SSEZY vs. SBS
SSEZY (SSE PLC ADR) and SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) are both stocks. Both are in the Utilities sector — SSEZY in Utilities - Diversified, SBS in Utilities - Regulated Water. Over the past 10 years, SSEZY returned 11.90%/yr vs 15.81%/yr for SBS. At a 0.25 correlation, their price movements are largely independent.
Performance
SSEZY vs. SBS - Performance Comparison
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Returns By Period
In the year-to-date period, SSEZY achieves a 5.56% return, which is significantly lower than SBS's 14.44% return. Over the past 10 years, SSEZY has underperformed SBS with an annualized return of 11.90%, while SBS has yielded a comparatively higher 15.81% annualized return.
SSEZY
- 1D
- 1.29%
- 1M
- -4.13%
- YTD
- 5.56%
- 6M
- 7.38%
- 1Y
- 30.83%
- 3Y*
- 14.88%
- 5Y*
- 13.02%
- 10Y*
- 11.90%
SBS
- 1D
- 3.24%
- 1M
- -4.24%
- YTD
- 14.44%
- 6M
- 17.49%
- 1Y
- 37.98%
- 3Y*
- 37.49%
- 5Y*
- 33.18%
- 10Y*
- 15.81%
SSEZY vs. SBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 5.56% | 55.64% | -14.33% | 23.22% | -2.83% | 15.63% | 12.81% | 50.44% | -17.36% | 1.53% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 14.44% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
Correlation
The correlation between SSEZY and SBS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.25 |
Fundamentals
SSEZY:
$37.75B
SBS:
$19.10B
SSEZY:
£2.08
SBS:
R$2.48
SSEZY:
11.34
SBS:
11.27
SSEZY:
1.34
SBS:
2.48
SSEZY:
1.82
SBS:
2.28
SSEZY:
£20.39B
SBS:
R$38.70B
SSEZY:
£7.78B
SBS:
R$13.96B
SSEZY:
£6.60B
SBS:
R$14.87B
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Return for Risk
SSEZY vs. SBS — Risk / Return Rank
SSEZY
SBS
SSEZY vs. SBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSEZY | SBS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.48 | +0.24 |
| Martin ratioReturn relative to average drawdown | 3.98 | 4.28 | -0.29 |
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Drawdowns
SSEZY vs. SBS - Drawdown Comparison
The maximum SSEZY drawdown since its inception was -54.69%, smaller than the maximum SBS drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for SSEZY and SBS.
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Drawdown Indicators
| SSEZY | SBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.69% | -76.49% | +21.80% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -25.87% | +7.86% |
Max Drawdown (3Y)Largest decline over 3 years | -29.71% | -25.87% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -31.90% | -30.35% | -1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -42.77% | -61.91% | +19.14% |
Current DrawdownCurrent decline from peak | -16.05% | -23.47% | +7.42% |
Average DrawdownAverage peak-to-trough decline | -15.55% | -25.70% | +10.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.76% | 8.91% | -1.15% |
Volatility
SSEZY vs. SBS - Volatility Comparison
The current volatility for SSE PLC ADR (SSEZY) is 7.67%, while Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a volatility of 8.25%. This indicates that SSEZY experiences smaller price fluctuations and is considered to be less risky than SBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSEZY | SBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.67% | 8.25% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 20.63% | 24.55% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.00% | 34.28% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.91% | 36.99% | -11.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.25% | 43.53% | -15.28% |
Dividends
SSEZY vs. SBS - Dividend Comparison
SSEZY's dividend yield for the trailing twelve months is around 2.74%, more than SBS's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.35% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
SSEZY SSE PLC ADR | 2.74% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
Financials
SSEZY vs. SBS - Financials Comparison
This section allows you to compare key financial metrics between SSE PLC ADR and Companhia de Saneamento Básico do Estado de São Paulo - SABESP. 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
SSEZY vs. SBS - Profitability Comparison
SSEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a gross profit of 2.31B and revenue of 5.64B. Therefore, the gross margin over that period was 41.0%.
SBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.79B and revenue of 9.78B. Therefore, the gross margin over that period was 38.8%.
SSEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported an operating income of 1.52B and revenue of 5.64B, resulting in an operating margin of 27.0%.
SBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.33B and revenue of 9.78B, resulting in an operating margin of 34.1%.
SSEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a net income of 930.37M and revenue of 5.64B, resulting in a net margin of 16.5%.
SBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 1.72B and revenue of 9.78B, resulting in a net margin of 17.6%.
Frequently Asked Questions
SSEZY and SBS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBS has higher volatility (8.25%) compared to SSEZY (7.67%). In terms of maximum drawdown, SSEZY dropped -54.69% vs SBS's -76.49%.
SBS currently has the higher Sharpe Ratio (1.12 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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