TSGTY vs. JSAIY
TSGTY (Tsingtao Brewery Co Ltd) and JSAIY (J Sainsbury PLC OTC) are both stocks. Both are in the Consumer Defensive sector — TSGTY in Beverages - Brewers, JSAIY in Grocery Stores. Over the past 10 years, TSGTY returned 7.41%/yr vs 10.04%/yr for JSAIY. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
TSGTY vs. JSAIY - Performance Comparison
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Returns By Period
In the year-to-date period, TSGTY achieves a -5.10% return, which is significantly lower than JSAIY's 11.71% return. Over the past 10 years, TSGTY has underperformed JSAIY with an annualized return of 7.41%, while JSAIY has yielded a comparatively higher 10.04% annualized return.
TSGTY
- 1D
- 0.00%
- 1M
- -2.03%
- 6M
- -11.39%
- YTD
- -5.10%
- 1Y
- -5.32%
- 3Y*
- -8.96%
- 5Y*
- -2.35%
- 10Y*
- 7.41%
- ALL TIME*
- 2.58%
JSAIY
- 1D
- 0.36%
- 1M
- 6.20%
- 6M
- 10.70%
- YTD
- 11.71%
- 1Y
- 28.68%
- 3Y*
- 16.91%
- 5Y*
- 10.24%
- 10Y*
- 10.04%
- ALL TIME*
- 7.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JSAIY J Sainsbury PLC OTC | $3.21M | $1.99M | $1.31M |
| $829.57 | $3.34K | $4.76K |
TSGTY vs. JSAIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSGTY Tsingtao Brewery Co Ltd | -5.10% | -7.82% | 9.35% | -30.01% | 8.97% | -8.59% | 57.13% | 59.57% | -16.15% | 38.00% |
JSAIY J Sainsbury PLC OTC | 11.71% | 38.77% | -4.71% | 53.24% | -24.18% | 24.25% | 6.22% | -4.80% | 6.68% | 10.51% |
Correlation
The correlation between TSGTY and JSAIY is 0.02, 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. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.06 |
Fundamentals
TSGTY:
$9.21B
JSAIY:
$10.57B
TSGTY:
CN¥17.11
JSAIY:
£1.12
TSGTY:
11.21
JSAIY:
12.83
TSGTY:
0.72
JSAIY:
0.31
TSGTY:
1.63
JSAIY:
0.13
TSGTY:
1.62
JSAIY:
1.35
TSGTY:
CN¥32.16B
JSAIY:
£66.39B
TSGTY:
CN¥13.49B
JSAIY:
£4.30B
TSGTY:
CN¥6.19B
JSAIY:
£4.38B
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Return for Risk
TSGTY vs. JSAIY — Risk / Return Rank
TSGTY
JSAIY
TSGTY vs. JSAIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tsingtao Brewery Co Ltd (TSGTY) 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.
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.
| TSGTY | JSAIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.49 | -1.86 |
| Martin ratioReturn relative to average drawdown | -0.80 | 4.01 | -4.80 |
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Drawdowns
TSGTY vs. JSAIY - Drawdown Comparison
The maximum TSGTY drawdown since its inception was -80.53%, which is greater than JSAIY's maximum drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for TSGTY and JSAIY.
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Drawdown Indicators
| TSGTY | JSAIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.53% | -57.43% | -23.10% |
Max Drawdown (1Y)Largest decline over 1 year | -24.06% | -18.48% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -38.46% | -26.73% | -11.73% |
Max Drawdown (5Y)Largest decline over 5 years | -49.03% | -57.43% | +8.40% |
Max Drawdown (10Y)Largest decline over 10 years | -50.02% | -57.43% | +7.41% |
Current DrawdownCurrent decline from peak | -57.06% | -0.36% | -56.70% |
Average DrawdownAverage peak-to-trough decline | -41.21% | -19.53% | -21.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.19% | 6.87% | +4.32% |
Volatility
TSGTY vs. JSAIY - Volatility Comparison
The current volatility for Tsingtao Brewery Co Ltd (TSGTY) is 2.17%, while J Sainsbury PLC OTC (JSAIY) has a volatility of 6.83%. This indicates that TSGTY 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
| TSGTY | JSAIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 6.83% | -4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 27.94% | 17.61% | +10.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.44% | 24.24% | +16.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.49% | 27.36% | +18.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.46% | 27.63% | +15.83% |
Dividends
TSGTY vs. JSAIY - Dividend Comparison
TSGTY's dividend yield for the trailing twelve months is around 6.09%, less than JSAIY's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSAIY J Sainsbury PLC OTC | 6.74% | 7.21% | 4.77% | 4.28% | 6.38% | 3.83% | 4.49% | 4.63% | 3.75% | 3.56% | 4.55% | 0.00% |
TSGTY Tsingtao Brewery Co Ltd | 6.09% | 4.72% | 3.83% | 3.68% | 1.63% | 1.23% | 0.63% | 0.88% | 1.30% | 0.83% | 1.32% | 3.26% |
Financials
TSGTY vs. JSAIY - Financials Comparison
This section allows you to compare key financial metrics between Tsingtao Brewery Co Ltd 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
TSGTY vs. JSAIY - Profitability Comparison
TSGTY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a gross profit of 4.37B and revenue of 10.22B. Therefore, the gross margin over that period was 42.7%.
JSAIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
TSGTY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported an operating income of 2.18B and revenue of 10.22B, resulting in an operating margin of 21.3%.
JSAIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
TSGTY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a net income of 1.79B and revenue of 10.22B, resulting in a net margin of 17.5%.
JSAIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
TSGTY and JSAIY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSAIY has higher volatility (6.83%) compared to TSGTY (2.17%). In terms of maximum drawdown, TSGTY dropped -80.53% vs JSAIY's -57.43%.
JSAIY currently has the higher Sharpe Ratio (1.14 vs -0.22), 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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