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ESGL Holdings Limited Ordinary Shares (ESGL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorIndustrials
IndustryWaste Management

Highlights

Market Cap$5.46M
EPS-$0.25
Revenue (TTM)$5.17M
Gross Profit (TTM)$3.76M
EBITDA (TTM)-$698.74K
Year Range$0.40 - $13.38
Short Ratio0.09

Share Price Chart


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ESGL Holdings Limited Ordinary Shares

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ESGL Holdings Limited Ordinary Shares, 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%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
1.10%
22.03%
ESGL (ESGL Holdings Limited Ordinary Shares)
Benchmark (^GSPC)

S&P 500

Returns By Period

ESGL Holdings Limited Ordinary Shares had a return of -21.55% year-to-date (YTD) and -94.88% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-21.55%5.84%
1 month28.56%-2.98%
6 months0.92%22.02%
1 year-94.88%24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-32.47%-4.04%-4.63%
2023-67.43%0.00%67.68%-16.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ESGL is 10, indicating that it is in the bottom 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ESGL is 1010
ESGL Holdings Limited Ordinary Shares(ESGL)
The Sharpe Ratio Rank of ESGL is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of ESGL is 66Sortino Ratio Rank
The Omega Ratio Rank of ESGL is 66Omega Ratio Rank
The Calmar Ratio Rank of ESGL is 11Calmar Ratio Rank
The Martin Ratio Rank of ESGL is 1818Martin 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 ESGL Holdings Limited Ordinary Shares (ESGL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ESGL
Sharpe ratio
The chart of Sharpe ratio for ESGL, currently valued at -0.63, compared to the broader market-2.00-1.000.001.002.003.004.00-0.63
Sortino ratio
The chart of Sortino ratio for ESGL, currently valued at -1.67, compared to the broader market-4.00-2.000.002.004.006.00-1.67
Omega ratio
The chart of Omega ratio for ESGL, currently valued at 0.78, compared to the broader market0.501.001.500.78
Calmar ratio
The chart of Calmar ratio for ESGL, currently valued at -0.98, compared to the broader market0.002.004.006.00-0.98
Martin ratio
The chart of Martin ratio for ESGL, currently valued at -1.20, compared to the broader market0.0010.0020.0030.00-1.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current ESGL Holdings Limited Ordinary Shares Sharpe ratio is -0.63. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.63
2.05
ESGL (ESGL Holdings Limited Ordinary Shares)
Benchmark (^GSPC)

Dividends

Dividend History


ESGL Holdings Limited Ordinary Shares doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-95.24%
-3.92%
ESGL (ESGL Holdings Limited Ordinary Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ESGL Holdings Limited Ordinary Shares. 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 ESGL Holdings Limited Ordinary Shares was 96.42%, occurring on Mar 25, 2024. The portfolio has not yet recovered.

The current ESGL Holdings Limited Ordinary Shares drawdown is 95.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.42%Apr 4, 2023245Mar 25, 2024
-0.94%Mar 29, 20232Mar 30, 20232Apr 3, 20234
-0.5%Aug 19, 20221Aug 19, 202244Oct 21, 202245
-0.5%Oct 26, 20221Oct 26, 20228Nov 7, 20229
-0.4%Apr 19, 202217May 11, 202240Jul 11, 202257

Volatility

Volatility Chart

The current ESGL Holdings Limited Ordinary Shares volatility is 35.76%, 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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
35.76%
3.60%
ESGL (ESGL Holdings Limited Ordinary Shares)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of ESGL Holdings Limited Ordinary Shares over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items