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

Performance

TATYY vs. SHEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tate & Lyle PLC ADR (TATYY) and Shell plc (SHEL). 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 50.19% return, which is significantly higher than SHEL's 27.49% return. Over the past 10 years, TATYY has underperformed SHEL with an annualized return of 2.55%, while SHEL has yielded a comparatively higher 10.72% annualized return.


TATYY

1D
0.00%
1M
0.21%
6M
44.68%
YTD
50.19%
1Y
7.76%
3Y*
-4.75%
5Y*
-0.40%
10Y*
2.55%
ALL TIME*
3.83%

SHEL

1D
1.62%
1M
17.89%
6M
21.62%
YTD
27.49%
1Y
32.66%
3Y*
19.34%
5Y*
23.15%
10Y*
10.72%
ALL TIME*
6.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$678.43M$587.70M$593.39M
$6.37K$16.58K$46.42K

TATYY vs. SHEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TATYY
Tate & Lyle PLC ADR
50.19%-35.21%-0.61%-0.36%18.05%-0.65%-1.93%19.27%-4.33%9.74%
SHEL
Shell plc
27.49%22.16%-0.87%20.19%36.18%34.27%-41.08%6.38%-7.23%21.67%

Correlation

The correlation between TATYY and SHEL is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.05

Correlation (10Y)
Provides a long-term view across more market conditions.

0.11

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

0.11

The correlation between TATYY and SHEL shifts across timeframes, from -0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TATYY:

$7.03B

SHEL:

$256.45B

EPS

TATYY:

£2.15

SHEL:

$9.02

PE Ratio

TATYY:

10.23

SHEL:

10.20

PS Ratio

TATYY:

0.70

SHEL:

0.89

PB Ratio

TATYY:

1.54

SHEL:

1.43

Total Revenue (TTM)

TATYY:

£3.54B

SHEL:

$296.60B

Gross Profit (TTM)

TATYY:

£722.00M

SHEL:

$50.77B

EBITDA (TTM)

TATYY:

£597.20M

SHEL:

$67.91B

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Return for Risk

TATYY vs. SHEL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TATYY
TATYY Risk / Return Rank: 5252
Overall Rank
TATYY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TATYY Sortino Ratio Rank: 5454
Sortino Ratio Rank
TATYY Omega Ratio Rank: 5656
Omega Ratio Rank
TATYY Calmar Ratio Rank: 5050
Calmar Ratio Rank
TATYY Martin Ratio Rank: 4848
Martin Ratio Rank

SHEL
SHEL Risk / Return Rank: 8080
Overall Rank
SHEL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 8080
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7979
Omega Ratio Rank
SHEL Calmar Ratio Rank: 7777
Calmar Ratio Rank
SHEL Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TATYY vs. SHEL - Risk-Adjusted Trends Comparison

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


TATYYSHELDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

0.19

1.80

-1.61

Martin ratioReturn relative to average drawdown

0.30

5.52

-5.22

TATYY vs. SHEL - Sharpe Ratio Comparison

The current TATYY Sharpe Ratio is 0.14, which is lower than the SHEL Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of TATYY and SHEL, 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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Drawdowns

TATYY vs. SHEL - Drawdown Comparison

The maximum TATYY drawdown since its inception was -57.06%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for TATYY and SHEL.


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Drawdown Indicators


TATYYSHELDifference

Max Drawdown

Largest peak-to-trough decline

-57.06%

-71.57%

+14.51%

Max Drawdown (1Y)

Largest decline over 1 year

-40.33%

-17.98%

-22.35%

Max Drawdown (3Y)

Largest decline over 3 years

-57.06%

-18.47%

-38.59%

Max Drawdown (5Y)

Largest decline over 5 years

-57.06%

-25.04%

-32.02%

Max Drawdown (10Y)

Largest decline over 10 years

-57.06%

-71.57%

+14.51%

Current Drawdown

Current decline from peak

-26.03%

-1.42%

-24.61%

Average Drawdown

Average peak-to-trough decline

-15.71%

-16.69%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.03%

5.86%

+20.17%

Volatility

TATYY vs. SHEL - Volatility Comparison

The current volatility for Tate & Lyle PLC ADR (TATYY) is 1.97%, while Shell plc (SHEL) has a volatility of 7.11%. This indicates that TATYY experiences smaller price fluctuations and is considered to be less risky than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TATYYSHELDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

7.11%

-5.14%

Volatility (6M)

Calculated over the trailing 6-month period

44.15%

18.17%

+25.98%

Volatility (1Y)

Calculated over the trailing 1-year period

56.28%

21.99%

+34.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.87%

25.01%

+12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

30.67%

+3.21%

Dividends

TATYY vs. SHEL - Dividend Comparison

TATYY's dividend yield for the trailing twelve months is around 3.56%, more than SHEL's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
SHEL
Shell plc
3.22%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%
TATYY
Tate & Lyle PLC ADR
3.56%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. SHEL - Financials Comparison

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


Values in USD except per share items

TATYY vs. SHEL - Profitability Comparison

The chart below illustrates the profitability comparison between Tate & Lyle PLC ADR and Shell plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

TATYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.

SHEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Shell plc reported a gross profit of 18.48B and revenue of 94.66B. Therefore, the gross margin over that period was 19.5%.

TATYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.

SHEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Shell plc reported an operating income of 15.18B and revenue of 94.66B, resulting in an operating margin of 16.0%.

TATYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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%.

SHEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Shell plc reported a net income of 10.82B and revenue of 94.66B, resulting in a net margin of 11.4%.


Frequently Asked Questions


TATYY and SHEL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHEL has higher volatility (7.11%) compared to TATYY (1.97%). In terms of maximum drawdown, TATYY dropped -57.06% vs SHEL's -71.57%.

SHEL currently has the higher Sharpe Ratio (1.48 vs 0.14), 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.

Portfolio Optimizer

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