PortfoliosLab logoPortfoliosLab logo
VOD.L vs. SCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VOD.L vs. SCI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vodafone Group PLC (VOD.L) and Service Corporation International (SCI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VOD.L vs. SCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOD.L
Vodafone Group PLC
14.58%51.76%7.65%-9.77%-19.31%-1.22%-12.38%1.14%-29.91%24.53%
SCI
Service Corporation International
8.30%-7.78%20.49%-4.30%10.72%48.20%5.39%11.80%16.24%22.13%
Different Trading Currencies

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

Fundamentals

Total Revenue (TTM)

VOD.L:

£74.17B

SCI:

$4.31B

Gross Profit (TTM)

VOD.L:

£24.78B

SCI:

$1.14B

EBITDA (TTM)

VOD.L:

£26.58B

SCI:

$1.16B

Returns By Period

In the year-to-date period, VOD.L achieves a 14.58% return, which is significantly higher than SCI's 8.30% return. Over the past 10 years, VOD.L has underperformed SCI with an annualized return of -0.02%, while SCI has yielded a comparatively higher 15.58% annualized return.


VOD.L

1D
0.62%
1M
-1.05%
YTD
14.58%
6M
34.40%
1Y
62.92%
3Y*
16.80%
5Y*
4.03%
10Y*
-0.02%

SCI

1D
0.89%
1M
0.38%
YTD
8.30%
6M
1.72%
1Y
2.20%
3Y*
5.54%
5Y*
12.30%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

VOD.L vs. SCI — Risk / Return Rank

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

VOD.L
VOD.L Risk / Return Rank: 9595
Overall Rank
VOD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VOD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VOD.L Omega Ratio Rank: 9494
Omega Ratio Rank
VOD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
VOD.L Martin Ratio Rank: 9696
Martin Ratio Rank

SCI
SCI Risk / Return Rank: 4848
Overall Rank
SCI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SCI Sortino Ratio Rank: 4141
Sortino Ratio Rank
SCI Omega Ratio Rank: 4141
Omega Ratio Rank
SCI Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCI Martin Ratio Rank: 5454
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.

VOD.L vs. SCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group PLC (VOD.L) and Service Corporation International (SCI). 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.


VOD.LSCIDifference

Sharpe ratio

Return per unit of total volatility

2.60

0.10

+2.50

Sortino ratio

Return per unit of downside risk

3.41

0.30

+3.12

Omega ratio

Gain probability vs. loss probability

1.48

1.04

+0.44

Calmar ratio

Return relative to maximum drawdown

6.13

0.25

+5.88

Martin ratio

Return relative to average drawdown

18.05

0.45

+17.59

VOD.L vs. SCI - Sharpe Ratio Comparison

The current VOD.L Sharpe Ratio is 2.60, which is higher than the SCI Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of VOD.L and SCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VOD.LSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

0.10

+2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.51

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

0.62

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.17

Correlation

The correlation between VOD.L and SCI is 0.21, 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.


Dividends

VOD.L vs. SCI - Dividend Comparison

VOD.L's dividend yield for the trailing twelve months is around 3.42%, more than SCI's 1.60% yield.


TTM20252024202320222021202020192018201720162015
VOD.L
Vodafone Group PLC
3.42%3.92%8.31%11.24%9.26%6.76%6.67%5.13%8.71%5.50%5.90%5.11%
SCI
Service Corporation International
1.60%1.67%1.50%1.64%1.48%1.24%1.59%1.56%1.69%1.55%1.80%1.69%

Drawdowns

VOD.L vs. SCI - Drawdown Comparison

The maximum VOD.L drawdown since its inception was -79.34%, which is greater than SCI's maximum drawdown of -71.53%. Use the drawdown chart below to compare losses from any high point for VOD.L and SCI.


Loading graphics...

Drawdown Indicators


VOD.LSCIDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

-96.51%

+17.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-11.55%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-46.20%

-27.14%

-19.06%

Max Drawdown (10Y)

Largest decline over 10 years

-59.49%

-34.03%

-25.46%

Current Drawdown

Current decline from peak

-17.43%

-4.59%

-12.84%

Average Drawdown

Average peak-to-trough decline

-32.17%

-39.58%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

4.79%

-1.22%

Volatility

VOD.L vs. SCI - Volatility Comparison

The current volatility for Vodafone Group PLC (VOD.L) is 5.61%, while Service Corporation International (SCI) has a volatility of 8.41%. This indicates that VOD.L experiences smaller price fluctuations and is considered to be less risky than SCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VOD.LSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

8.41%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.11%

17.14%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.07%

22.40%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

24.49%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

25.23%

-0.24%

Financials

VOD.L vs. SCI - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group PLC and Service Corporation International. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
19.17B
1.11B
(VOD.L) Total Revenue
(SCI) Total Revenue
Please note, different currencies. VOD.L values in GBp, SCI values in USD