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TATYY vs. SGPYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TATYY vs. SGPYY - Performance Comparison

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

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Returns By Period

In the year-to-date period, TATYY achieves a 47.55% return, which is significantly higher than SGPYY's -18.13% return. Over the past 10 years, TATYY has underperformed SGPYY with an annualized return of 3.54%, while SGPYY has yielded a comparatively higher 5.14% annualized return.


TATYY

1D
12.60%
1M
46.04%
YTD
47.55%
6M
53.00%
1Y
1.87%
3Y*
-5.92%
5Y*
-1.47%
10Y*
3.54%

SGPYY

1D
-0.83%
1M
-3.47%
YTD
-18.13%
6M
-16.71%
1Y
-29.55%
3Y*
4.66%
5Y*
6.42%
10Y*
5.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TATYY vs. SGPYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TATYY
Tate & Lyle PLC ADR
47.55%-35.21%-0.61%-0.36%18.05%-0.65%-1.93%19.27%-4.33%9.74%
SGPYY
Sage Group PLC ADR
-18.13%-7.16%7.97%70.61%-22.82%51.27%-17.88%33.20%-27.65%38.66%

Correlation

The correlation between TATYY and SGPYY is 0.03, 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

0.03

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

0.08

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

0.14

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.13

The correlation between TATYY and SGPYY shifts across timeframes, from 0.03 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TATYY:

$3.34B

SGPYY:

$11.14B

EPS

TATYY:

$2.15

SGPYY:

$3.03

PE Ratio

TATYY:

13.88

SGPYY:

15.32

PS Ratio

TATYY:

0.94

SGPYY:

2.22

PB Ratio

TATYY:

2.09

SGPYY:

50.62

Total Revenue (TTM)

TATYY:

$3.54B

SGPYY:

$5.07B

Gross Profit (TTM)

TATYY:

$722.00M

SGPYY:

$4.66B

EBITDA (TTM)

TATYY:

$597.20M

SGPYY:

$1.27B

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Return for Risk

TATYY vs. SGPYY — Risk / Return Rank

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

TATYY
TATYY Risk / Return Rank: 4444
Overall Rank
TATYY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TATYY Sortino Ratio Rank: 4545
Sortino Ratio Rank
TATYY Omega Ratio Rank: 4747
Omega Ratio Rank
TATYY Calmar Ratio Rank: 4343
Calmar Ratio Rank
TATYY Martin Ratio Rank: 4343
Martin Ratio Rank

SGPYY
SGPYY Risk / Return Rank: 99
Overall Rank
SGPYY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SGPYY Sortino Ratio Rank: 77
Sortino Ratio Rank
SGPYY Omega Ratio Rank: 88
Omega Ratio Rank
SGPYY Calmar Ratio Rank: 1313
Calmar Ratio Rank
SGPYY Martin Ratio Rank: 1111
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. SGPYY - Risk-Adjusted Trends Comparison

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


TATYYSGPYYDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.08

0.83

+0.25

Calmar ratioReturn relative to maximum drawdown

0.05

-0.77

+0.82

Martin ratioReturn relative to average drawdown

0.07

-1.34

+1.41

TATYY vs. SGPYY - Sharpe Ratio Comparison

The current TATYY Sharpe Ratio is 0.03, which is higher than the SGPYY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of TATYY and SGPYY, 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


TATYYSGPYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

-1.02

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.23

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.17

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.24

-0.13

Drawdowns

TATYY vs. SGPYY - Drawdown Comparison

The maximum TATYY drawdown since its inception was -57.06%, roughly equal to the maximum SGPYY drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for TATYY and SGPYY.


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Drawdown Indicators


TATYYSGPYYDifference

Max Drawdown

Largest peak-to-trough decline

-57.06%

-58.33%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-40.33%

-38.41%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-57.06%

-38.41%

-18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-57.06%

-38.61%

-18.45%

Max Drawdown (10Y)

Largest decline over 10 years

-57.06%

-42.85%

-14.21%

Current Drawdown

Current decline from peak

-27.33%

-31.46%

+4.13%

Average Drawdown

Average peak-to-trough decline

-15.57%

-14.65%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.06%

22.07%

+3.99%

Volatility

TATYY vs. SGPYY - Volatility Comparison

Tate & Lyle PLC ADR (TATYY) has a higher volatility of 39.19% compared to Sage Group PLC ADR (SGPYY) at 12.94%. This indicates that TATYY's price experiences larger fluctuations and is considered to be riskier than SGPYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TATYYSGPYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.19%

12.94%

+26.25%

Volatility (6M)

Calculated over the trailing 6-month period

44.51%

25.15%

+19.36%

Volatility (1Y)

Calculated over the trailing 1-year period

57.38%

29.18%

+28.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.13%

28.35%

+9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.16%

30.14%

+4.02%

Dividends

TATYY vs. SGPYY - Dividend Comparison

TATYY's dividend yield for the trailing twelve months is around 3.57%, more than SGPYY's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
SGPYY
Sage Group PLC ADR
2.59%1.87%1.57%1.50%2.59%1.88%2.37%1.86%2.45%1.47%4.60%1.88%
TATYY
Tate & Lyle PLC ADR
3.57%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. SGPYY - Financials Comparison

This section allows you to compare key financial metrics between Tate & Lyle PLC ADR and Sage Group PLC ADR. 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


600.00M800.00M1.00B1.20B1.40B20222023202420252026
996.75M
1.38B
(TATYY) Total Revenue
(SGPYY) Total Revenue
Values in USD except per share items

TATYY vs. SGPYY - Profitability Comparison

The chart below illustrates the profitability comparison between Tate & Lyle PLC ADR and Sage Group PLC ADR 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
89.1%
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%.

SGPYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported a gross profit of 1.23B and revenue of 1.38B. Therefore, the gross margin over that period was 89.1%.

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%.

SGPYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported an operating income of 308.57M and revenue of 1.38B, resulting in an operating margin of 22.3%.

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%.

SGPYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported a net income of 198.94M and revenue of 1.38B, resulting in a net margin of 14.4%.


Frequently Asked Questions


TATYY and SGPYY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TATYY has higher volatility (39.19%) compared to SGPYY (12.94%). In terms of maximum drawdown, TATYY dropped -57.06% vs SGPYY's -58.33%.

TATYY currently has the higher Sharpe Ratio (0.03 vs -1.02), 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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