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Chrysalis Investments Ltd (CHRY.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

GG00BGJYPP46

Sector

Financial Services

Highlights

Market Cap

£584.92M

EPS (TTM)

-£0.86

PE Ratio

14.86

Total Revenue (TTM)

-£25.36M

Gross Profit (TTM)

-£26.01M

EBITDA (TTM)

£76.30M

Year Range

£67.10 - £143.37

Target Price

£117.00

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Chrysalis Investments Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
42.01%
14.63%
CHRY.L (Chrysalis Investments Ltd)
Benchmark (^GSPC)

Returns By Period

Chrysalis Investments Ltd had a return of -2.96% year-to-date (YTD) and 22.57% in the last 12 months.


CHRY.L

YTD

-2.96%

1M

6.50%

6M

42.01%

1Y

22.57%

5Y*

-3.89%

10Y*

N/A

^GSPC (Benchmark)

YTD

2.90%

1M

3.70%

6M

10.94%

1Y

22.18%

5Y*

12.41%

10Y*

11.21%

*Annualized

Monthly Returns

The table below presents the monthly returns of CHRY.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-4.81%-2.96%
20244.12%9.52%-6.32%-1.45%-1.22%-5.82%8.41%-3.15%16.77%-8.57%12.90%12.15%39.00%
202312.74%-23.99%-10.93%1.87%17.73%-2.56%8.89%-5.89%-11.52%-10.77%24.50%12.45%1.04%
2022-20.00%-11.22%1.72%-8.47%-16.42%-23.04%0.96%-31.65%-14.19%-8.91%21.71%12.43%-68.61%
20214.26%3.57%-3.62%1.02%3.80%20.00%1.63%10.40%-3.26%-5.99%-5.18%2.94%30.42%
20204.06%-9.38%-24.14%10.45%16.26%1.33%13.54%8.46%2.84%-2.07%7.75%22.88%52.85%
20190.00%3.88%4.67%3.57%1.29%4.68%7.72%-0.38%-6.06%-6.45%4.31%1.65%19.42%
2018-0.00%-0.48%-0.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHRY.L is 62, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHRY.L is 6262
Overall Rank
The Sharpe Ratio Rank of CHRY.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CHRY.L is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CHRY.L is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CHRY.L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CHRY.L is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Chrysalis Investments Ltd (CHRY.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CHRY.L, currently valued at 0.26, compared to the broader market-2.000.002.004.000.261.59
The chart of Sortino ratio for CHRY.L, currently valued at 1.17, compared to the broader market-6.00-4.00-2.000.002.004.001.172.16
The chart of Omega ratio for CHRY.L, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.29
The chart of Calmar ratio for CHRY.L, currently valued at 0.31, compared to the broader market0.002.004.006.000.312.40
The chart of Martin ratio for CHRY.L, currently valued at 0.59, compared to the broader market0.0010.0020.0030.000.599.79
CHRY.L
^GSPC

The current Chrysalis Investments Ltd Sharpe ratio is 0.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Chrysalis Investments Ltd with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.26
1.52
CHRY.L (Chrysalis Investments Ltd)
Benchmark (^GSPC)

Dividends

Dividend History


Chrysalis Investments Ltd doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-62.17%
-2.19%
CHRY.L (Chrysalis Investments Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Chrysalis Investments Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Chrysalis Investments Ltd was 81.95%, occurring on Mar 28, 2023. The portfolio has not yet recovered.

The current Chrysalis Investments Ltd drawdown is 62.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.95%Sep 7, 2021395Mar 28, 2023
-50.18%Aug 15, 2019152Mar 19, 2020108Aug 24, 2020260
-16.88%Sep 16, 202034Nov 2, 202032Dec 16, 202066
-16.45%Feb 16, 202164May 19, 202121Jun 18, 202185
-11.61%Jun 29, 202115Jul 19, 202116Aug 10, 202131

Volatility

Volatility Chart

The current Chrysalis Investments Ltd volatility is 8.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.30%
4.04%
CHRY.L (Chrysalis Investments Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Chrysalis Investments Ltd over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Chrysalis Investments Ltd.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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