WPP vs. BT-A.L

Last updated Jun 9, 2026

WPP (WPP plc) and BT-A.L (BT Group plc) are both stocks. Both are in the Communication Services sector — WPP in Advertising Agencies, BT-A.L in Telecom Services. Over the past 10 years, WPP returned -12.62%/yr vs -3.17%/yr for BT-A.L. At a 0.39 correlation, their price movements are largely independent.

Performance

WPP vs. BT-A.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WPP plc (WPP) and BT Group plc (BT-A.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, WPP achieves a -20.08% return, which is significantly lower than BT-A.L's 10.13% return. Over the past 10 years, WPP has underperformed BT-A.L with an annualized return of -12.62%, while BT-A.L has yielded a comparatively higher -3.17% annualized return.

WPP

• 1D: -1.36%
• 1M: -5.37%
• YTD: -20.08%
• 6M: -9.61%
• 1Y: -51.45%
• 3Y*: -27.77%
• 5Y*: -20.45%
• 10Y*: -12.62%

BT-A.L

• 1D: 1.54%
• 1M: -15.27%
• YTD: 10.13%
• 6M: 17.23%
• 1Y: 18.02%
• 3Y*: 20.28%
• 5Y*: 5.90%
• 10Y*: -3.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WPP vs. BT-A.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WPP WPP plc	-20.08%	-53.53%	13.55%	1.49%	-31.96%	43.52%	-17.24%	36.53%	-36.30%	-14.98%
BT-A.L BT Group plc	10.13%	43.14%	21.63%	23.91%	-37.69%	28.79%	-29.17%	-8.63%	-11.85%	-14.56%

Correlation

The correlation between WPP and BT-A.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007	0.39

Over the past year, the correlation between WPP and BT-A.L has dropped to 0.04 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM) WPP : $28.29B BT-A.L : £20.36B
Gross Profit (TTM) WPP : $4.60B BT-A.L : £9.54B
EBITDA (TTM) WPP : $2.22B BT-A.L : £7.36B

Return for Risk

WPP vs. BT-A.L — Risk / Return Rank

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

WPP

WPP Risk / Return Rank: 7
WPP Sharpe Ratio Rank: 4
WPP Sortino Ratio Rank: 6
WPP Omega Ratio Rank: 5
WPP Calmar Ratio Rank: 8
WPP Martin Ratio Rank: 15

BT-A.L

BT-A.L Risk / Return Rank: 63
BT-A.L Sharpe Ratio Rank: 67
BT-A.L Sortino Ratio Rank: 62
BT-A.L Omega Ratio Rank: 61
BT-A.L Calmar Ratio Rank: 63
BT-A.L Martin Ratio Rank: 61

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.

WPP vs. BT-A.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) and BT Group plc (BT-A.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.

	WPP	BT-A.L	Difference
Sharpe ratio: Return per unit of total volatility	-1.07	0.65	-1.72
Sortino ratio: Return per unit of downside risk	-1.50	1.14	-2.64
Omega ratio: Gain probability vs. loss probability	0.79	1.14	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.87	0.80	-1.67
Martin ratio: Return relative to average drawdown	-1.22	1.65	-2.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WPP vs. BT-A.L - Sharpe Ratio Comparison

The current WPP Sharpe Ratio is -1.07, which is lower than the BT-A.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of WPP and BT-A.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WPP	BT-A.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.07	0.65	-1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.59	0.19	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.36	-0.10	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	-0.01	+0.02

Drawdowns

WPP vs. BT-A.L - Drawdown Comparison

The maximum WPP drawdown since its inception was -95.30%, which is greater than BT-A.L's maximum drawdown of -83.54%. Use the drawdown chart below to compare losses from any high point for WPP and BT-A.L.

Drawdown Indicators

	WPP	BT-A.L	Difference
Max Drawdown Largest peak-to-trough decline	-95.30%	-83.54%	-11.76%
Max Drawdown (1Y) Largest decline over 1 year	-59.39%	-22.31%	-37.08%
Max Drawdown (3Y) Largest decline over 3 years	-71.59%	-26.54%	-45.05%
Max Drawdown (5Y) Largest decline over 5 years	-77.69%	-52.51%	-25.18%
Max Drawdown (10Y) Largest decline over 10 years	-79.99%	-75.92%	-4.07%
Current Drawdown Current decline from peak	-76.22%	-41.39%	-34.83%
Average Drawdown Average peak-to-trough decline	-42.50%	-45.87%	+3.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.31%	10.87%	+31.44%

Volatility

WPP vs. BT-A.L - Volatility Comparison

WPP plc (WPP) has a higher volatility of 13.71% compared to BT Group plc (BT-A.L) at 12.02%. This indicates that WPP's price experiences larger fluctuations and is considered to be riskier than BT-A.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WPP	BT-A.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.71%	12.02%	+1.69%
Volatility (6M) Calculated over the trailing 6-month period	32.91%	21.42%	+11.49%
Volatility (1Y) Calculated over the trailing 1-year period	48.22%	27.65%	+20.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.80%	31.59%	+3.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.12%	33.13%	+1.99%

Dividends

WPP vs. BT-A.L - Dividend Comparison

WPP's dividend yield for the trailing twelve months is around 5.79%, more than BT-A.L's 4.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BT-A.L BT Group plc	4.01%	4.46%	5.62%	6.23%	6.87%	1.36%	0.00%	8.00%	6.37%	5.67%	3.94%	2.73%
WPP WPP plc	5.79%	9.09%	4.85%	5.09%	4.38%	2.45%	5.66%	5.47%	7.35%	4.32%	3.01%	2.81%

Financials

Frequently Asked Questions

Can I hold both WPP and BT-A.L in my portfolio?

WPP and BT-A.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.