TSCO.L vs. NWG.L
Compare and contrast key facts about Tesco PLC (TSCO.L) and NatWest Group plc (NWG.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCO.L or NWG.L.
Key characteristics
| TSCO.L | NWG.L | |
|---|---|---|
| YTD Return | 24.30% | 67.70% |
| 1Y Return | 33.89% | 106.47% |
| 3Y Return (Ann) | 13.48% | 15.68% |
| 5Y Return (Ann) | 11.04% | 9.79% |
| 10Y Return (Ann) | 9.16% | -1.23% |
| Sharpe Ratio | 2.01 | 4.03 |
| Sortino Ratio | 2.72 | 4.69 |
| Omega Ratio | 1.37 | 1.64 |
| Calmar Ratio | 1.90 | 1.12 |
| Martin Ratio | 9.53 | 22.79 |
| Ulcer Index | 3.49% | 4.78% |
| Daily Std Dev | 16.45% | 26.93% |
| Max Drawdown | -63.72% | -98.45% |
| Current Drawdown | -5.15% | -94.30% |
Fundamentals
| TSCO.L | NWG.L | |
|---|---|---|
| Market Cap | £23.63B | £30.97B |
| EPS | £0.27 | £0.47 |
| PE Ratio | 12.90 | 7.82 |
| PEG Ratio | 1.40 | 0.46 |
| Total Revenue (TTM) | £68.81B | £25.30B |
| Gross Profit (TTM) | £4.95B | £28.90B |
| EBITDA (TTM) | £4.36B | £2.19B |
Correlation
The correlation between TSCO.L and NWG.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TSCO.L vs. NWG.L - Performance Comparison
In the year-to-date period, TSCO.L achieves a 24.30% return, which is significantly lower than NWG.L's 67.70% return. Over the past 10 years, TSCO.L has outperformed NWG.L with an annualized return of 9.16%, while NWG.L has yielded a comparatively lower -1.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TSCO.L vs. NWG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.L) and NatWest Group plc (NWG.L). 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.
Dividends
TSCO.L vs. NWG.L - Dividend Comparison
TSCO.L's dividend yield for the trailing twelve months is around 3.60%, less than NWG.L's 4.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCO.L Tesco PLC | 3.60% | 3.75% | 5.15% | 20.72% | 3.31% | 2.09% | 1.52% | 0.38% | 0.00% | 0.00% | 4.72% | 4.41% |
NWG.L NatWest Group plc | 4.76% | 7.06% | 10.48% | 2.47% | 2.77% | 8.11% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSCO.L vs. NWG.L - Drawdown Comparison
The maximum TSCO.L drawdown since its inception was -63.72%, smaller than the maximum NWG.L drawdown of -98.45%. Use the drawdown chart below to compare losses from any high point for TSCO.L and NWG.L. For additional features, visit the drawdowns tool.
Volatility
TSCO.L vs. NWG.L - Volatility Comparison
The current volatility for Tesco PLC (TSCO.L) is 4.66%, while NatWest Group plc (NWG.L) has a volatility of 7.56%. This indicates that TSCO.L experiences smaller price fluctuations and is considered to be less risky than NWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TSCO.L vs. NWG.L - Financials Comparison
This section allows you to compare key financial metrics between Tesco PLC and NatWest Group 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.
Total Revenue: Total amount of money received from sales and other business activities