TATYY vs. BT-A.L

Last updated Jun 4, 2026

TATYY (Tate & Lyle PLC ADR) and BT-A.L (BT Group plc) are both stocks. TATYY operates in Packaged Foods (Consumer Defensive), while BT-A.L operates in Telecom Services (Communication Services). Over the past 10 years, TATYY returned 2.20%/yr vs -3.57%/yr for BT-A.L. At a 0.20 correlation, their price movements are largely independent.

Performance

TATYY vs. BT-A.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tate & Lyle PLC ADR (TATYY) and BT Group plc (BT-A.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

TATYY is traded in USD, while BT-A.L is traded in GBp. To make them comparable, the BT-A.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TATYY achieves a 33.17% return, which is significantly higher than BT-A.L's 10.04% return. Over the past 10 years, TATYY has outperformed BT-A.L with an annualized return of 2.20%, while BT-A.L has yielded a comparatively lower -3.57% annualized return.

TATYY

• 1D: 0.97%
• 1M: 33.30%
• YTD: 33.17%
• 6M: 38.15%
• 1Y: -6.81%
• 3Y*: -8.77%
• 5Y*: -3.37%
• 10Y*: 2.20%

BT-A.L

• 1D: -1.05%
• 1M: -7.33%
• YTD: 10.04%
• 6M: 17.02%
• 1Y: 19.02%
• 3Y*: 21.60%
• 5Y*: 6.55%
• 10Y*: -3.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TATYY vs. BT-A.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TATYY Tate & Lyle PLC ADR	33.17%	-35.21%	-0.61%	-0.36%	18.05%	-0.65%	-1.93%	19.27%	-4.33%	9.74%
BT-A.L BT Group plc	10.04%	43.14%	21.63%	23.91%	-37.69%	28.79%	-29.17%	-8.63%	-11.85%	-14.56%

Correlation

The correlation between TATYY and BT-A.L is 0.10, 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	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.20

The correlation between TATYY and BT-A.L shifts across timeframes, from 0.10 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) TATYY : $3.54B BT-A.L : £20.36B
Gross Profit (TTM) TATYY : $722.00M BT-A.L : £9.54B
EBITDA (TTM) TATYY : $597.20M BT-A.L : £7.36B

Return for Risk

TATYY vs. BT-A.L — Risk / Return Rank

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

TATYY

TATYY Risk / Return Rank: 36
TATYY Sharpe Ratio Rank: 36
TATYY Sortino Ratio Rank: 36
TATYY Omega Ratio Rank: 37
TATYY Calmar Ratio Rank: 36
TATYY Martin Ratio Rank: 37

BT-A.L

BT-A.L Risk / Return Rank: 61
BT-A.L Sharpe Ratio Rank: 65
BT-A.L Sortino Ratio Rank: 60
BT-A.L Omega Ratio Rank: 58
BT-A.L Calmar Ratio Rank: 61
BT-A.L Martin Ratio Rank: 59

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.

TATYY vs. BT-A.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tate & Lyle PLC ADR (TATYY) and BT Group plc (BT-A.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.

	TATYY	BT-A.L	Difference
Sharpe ratio Return per unit of total volatility	-0.12	0.69	-0.81
Sortino ratio Return per unit of downside risk	0.24	1.18	-0.95
Omega ratio Gain probability vs. loss probability	1.03	1.14	-0.11
Calmar ratio Return relative to maximum drawdown	-0.17	0.85	-1.02
Martin ratio Return relative to average drawdown	-0.26	1.77	-2.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TATYY vs. BT-A.L - Sharpe Ratio Comparison

The current TATYY Sharpe Ratio is -0.12, which is lower than the BT-A.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TATYY and BT-A.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.

Sharpe Ratios by Period

	TATYY	BT-A.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	0.69	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.21	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	-0.11	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	-0.01	+0.09

Drawdowns

TATYY vs. BT-A.L - Drawdown Comparison

The maximum TATYY drawdown since its inception was -57.06%, smaller than the maximum BT-A.L drawdown of -83.54%. Use the drawdown chart below to compare losses from any high point for TATYY and BT-A.L.

Drawdown Indicators

	TATYY	BT-A.L	Difference
Max Drawdown Largest peak-to-trough decline	-57.06%	-83.54%	+26.48%
Max Drawdown (1Y) Largest decline over 1 year	-40.33%	-22.31%	-18.02%
Max Drawdown (3Y) Largest decline over 3 years	-57.06%	-26.92%	-30.14%
Max Drawdown (5Y) Largest decline over 5 years	-57.06%	-52.51%	-4.55%
Max Drawdown (10Y) Largest decline over 10 years	-57.06%	-75.92%	+18.86%
Current Drawdown Current decline from peak	-34.42%	-41.44%	+7.02%
Average Drawdown Average peak-to-trough decline	-15.55%	-45.85%	+30.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.04%	10.72%	+15.32%

Volatility

TATYY vs. BT-A.L - Volatility Comparison

Tate & Lyle PLC ADR (TATYY) has a higher volatility of 37.59% compared to BT Group plc (BT-A.L) at 11.98%. This indicates that TATYY's price experiences larger fluctuations and is considered to be riskier than BT-A.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TATYY	BT-A.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.59%	11.98%	+25.61%
Volatility (6M) Calculated over the trailing 6-month period	43.04%	21.32%	+21.72%
Volatility (1Y) Calculated over the trailing 1-year period	55.80%	27.50%	+28.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.69%	31.59%	+6.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.91%	33.10%	+0.81%

Dividends

TATYY vs. BT-A.L - Dividend Comparison

TATYY's dividend yield for the trailing twelve months is around 3.96%, less than BT-A.L's 4.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BT-A.L BT Group plc	4.04%	4.46%	5.62%	6.23%	6.87%	1.36%	0.00%	8.00%	6.37%	5.67%	3.94%	2.73%
TATYY Tate & Lyle PLC ADR	3.96%	5.27%	3.03%	2.90%	19.44%	4.72%	3.74%	3.67%	4.18%	3.64%	3.81%	0.00%

Financials

Frequently Asked Questions

Can I hold both TATYY and BT-A.L in my portfolio?

TATYY and BT-A.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.