TSCDY vs. JSAIY
TSCDY (Tesco PLC) and JSAIY (J Sainsbury PLC OTC) are both stocks. Both operate in the Grocery Stores industry within the Consumer Defensive sector. Over the past 10 years, TSCDY returned 16.16%/yr vs 6.09%/yr for JSAIY. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
TSCDY vs. JSAIY - Performance Comparison
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Returns By Period
In the year-to-date period, TSCDY achieves a 1.38% return, which is significantly higher than JSAIY's -8.55% return. Over the past 10 years, TSCDY has outperformed JSAIY with an annualized return of 16.16%, while JSAIY has yielded a comparatively lower 6.09% annualized return.
TSCDY
- 1D
- 2.76%
- 1M
- -6.18%
- YTD
- 1.38%
- 6M
- 0.27%
- 1Y
- 15.34%
- 3Y*
- 26.81%
- 5Y*
- 17.77%
- 10Y*
- 16.16%
JSAIY
- 1D
- 1.80%
- 1M
- -8.45%
- YTD
- -8.55%
- 6M
- -3.82%
- 1Y
- 10.56%
- 3Y*
- 12.10%
- 5Y*
- 7.03%
- 10Y*
- 6.09%
TSCDY vs. JSAIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCDY Tesco PLC | 1.38% | 32.85% | 30.49% | 43.52% | -29.02% | 65.48% | 0.16% | 41.74% | -12.38% | 12.46% |
JSAIY J Sainsbury PLC OTC | -8.55% | 38.77% | -4.71% | 53.24% | -24.18% | 24.25% | 6.22% | -4.80% | 6.68% | 10.51% |
Correlation
The correlation between TSCDY and JSAIY is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.57 |
The correlation between TSCDY and JSAIY has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
Fundamentals
TSCDY:
$37.88B
JSAIY:
$9.47B
TSCDY:
$1.61
JSAIY:
$1.12
TSCDY:
11.10
JSAIY:
14.61
TSCDY:
0.41
JSAIY:
0.35
TSCDY:
0.26
JSAIY:
0.14
TSCDY:
3.30
JSAIY:
1.54
TSCDY:
$143.57B
JSAIY:
$66.39B
TSCDY:
$10.62B
JSAIY:
$4.30B
TSCDY:
$9.46B
JSAIY:
$4.38B
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Return for Risk
TSCDY vs. JSAIY — Risk / Return Rank
TSCDY
JSAIY
TSCDY vs. JSAIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCDY) and J Sainsbury PLC OTC (JSAIY). 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.
| TSCDY | JSAIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.10 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.57 | +0.59 |
| Martin ratioReturn relative to average drawdown | 2.89 | 1.82 | +1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSCDY | JSAIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.45 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.26 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.21 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.20 | -0.13 |
Drawdowns
TSCDY vs. JSAIY - Drawdown Comparison
The maximum TSCDY drawdown since its inception was -76.10%, which is greater than JSAIY's maximum drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for TSCDY and JSAIY.
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Drawdown Indicators
| TSCDY | JSAIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.10% | -57.43% | -18.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.25% | -18.48% | +5.23% |
Max Drawdown (3Y)Largest decline over 3 years | -18.37% | -26.73% | +8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -45.56% | -57.43% | +11.87% |
Max Drawdown (10Y)Largest decline over 10 years | -45.56% | -57.43% | +11.87% |
Current DrawdownCurrent decline from peak | -10.86% | -16.90% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -42.87% | -19.71% | -23.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 5.82% | -0.50% |
Volatility
TSCDY vs. JSAIY - Volatility Comparison
The current volatility for Tesco PLC (TSCDY) is 7.43%, while J Sainsbury PLC OTC (JSAIY) has a volatility of 7.84%. This indicates that TSCDY experiences smaller price fluctuations and is considered to be less risky than JSAIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSCDY | JSAIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 7.84% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.16% | 17.95% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 23.80% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.24% | 27.29% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.91% | 28.46% | -0.55% |
Dividends
TSCDY vs. JSAIY - Dividend Comparison
TSCDY's dividend yield for the trailing twelve months is around 2.98%, less than JSAIY's 7.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JSAIY J Sainsbury PLC OTC | 7.89% | 7.21% | 4.77% | 4.28% | 6.38% | 3.83% | 4.49% | 4.63% | 3.75% | 3.56% | 4.55% |
TSCDY Tesco PLC | 2.98% | 3.08% | 3.39% | 3.60% | 5.27% | 20.15% | 3.79% | 2.56% | 2.05% | 0.47% | 0.00% |
Financials
TSCDY vs. JSAIY - Financials Comparison
This section allows you to compare key financial metrics between Tesco PLC and J Sainsbury PLC OTC. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
TSCDY vs. JSAIY - Profitability Comparison
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%.
JSAIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, J Sainsbury PLC OTC reported a gross profit of 993.41M and revenue of 16.04B. Therefore, the gross margin over that period was 6.2%.
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%.
JSAIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, J Sainsbury PLC OTC reported an operating income of 460.26M and revenue of 16.04B, resulting in an operating margin of 2.9%.
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%.
JSAIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, J Sainsbury PLC OTC reported a net income of 218.65M and revenue of 16.04B, resulting in a net margin of 1.4%.
Frequently Asked Questions
TSCDY and JSAIY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSAIY has higher volatility (7.84%) compared to TSCDY (7.43%). In terms of maximum drawdown, TSCDY dropped -76.10% vs JSAIY's -57.43%.
TSCDY currently has the higher Sharpe Ratio (0.69 vs 0.45), 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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