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SRGHY vs. OTGLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRGHY and OTGLY is 0.24, 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.


Performance

SRGHY vs. OTGLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shoprite Holdings Ltd ADR (SRGHY) and CD Projekt SA (OTGLY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SRGHY:

0.54

OTGLY:

2.12

Sortino Ratio

SRGHY:

0.97

OTGLY:

2.44

Omega Ratio

SRGHY:

1.12

OTGLY:

1.30

Calmar Ratio

SRGHY:

0.52

OTGLY:

1.31

Martin Ratio

SRGHY:

1.51

OTGLY:

8.25

Ulcer Index

SRGHY:

11.25%

OTGLY:

8.44%

Daily Std Dev

SRGHY:

31.89%

OTGLY:

40.00%

Max Drawdown

SRGHY:

-75.21%

OTGLY:

-76.62%

Current Drawdown

SRGHY:

-13.75%

OTGLY:

-13.50%

Fundamentals

Market Cap

SRGHY:

$8.51B

OTGLY:

$5.99B

EPS

SRGHY:

$0.71

OTGLY:

$0.29

PE Ratio

SRGHY:

21.94

OTGLY:

51.72

PS Ratio

SRGHY:

0.03

OTGLY:

6.09

PB Ratio

SRGHY:

5.42

OTGLY:

8.54

Total Revenue (TTM)

SRGHY:

$119.64B

OTGLY:

$425.58M

Gross Profit (TTM)

SRGHY:

$26.22B

OTGLY:

$299.28M

EBITDA (TTM)

SRGHY:

$7.43B

OTGLY:

$203.55M

Returns By Period

In the year-to-date period, SRGHY achieves a 6.25% return, which is significantly lower than OTGLY's 28.98% return.


SRGHY

YTD

6.25%

1M

7.61%

6M

2.11%

1Y

17.18%

3Y*

9.41%

5Y*

26.35%

10Y*

5.07%

OTGLY

YTD

28.98%

1M

-4.13%

6M

47.97%

1Y

82.57%

3Y*

32.58%

5Y*

1.10%

10Y*

N/A

*Annualized

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Shoprite Holdings Ltd ADR

CD Projekt SA

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SRGHY vs. OTGLY — Risk-Adjusted Performance Rank

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

SRGHY
The Risk-Adjusted Performance Rank of SRGHY is 6767
Overall Rank
The Sharpe Ratio Rank of SRGHY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SRGHY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SRGHY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SRGHY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SRGHY is 6969
Martin Ratio Rank

OTGLY
The Risk-Adjusted Performance Rank of OTGLY is 9090
Overall Rank
The Sharpe Ratio Rank of OTGLY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of OTGLY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of OTGLY is 8787
Omega Ratio Rank
The Calmar Ratio Rank of OTGLY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of OTGLY is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SRGHY vs. OTGLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shoprite Holdings Ltd ADR (SRGHY) and CD Projekt SA (OTGLY). 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.


The current SRGHY Sharpe Ratio is 0.54, which is lower than the OTGLY Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SRGHY and OTGLY, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SRGHY vs. OTGLY - Dividend Comparison

SRGHY's dividend yield for the trailing twelve months is around 2.52%, more than OTGLY's 0.42% yield.


TTM20242023202220212020201920182017201620152014
SRGHY
Shoprite Holdings Ltd ADR
2.52%2.56%2.35%2.75%2.85%2.53%2.43%2.80%2.15%2.46%3.40%2.23%
OTGLY
CD Projekt SA
0.42%0.54%0.82%0.77%42.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SRGHY vs. OTGLY - Drawdown Comparison

The maximum SRGHY drawdown since its inception was -75.21%, roughly equal to the maximum OTGLY drawdown of -76.62%. Use the drawdown chart below to compare losses from any high point for SRGHY and OTGLY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SRGHY vs. OTGLY - Volatility Comparison

The current volatility for Shoprite Holdings Ltd ADR (SRGHY) is 8.99%, while CD Projekt SA (OTGLY) has a volatility of 13.28%. This indicates that SRGHY experiences smaller price fluctuations and is considered to be less risky than OTGLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SRGHY vs. OTGLY - Financials Comparison

This section allows you to compare key financial metrics between Shoprite Holdings Ltd ADR and CD Projekt SA. 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


0.0020.00B40.00B60.00B80.00B100.00B120.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
119.64B
227.56M
(SRGHY) Total Revenue
(OTGLY) Total Revenue
Values in USD except per share items