SHEL vs. ABDN.L
SHEL (Shell plc) and ABDN.L (Abrdn plc) are both stocks. SHEL operates in Oil & Gas Integrated (Energy), while ABDN.L operates in Asset Management (Financial Services). Over the past 10 years, SHEL returned 10.03%/yr vs 2.69%/yr for ABDN.L. At a 0.35 correlation, their price movements are largely independent.
Performance
SHEL vs. ABDN.L - Performance Comparison
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Different Trading Currencies
SHEL is traded in USD, while ABDN.L is traded in GBp. To make them comparable, the ABDN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SHEL achieves a 20.10% return, which is significantly higher than ABDN.L's 18.13% return. Over the past 10 years, SHEL has outperformed ABDN.L with an annualized return of 10.03%, while ABDN.L has yielded a comparatively lower 2.69% annualized return.
SHEL
- 1D
- 1.46%
- 1M
- 4.13%
- YTD
- 20.10%
- 6M
- 21.39%
- 1Y
- 32.28%
- 3Y*
- 18.69%
- 5Y*
- 23.01%
- 10Y*
- 10.03%
ABDN.L
- 1D
- -0.87%
- 1M
- 5.07%
- YTD
- 18.13%
- 6M
- 25.17%
- 1Y
- 36.61%
- 3Y*
- 14.82%
- 5Y*
- 3.78%
- 10Y*
- 2.69%
SHEL vs. ABDN.L - Yearly Performance Comparison
Correlation
The correlation between SHEL and ABDN.L is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.35 |
The correlation between SHEL and ABDN.L shifts across timeframes, from -0.04 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SHEL:
$6.39
ABDN.L:
£0.70
SHEL:
13.55
ABDN.L:
3.39
SHEL:
0.68
ABDN.L:
0.00
SHEL:
0.95
ABDN.L:
0.67
SHEL:
$266.82B
ABDN.L:
£3.20B
SHEL:
$41.65B
ABDN.L:
£3.05B
SHEL:
$57.44B
ABDN.L:
£796.00M
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Return for Risk
SHEL vs. ABDN.L — Risk / Return Rank
SHEL
ABDN.L
SHEL vs. ABDN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Abrdn plc (ABDN.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.
| SHEL | ABDN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.19 | +0.81 |
| Martin ratioReturn relative to average drawdown | 8.40 | 6.81 | +1.60 |
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
| SHEL | ABDN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.23 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.11 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.07 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.02 | +0.20 |
Drawdowns
SHEL vs. ABDN.L - Drawdown Comparison
The maximum SHEL drawdown since its inception was -71.57%, roughly equal to the maximum ABDN.L drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for SHEL and ABDN.L.
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Drawdown Indicators
| SHEL | ABDN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.57% | -73.92% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -16.65% | +5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -39.30% | +20.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | -61.23% | +36.19% |
Max Drawdown (10Y)Largest decline over 10 years | -71.57% | -70.03% | -1.54% |
Current DrawdownCurrent decline from peak | -7.13% | -23.97% | +16.84% |
Average DrawdownAverage peak-to-trough decline | -16.74% | -37.49% | +20.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 5.36% | -1.51% |
Volatility
SHEL vs. ABDN.L - Volatility Comparison
The current volatility for Shell plc (SHEL) is 5.98%, while Abrdn plc (ABDN.L) has a volatility of 8.19%. This indicates that SHEL experiences smaller price fluctuations and is considered to be less risky than ABDN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHEL | ABDN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 8.19% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 17.50% | 24.67% | -7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 29.76% | -8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 35.37% | -10.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.84% | 36.99% | -6.15% |
Dividends
SHEL vs. ABDN.L - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 3.41%, less than ABDN.L's 6.18% yield.
Financials
SHEL vs. ABDN.L - Financials Comparison
This section allows you to compare key financial metrics between Shell plc and Abrdn 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
Frequently Asked Questions
SHEL and ABDN.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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