The maximum SGPYY drawdown since its inception was -58.33%, smaller than the maximum BT-A.L drawdown of -83.54%. Use the drawdown chart below to compare losses from any high point for SGPYY and BT-A.L.

Drawdown Indicators

	SGPYY	BT-A.L	Difference
Max Drawdown Largest peak-to-trough decline	-58.33%	-83.54%	+25.21%
Max Drawdown (1Y) Largest decline over 1 year	-38.41%	-22.31%	-16.10%
Max Drawdown (3Y) Largest decline over 3 years	-38.41%	-26.54%	-11.87%
Max Drawdown (5Y) Largest decline over 5 years	-38.61%	-52.51%	+13.90%
Max Drawdown (10Y) Largest decline over 10 years	-42.85%	-75.92%	+33.07%
Current Drawdown Current decline from peak	-31.46%	-41.39%	+9.93%
Average Drawdown Average peak-to-trough decline	-14.65%	-45.87%	+31.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.07%	10.87%	+11.20%

Volatility

SGPYY vs. BT-A.L - Volatility Comparison

Sage Group PLC ADR (SGPYY) has a higher volatility of 12.94% compared to BT Group plc (BT-A.L) at 12.02%. This indicates that SGPYY's price experiences larger fluctuations and is considered to be riskier than BT-A.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGPYY	BT-A.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.94%	12.02%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	25.15%	21.42%	+3.73%
Volatility (1Y) Calculated over the trailing 1-year period	29.18%	27.65%	+1.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.35%	31.59%	-3.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.14%	33.13%	-2.99%

Dividends

SGPYY vs. BT-A.L - Dividend Comparison

SGPYY's dividend yield for the trailing twelve months is around 2.59%, less than BT-A.L's 4.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BT-A.L BT Group plc	4.01%	4.46%	5.62%	6.23%	6.87%	1.36%	0.00%	8.00%	6.37%	5.67%	3.94%	2.73%
SGPYY Sage Group PLC ADR	2.59%	1.87%	1.57%	1.50%	2.59%	1.88%	2.37%	1.86%	2.45%	1.47%	4.60%	1.88%

Financials

Frequently Asked Questions

Can I hold both SGPYY and BT-A.L in my portfolio?

SGPYY and BT-A.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.