PortfoliosLab logoPortfoliosLab logo
SHEL vs. GLEN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHEL vs. GLEN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shell plc (SHEL) and Glencore plc (GLEN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SHEL is traded in USD, while GLEN.L is traded in GBp. To make them comparable, the GLEN.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 lower than GLEN.L's 46.71% return. Over the past 10 years, SHEL has underperformed GLEN.L with an annualized return of 10.03%, while GLEN.L has yielded a comparatively higher 19.73% 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%

GLEN.L

1D
0.88%
1M
3.41%
YTD
46.71%
6M
59.00%
1Y
108.62%
3Y*
17.75%
5Y*
17.62%
10Y*
19.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHEL vs. GLEN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHEL
Shell plc
20.10%22.16%-0.87%20.19%36.18%34.27%-41.08%6.38%-7.23%21.67%
GLEN.L
Glencore plc
46.71%27.27%-24.64%-1.15%40.33%65.47%2.03%-11.04%-26.31%56.59%

Correlation

The correlation between SHEL and GLEN.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since May 19, 2011

0.45

Fundamentals

Market Cap

SHEL:

$247.11B

GLEN.L:

£71.81B

EPS

SHEL:

$6.39

GLEN.L:

-£0.10

PS Ratio

SHEL:

0.95

GLEN.L:

0.15

PB Ratio

SHEL:

1.42

GLEN.L:

1.85

Total Revenue (TTM)

SHEL:

$266.82B

GLEN.L:

£479.07B

Gross Profit (TTM)

SHEL:

$41.65B

GLEN.L:

£11.90B

EBITDA (TTM)

SHEL:

$57.44B

GLEN.L:

£19.53B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SHEL vs. GLEN.L — Risk / Return Rank

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

SHEL
SHEL Risk / Return Rank: 8181
Overall Rank
SHEL Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 7777
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7676
Omega Ratio Rank
SHEL Calmar Ratio Rank: 8383
Calmar Ratio Rank
SHEL Martin Ratio Rank: 8585
Martin Ratio Rank

GLEN.L
GLEN.L Risk / Return Rank: 9696
Overall Rank
GLEN.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GLEN.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLEN.L Omega Ratio Rank: 9595
Omega Ratio Rank
GLEN.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
GLEN.L Martin Ratio Rank: 9797
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.

SHEL vs. GLEN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Glencore plc (GLEN.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.


SHELGLEN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.26

1.51

-0.25

Calmar ratioReturn relative to maximum drawdown

3.00

7.22

-4.22

Martin ratioReturn relative to average drawdown

8.40

22.83

-14.43

SHEL vs. GLEN.L - Sharpe Ratio Comparison

The current SHEL Sharpe Ratio is 1.54, which is lower than the GLEN.L Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of SHEL and GLEN.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.


Loading charts...

Sharpe Ratios by Period


SHELGLEN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

3.33

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.50

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.52

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.05

+0.17

Drawdowns

SHEL vs. GLEN.L - Drawdown Comparison

The maximum SHEL drawdown since its inception was -71.57%, smaller than the maximum GLEN.L drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for SHEL and GLEN.L.


Loading charts...

Drawdown Indicators


SHELGLEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.57%

-88.34%

+16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-14.96%

+4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.47%

-53.53%

+35.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

-54.01%

+28.97%

Max Drawdown (10Y)

Largest decline over 10 years

-71.57%

-75.39%

+3.82%

Current Drawdown

Current decline from peak

-7.13%

-4.16%

-2.97%

Average Drawdown

Average peak-to-trough decline

-16.74%

-40.24%

+23.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

4.74%

-0.89%

Volatility

SHEL vs. GLEN.L - Volatility Comparison

The current volatility for Shell plc (SHEL) is 5.98%, while Glencore plc (GLEN.L) has a volatility of 10.69%. This indicates that SHEL experiences smaller price fluctuations and is considered to be less risky than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SHELGLEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

10.69%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

23.49%

-5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

32.53%

-11.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.22%

35.15%

-9.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.84%

38.24%

-7.40%

Dividends

SHEL vs. GLEN.L - Dividend Comparison

SHEL's dividend yield for the trailing twelve months is around 3.41%, more than GLEN.L's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
GLEN.L
Glencore plc
1.68%1.84%2.87%8.72%5.58%3.08%0.00%6.70%5.16%1.37%0.00%0.00%
SHEL
Shell plc
3.41%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%

Financials

SHEL vs. GLEN.L - Financials Comparison

This section allows you to compare key financial metrics between Shell plc and Glencore 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.


Quarterly
Annual

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


60.00B80.00B100.00B120.00B140.00B20222023202420252026
69.57B
130.73B
(SHEL) Total Revenue
(GLEN.L) Total Revenue
Please note, different currencies. SHEL values in USD, GLEN.L values in GBp

SHEL vs. GLEN.L - Profitability Comparison

The chart below illustrates the profitability comparison between Shell plc and Glencore plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%20222023202420252026
19.1%
2.6%
Portfolio components
SHEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shell plc reported a gross profit of 13.31B and revenue of 69.57B. Therefore, the gross margin over that period was 19.1%.

GLEN.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a gross profit of 3.44B and revenue of 130.73B. Therefore, the gross margin over that period was 2.6%.

SHEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shell plc reported an operating income of 10.35B and revenue of 69.57B, resulting in an operating margin of 14.9%.

GLEN.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported an operating income of 2.18B and revenue of 130.73B, resulting in an operating margin of 1.7%.

SHEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shell plc reported a net income of 5.68B and revenue of 69.57B, resulting in a net margin of 8.2%.

GLEN.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a net income of 1.02B and revenue of 130.73B, resulting in a net margin of 0.8%.


Frequently Asked Questions


SHEL and GLEN.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SHEL and GLEN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer