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TATYY vs. GLEN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TATYY vs. GLEN.L - Performance Comparison

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

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Different Trading Currencies

TATYY 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, TATYY achieves a 33.17% return, which is significantly lower than GLEN.L's 50.49% return. Over the past 10 years, TATYY has underperformed GLEN.L with an annualized return of 2.20%, while GLEN.L has yielded a comparatively higher 20.71% 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%

GLEN.L

1D
-1.36%
1M
7.78%
YTD
50.49%
6M
60.94%
1Y
119.08%
3Y*
19.61%
5Y*
17.55%
10Y*
20.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TATYY vs. GLEN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GLEN.L
Glencore plc
50.49%28.35%-24.64%-1.15%40.32%65.49%13.22%-12.08%-27.14%55.99%

Correlation

The correlation between TATYY and GLEN.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.13

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

0.13

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.15

Fundamentals

Market Cap

TATYY:

$3.02B

GLEN.L:

£73.40B

EPS

TATYY:

$2.15

GLEN.L:

-£0.10

PS Ratio

TATYY:

0.85

GLEN.L:

0.15

PB Ratio

TATYY:

1.89

GLEN.L:

1.89

Total Revenue (TTM)

TATYY:

$3.54B

GLEN.L:

£479.07B

Gross Profit (TTM)

TATYY:

$722.00M

GLEN.L:

£11.90B

EBITDA (TTM)

TATYY:

$597.20M

GLEN.L:

£19.53B

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Return for Risk

TATYY vs. GLEN.L — Risk / Return Rank

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

TATYY
TATYY Risk / Return Rank: 3636
Overall Rank
TATYY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TATYY Sortino Ratio Rank: 3636
Sortino Ratio Rank
TATYY Omega Ratio Rank: 3737
Omega Ratio Rank
TATYY Calmar Ratio Rank: 3636
Calmar Ratio Rank
TATYY Martin Ratio Rank: 3737
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: 9797
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.

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

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


TATYYGLEN.LDifference

Sharpe ratio

Return per unit of total volatility

-0.12

3.66

-3.78

Sortino ratio

Return per unit of downside risk

0.24

4.36

-4.13

Omega ratio

Gain probability vs. loss probability

1.03

1.55

-0.52

Calmar ratio

Return relative to maximum drawdown

-0.17

7.91

-8.08

Martin ratio

Return relative to average drawdown

-0.26

25.27

-25.53

TATYY vs. GLEN.L - Sharpe Ratio Comparison

The current TATYY Sharpe Ratio is -0.12, which is lower than the GLEN.L Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of TATYY 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.


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Sharpe Ratios by Period


TATYYGLEN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

3.66

-3.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.50

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.54

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.08

0.00

Drawdowns

TATYY vs. GLEN.L - Drawdown Comparison

The maximum TATYY drawdown since its inception was -57.06%, smaller than the maximum GLEN.L drawdown of -87.17%. Use the drawdown chart below to compare losses from any high point for TATYY and GLEN.L.


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Drawdown Indicators


TATYYGLEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.06%

-87.17%

+30.11%

Max Drawdown (1Y)

Largest decline over 1 year

-40.33%

-14.96%

-25.37%

Max Drawdown (3Y)

Largest decline over 3 years

-57.06%

-53.53%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-57.06%

-54.01%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-57.06%

-75.95%

+18.89%

Current Drawdown

Current decline from peak

-34.42%

-1.36%

-33.06%

Average Drawdown

Average peak-to-trough decline

-15.55%

-37.24%

+21.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.04%

4.70%

+21.34%

Volatility

TATYY vs. GLEN.L - Volatility Comparison

Tate & Lyle PLC ADR (TATYY) has a higher volatility of 37.59% compared to Glencore plc (GLEN.L) at 9.90%. This indicates that TATYY's price experiences larger fluctuations and is considered to be riskier than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TATYYGLEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.59%

9.90%

+27.69%

Volatility (6M)

Calculated over the trailing 6-month period

43.04%

24.09%

+18.95%

Volatility (1Y)

Calculated over the trailing 1-year period

55.80%

32.38%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.69%

35.11%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.91%

38.37%

-4.46%

Dividends

TATYY vs. GLEN.L - Dividend Comparison

TATYY's dividend yield for the trailing twelve months is around 3.96%, more than GLEN.L's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
GLEN.L
Glencore plc
1.55%2.39%2.86%8.72%5.57%3.08%6.71%5.31%3.85%1.05%0.00%9.87%
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

TATYY vs. GLEN.L - Financials Comparison

This section allows you to compare key financial metrics between Tate & Lyle PLC ADR 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B140.00B20222023202420252026
996.75M
130.73B
(TATYY) Total Revenue
(GLEN.L) Total Revenue
Please note, different currencies. TATYY values in USD, GLEN.L values in GBp

TATYY vs. GLEN.L - Profitability Comparison

The chart below illustrates the profitability comparison between Tate & Lyle PLC ADR 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%20.0%40.0%60.0%80.0%100.0%202220232024202520260
2.6%
Portfolio components
TATYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported a gross profit of 0.00 and revenue of 996.75M. Therefore, the gross margin over that period was 0.0%.

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%.

TATYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported an operating income of 83.23M and revenue of 996.75M, resulting in an operating margin of 8.4%.

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%.

TATYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported a net income of 41.62M and revenue of 996.75M, resulting in a net margin of 4.2%.

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


TATYY and GLEN.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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