PortfoliosLab logoPortfoliosLab logo
TSCDY vs. BNS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSCDY vs. BNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesco PLC (TSCDY) and The Bank of Nova Scotia (BNS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TSCDY achieves a 7.95% return, which is significantly lower than BNS's 16.52% return. Over the past 10 years, TSCDY has outperformed BNS with an annualized return of 18.35%, while BNS has yielded a comparatively lower 11.61% annualized return.


TSCDY

1D
0.21%
1M
3.36%
YTD
7.95%
6M
8.80%
1Y
20.92%
3Y*
29.19%
5Y*
18.65%
10Y*
18.35%

BNS

1D
1.57%
1M
9.86%
YTD
16.52%
6M
17.99%
1Y
62.38%
3Y*
27.10%
5Y*
11.56%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCDY vs. BNS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCDY
Tesco PLC
7.95%32.85%30.49%43.52%-29.02%65.48%0.16%41.74%-12.38%12.46%
BNS
The Bank of Nova Scotia
16.52%45.11%17.55%8.53%-28.05%40.62%1.70%17.49%-18.28%21.83%

Correlation

The correlation between TSCDY and BNS is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.29

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

0.34

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.36

The correlation between TSCDY and BNS shifts across timeframes, from 0.17 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSCDY:

$40.34B

BNS:

$76.13B

EPS

TSCDY:

£1.61

BNS:

CA$8.23

PE Ratio

TSCDY:

8.82

BNS:

14.26

PS Ratio

TSCDY:

0.21

BNS:

1.93

PB Ratio

TSCDY:

2.62

BNS:

1.38

Total Revenue (TTM)

TSCDY:

£143.57B

BNS:

CA$70.57B

Gross Profit (TTM)

TSCDY:

£10.62B

BNS:

CA$33.43B

EBITDA (TTM)

TSCDY:

£9.46B

BNS:

CA$13.61B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSCDY vs. BNS — Risk / Return Rank

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

TSCDY
TSCDY Risk / Return Rank: 6969
Overall Rank
TSCDY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TSCDY Sortino Ratio Rank: 6565
Sortino Ratio Rank
TSCDY Omega Ratio Rank: 6363
Omega Ratio Rank
TSCDY Calmar Ratio Rank: 7272
Calmar Ratio Rank
TSCDY Martin Ratio Rank: 7272
Martin Ratio Rank

BNS
BNS Risk / Return Rank: 9696
Overall Rank
BNS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BNS Sortino Ratio Rank: 9898
Sortino Ratio Rank
BNS Omega Ratio Rank: 9797
Omega Ratio Rank
BNS Calmar Ratio Rank: 9292
Calmar Ratio Rank
BNS Martin Ratio Rank: 9595
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.

TSCDY vs. BNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCDY) and The Bank of Nova Scotia (BNS). 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.


TSCDYBNSDifference
Sharpe ratioReturn per unit of total volatility

-2.80

Sortino ratioReturn per unit of downside risk

-3.85

Omega ratioGain probability vs. loss probability

1.17

1.68

-0.51

Calmar ratioReturn relative to maximum drawdown

1.59

4.69

-3.11

Martin ratioReturn relative to average drawdown

3.83

18.38

-14.55

TSCDY vs. BNS - Sharpe Ratio Comparison

The current TSCDY Sharpe Ratio is 0.93, which is lower than the BNS Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of TSCDY and BNS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TSCDY vs. BNS - Drawdown Comparison

The maximum TSCDY drawdown since its inception was -76.10%, which is greater than BNS's maximum drawdown of -63.65%. Use the drawdown chart below to compare losses from any high point for TSCDY and BNS.


Loading charts...

Drawdown Indicators


TSCDYBNSDifference

Max Drawdown

Largest peak-to-trough decline

-76.10%

-63.65%

-12.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-13.36%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-19.51%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-45.56%

-39.12%

-6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-45.56%

-46.29%

+0.73%

Current Drawdown

Current decline from peak

-5.08%

0.00%

-5.08%

Average Drawdown

Average peak-to-trough decline

-42.81%

-11.01%

-31.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

3.40%

+2.07%

Volatility

TSCDY vs. BNS - Volatility Comparison

Tesco PLC (TSCDY) has a higher volatility of 7.58% compared to The Bank of Nova Scotia (BNS) at 4.91%. This indicates that TSCDY's price experiences larger fluctuations and is considered to be riskier than BNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSCDYBNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

4.91%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

17.99%

12.97%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

16.80%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

19.57%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.83%

21.92%

+5.91%

Dividends

TSCDY vs. BNS - Dividend Comparison

TSCDY's dividend yield for the trailing twelve months is around 2.80%, less than BNS's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
BNS
The Bank of Nova Scotia
3.79%4.17%5.85%8.56%6.39%5.09%4.93%3.53%6.34%4.80%5.24%8.13%
TSCDY
Tesco PLC
2.80%3.08%3.39%3.60%5.27%20.15%3.79%2.56%2.05%0.47%0.00%0.00%

Financials

TSCDY vs. BNS - Financials Comparison

This section allows you to compare key financial metrics between Tesco PLC and The Bank of Nova Scotia. 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


5.00B10.00B15.00B20.00B25.00B30.00B35.00B40.00B20222023202420252026
37.62B
17.18B
(TSCDY) Total Revenue
(BNS) Total Revenue
Please note, different currencies. TSCDY values in GBP, BNS values in CAD

TSCDY vs. BNS - Profitability Comparison

The chart below illustrates the profitability comparison between Tesco PLC and The Bank of Nova Scotia 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%20222023202420252026
7.3%
48.9%
Portfolio components
TSCDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a gross profit of 2.75B and revenue of 37.62B. Therefore, the gross margin over that period was 7.3%.

BNS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported a gross profit of 8.40B and revenue of 17.18B. Therefore, the gross margin over that period was 48.9%.

TSCDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported an operating income of 1.49B and revenue of 37.62B, resulting in an operating margin of 4.0%.

BNS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported an operating income of 3.43B and revenue of 17.18B, resulting in an operating margin of 20.0%.

TSCDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a net income of 835.66M and revenue of 37.62B, resulting in a net margin of 2.2%.

BNS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported a net income of 2.59B and revenue of 17.18B, resulting in a net margin of 15.1%.


Frequently Asked Questions


TSCDY and BNS have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSCDY has higher volatility (7.58%) compared to BNS (4.91%). In terms of maximum drawdown, TSCDY dropped -76.10% vs BNS's -63.65%.

BNS currently has the higher Sharpe Ratio (3.73 vs 0.93), 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

Find the right allocation for TSCDY and BNS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer