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TSCO.L vs. JSAIY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TSCO.L vs. JSAIY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Tesco PLC (TSCO.L) and J Sainsbury PLC OTC (JSAIY). The values are adjusted to include any dividend payments, if applicable.

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TSCO.L vs. JSAIY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCO.L
Tesco PLC
7.18%24.45%31.78%34.79%-18.79%30.32%-5.37%38.15%-7.70%1.70%
JSAIY
J Sainsbury PLC OTC
5.11%28.88%-3.04%45.58%-15.16%25.43%3.10%-8.43%13.00%0.96%
Different Trading Currencies

TSCO.L is traded in GBp, while JSAIY is traded in USD. To make them comparable, the JSAIY values have been converted to GBp using the latest available exchange rates.

Fundamentals

Total Revenue (TTM)

TSCO.L:

£139.99B

JSAIY:

$72.12B

Gross Profit (TTM)

TSCO.L:

£10.41B

JSAIY:

$5.34B

EBITDA (TTM)

TSCO.L:

£8.78B

JSAIY:

$4.45B

Returns By Period

In the year-to-date period, TSCO.L achieves a 7.18% return, which is significantly higher than JSAIY's 5.11% return. Over the past 10 years, TSCO.L has outperformed JSAIY with an annualized return of 12.85%, while JSAIY has yielded a comparatively lower 7.40% annualized return.


TSCO.L

1D
0.08%
1M
-0.67%
YTD
7.18%
6M
11.39%
1Y
48.86%
3Y*
25.97%
5Y*
20.51%
10Y*
12.85%

JSAIY

1D
1.19%
1M
-0.59%
YTD
5.11%
6M
9.08%
1Y
62.53%
3Y*
14.29%
5Y*
13.69%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TSCO.L vs. JSAIY — Risk / Return Rank

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

TSCO.L
TSCO.L Risk / Return Rank: 9090
Overall Rank
TSCO.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 9090
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 8989
Martin Ratio Rank

JSAIY
JSAIY Risk / Return Rank: 9494
Overall Rank
JSAIY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
JSAIY Sortino Ratio Rank: 9292
Sortino Ratio Rank
JSAIY Omega Ratio Rank: 9292
Omega Ratio Rank
JSAIY Calmar Ratio Rank: 9696
Calmar Ratio Rank
JSAIY 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.

TSCO.L vs. JSAIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.L) 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.


TSCO.LJSAIYDifference

Sharpe ratio

Return per unit of total volatility

2.19

2.47

-0.29

Sortino ratio

Return per unit of downside risk

2.78

3.06

-0.28

Omega ratio

Gain probability vs. loss probability

1.40

1.45

-0.05

Calmar ratio

Return relative to maximum drawdown

3.69

6.26

-2.57

Martin ratio

Return relative to average drawdown

10.38

16.36

-5.98

TSCO.L vs. JSAIY - Sharpe Ratio Comparison

The current TSCO.L Sharpe Ratio is 2.19, which is comparable to the JSAIY Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of TSCO.L and JSAIY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSCO.LJSAIYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.47

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.54

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.28

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.30

+0.03

Correlation

The correlation between TSCO.L and JSAIY is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSCO.L vs. JSAIY - Dividend Comparison

TSCO.L's dividend yield for the trailing twelve months is around 3.01%, less than JSAIY's 6.98% yield.


TTM2025202420232022202120202019201820172016
TSCO.L
Tesco PLC
3.01%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%0.00%
JSAIY
J Sainsbury PLC OTC
6.98%7.21%4.77%4.28%6.38%3.83%4.49%4.63%3.75%3.56%4.55%

Drawdowns

TSCO.L vs. JSAIY - Drawdown Comparison

The maximum TSCO.L drawdown since its inception was -63.40%, which is greater than JSAIY's maximum drawdown of -47.37%. Use the drawdown chart below to compare losses from any high point for TSCO.L and JSAIY.


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Drawdown Indicators


TSCO.LJSAIYDifference

Max Drawdown

Largest peak-to-trough decline

-63.40%

-57.43%

-5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.70%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.40%

-57.43%

+25.03%

Max Drawdown (10Y)

Largest decline over 10 years

-32.40%

-57.43%

+25.03%

Current Drawdown

Current decline from peak

-5.53%

-6.04%

+0.51%

Average Drawdown

Average peak-to-trough decline

-17.53%

-19.88%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

3.52%

+1.14%

Volatility

TSCO.L vs. JSAIY - Volatility Comparison

Tesco PLC (TSCO.L) and J Sainsbury PLC OTC (JSAIY) have volatilities of 6.94% and 7.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCO.LJSAIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

7.25%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

16.22%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.26%

25.55%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

25.32%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

26.61%

-3.69%

Financials

TSCO.L 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
36.04B
23.60B
(TSCO.L) Total Revenue
(JSAIY) Total Revenue
Please note, different currencies. TSCO.L values in GBp, JSAIY values in USD

TSCO.L vs. JSAIY - Profitability Comparison

The chart below illustrates the profitability comparison between Tesco PLC and J Sainsbury PLC OTC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

6.0%7.0%8.0%9.0%10.0%11.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
7.8%
6.1%
Portfolio components
TSCO.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tesco PLC reported a gross profit of 2.82B and revenue of 36.04B. Therefore, the gross margin over that period was 7.8%.

JSAIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, J Sainsbury PLC OTC reported a gross profit of 1.45B and revenue of 23.60B. Therefore, the gross margin over that period was 6.1%.

TSCO.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tesco PLC reported an operating income of 1.60B and revenue of 36.04B, resulting in an operating margin of 4.5%.

JSAIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, J Sainsbury PLC OTC reported an operating income of 579.78M and revenue of 23.60B, resulting in an operating margin of 2.5%.

TSCO.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tesco PLC reported a net income of 950.00M and revenue of 36.04B, resulting in a net margin of 2.6%.

JSAIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, J Sainsbury PLC OTC reported a net income of 221.44M and revenue of 23.60B, resulting in a net margin of 0.9%.