WPP vs. TATYY
WPP (WPP plc) and TATYY (Tate & Lyle PLC ADR) are both stocks. WPP operates in Advertising Agencies (Communication Services), while TATYY operates in Packaged Foods (Consumer Defensive). Over the past 10 years, WPP returned -12.62%/yr vs 3.54%/yr for TATYY. At a 0.18 correlation, their price movements are largely independent.
Performance
WPP vs. TATYY - Performance Comparison
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Returns By Period
In the year-to-date period, WPP achieves a -20.08% return, which is significantly lower than TATYY's 47.55% return. Over the past 10 years, WPP has underperformed TATYY with an annualized return of -12.62%, while TATYY has yielded a comparatively higher 3.54% 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%
TATYY
- 1D
- 12.60%
- 1M
- 46.04%
- YTD
- 47.55%
- 6M
- 53.00%
- 1Y
- 1.87%
- 3Y*
- -5.92%
- 5Y*
- -1.47%
- 10Y*
- 3.54%
WPP vs. TATYY - 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% |
TATYY Tate & Lyle PLC ADR | 47.55% | -35.21% | -0.61% | -0.36% | 18.05% | -0.65% | -1.93% | 19.27% | -4.33% | 9.74% |
Correlation
The correlation between WPP and TATYY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.18 |
Fundamentals
WPP:
$3.75B
TATYY:
$3.34B
WPP:
$1.51
TATYY:
$2.15
WPP:
11.58
TATYY:
13.88
WPP:
0.13
TATYY:
0.94
WPP:
1.48
TATYY:
2.09
WPP:
$28.29B
TATYY:
$3.54B
WPP:
$4.60B
TATYY:
$722.00M
WPP:
$2.22B
TATYY:
$597.20M
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Return for Risk
WPP vs. TATYY — Risk / Return Rank
WPP
TATYY
WPP vs. TATYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) and Tate & Lyle PLC ADR (TATYY). 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 | TATYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.08 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 0.05 | -0.92 |
| Martin ratioReturn relative to average drawdown | -1.22 | 0.07 | -1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WPP | TATYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | 0.03 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | -0.04 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.36 | 0.10 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.11 | -0.10 |
Drawdowns
WPP vs. TATYY - Drawdown Comparison
The maximum WPP drawdown since its inception was -95.30%, which is greater than TATYY's maximum drawdown of -57.06%. Use the drawdown chart below to compare losses from any high point for WPP and TATYY.
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Drawdown Indicators
| WPP | TATYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.30% | -57.06% | -38.24% |
Max Drawdown (1Y)Largest decline over 1 year | -59.39% | -40.33% | -19.06% |
Max Drawdown (3Y)Largest decline over 3 years | -71.59% | -57.06% | -14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -77.69% | -57.06% | -20.63% |
Max Drawdown (10Y)Largest decline over 10 years | -79.99% | -57.06% | -22.93% |
Current DrawdownCurrent decline from peak | -76.22% | -27.33% | -48.89% |
Average DrawdownAverage peak-to-trough decline | -42.50% | -15.57% | -26.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.31% | 26.06% | +16.25% |
Volatility
WPP vs. TATYY - Volatility Comparison
The current volatility for WPP plc (WPP) is 13.71%, while Tate & Lyle PLC ADR (TATYY) has a volatility of 39.19%. This indicates that WPP experiences smaller price fluctuations and is considered to be less risky than TATYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPP | TATYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 39.19% | -25.48% |
Volatility (6M)Calculated over the trailing 6-month period | 32.91% | 44.51% | -11.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.22% | 57.38% | -9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.80% | 38.13% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 34.16% | +0.96% |
Dividends
WPP vs. TATYY - Dividend Comparison
WPP's dividend yield for the trailing twelve months is around 5.79%, more than TATYY's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATYY Tate & Lyle PLC ADR | 3.57% | 5.27% | 3.03% | 2.90% | 19.44% | 4.72% | 3.74% | 3.67% | 4.18% | 3.64% | 3.81% | 0.00% |
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
WPP vs. TATYY - Financials Comparison
This section allows you to compare key financial metrics between WPP plc and Tate & Lyle PLC ADR. 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
WPP vs. TATYY - Profitability Comparison
WPP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WPP plc reported a gross profit of 1.31B and revenue of 6.89B. Therefore, the gross margin over that period was 19.0%.
TATYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported a gross profit of 0.00 and revenue of 996.75M. Therefore, the gross margin over that period was 0.0%.
WPP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WPP plc reported an operating income of 161.00M and revenue of 6.89B, resulting in an operating margin of 2.3%.
TATYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported an operating income of 83.23M and revenue of 996.75M, resulting in an operating margin of 8.4%.
WPP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WPP plc reported a net income of -259.00M and revenue of 6.89B, resulting in a net margin of -3.8%.
TATYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tate & Lyle PLC ADR reported a net income of 41.62M and revenue of 996.75M, resulting in a net margin of 4.2%.
Frequently Asked Questions
WPP and TATYY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TATYY has higher volatility (39.19%) compared to WPP (13.71%). In terms of maximum drawdown, WPP dropped -95.30% vs TATYY's -57.06%.
TATYY currently has the higher Sharpe Ratio (0.03 vs -1.07), 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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