SGPYY vs. LSEG.L
Compare and contrast key facts about Sage Group PLC ADR (SGPYY) and London Stock Exchange Group plc (LSEG.L).
Performance
SGPYY vs. LSEG.L - Performance Comparison
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SGPYY vs. LSEG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGPYY Sage Group PLC ADR | -21.67% | -7.16% | 7.97% | 70.61% | -22.82% | 51.27% | -17.88% | 33.20% | -27.65% | 38.66% |
LSEG.L London Stock Exchange Group plc | -2.62% | -13.57% | 21.20% | 38.74% | -6.87% | -23.00% | 20.90% | 100.70% | 2.29% | 44.42% |
Different Trading Currencies
SGPYY is traded in USD, while LSEG.L is traded in GBp. To make them comparable, the LSEG.L values have been converted to USD using the latest available exchange rates.
Fundamentals
SGPYY:
$4.67B
LSEG.L:
£18.17B
SGPYY:
$4.28B
LSEG.L:
£8.45B
SGPYY:
$1.06B
LSEG.L:
£7.44B
Returns By Period
In the year-to-date period, SGPYY achieves a -21.67% return, which is significantly lower than LSEG.L's -2.62% return. Over the past 10 years, SGPYY has underperformed LSEG.L with an annualized return of 4.50%, while LSEG.L has yielded a comparatively higher 12.67% annualized return.
SGPYY
- 1D
- 2.68%
- 1M
- 1.65%
- YTD
- -21.67%
- 6M
- -23.17%
- 1Y
- -26.81%
- 3Y*
- 7.48%
- 5Y*
- 7.09%
- 10Y*
- 4.50%
LSEG.L
- 1D
- 3.41%
- 1M
- -1.79%
- YTD
- -2.62%
- 6M
- 2.45%
- 1Y
- -19.73%
- 3Y*
- 7.96%
- 5Y*
- 4.53%
- 10Y*
- 12.67%
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Return for Risk
SGPYY vs. LSEG.L — Risk / Return Rank
SGPYY
LSEG.L
SGPYY vs. LSEG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sage Group PLC ADR (SGPYY) and London Stock Exchange Group plc (LSEG.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 | LSEG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.98 | -0.59 | -0.40 |
Sortino ratioReturn per unit of downside risk | -1.21 | -0.63 | -0.58 |
Omega ratioGain probability vs. loss probability | 0.84 | 0.91 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.55 | -0.14 |
Martin ratioReturn relative to average drawdown | -1.49 | -0.98 | -0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGPYY | LSEG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.98 | -0.59 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.18 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.46 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.31 | -0.08 |
Correlation
The correlation between SGPYY and LSEG.L is 0.34, 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
SGPYY vs. LSEG.L - Dividend Comparison
SGPYY's dividend yield for the trailing twelve months is around 2.60%, more than LSEG.L's 1.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGPYY Sage Group PLC ADR | 2.60% | 1.87% | 1.57% | 1.50% | 2.59% | 1.88% | 2.37% | 1.86% | 2.45% | 1.47% | 4.60% | 1.88% |
LSEG.L London Stock Exchange Group plc | 1.53% | 1.52% | 1.07% | 1.20% | 1.43% | 1.11% | 0.81% | 0.82% | 1.34% | 1.20% | 1.28% | 0.86% |
Drawdowns
SGPYY vs. LSEG.L - Drawdown Comparison
The maximum SGPYY drawdown since its inception was -58.33%, smaller than the maximum LSEG.L drawdown of -86.52%. Use the drawdown chart below to compare losses from any high point for SGPYY and LSEG.L.
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Drawdown Indicators
| SGPYY | LSEG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.33% | -80.59% | +22.26% |
Max Drawdown (1Y)Largest decline over 1 year | -38.41% | -38.52% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -38.61% | -39.94% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -39.94% | -2.91% |
Current DrawdownCurrent decline from peak | -34.43% | -25.75% | -8.68% |
Average DrawdownAverage peak-to-trough decline | -14.49% | -19.47% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 21.28% | -3.41% |
Volatility
SGPYY vs. LSEG.L - Volatility Comparison
Sage Group PLC ADR (SGPYY) and London Stock Exchange Group plc (LSEG.L) have volatilities of 8.37% and 8.65%, 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
| SGPYY | LSEG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 8.65% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 21.38% | 24.92% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.42% | 33.56% | -6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.95% | 25.63% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.79% | 27.66% | +2.13% |
Financials
SGPYY vs. LSEG.L - Financials Comparison
This section allows you to compare key financial metrics between Sage Group PLC ADR and London Stock Exchange Group plc. 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