GCP.L's Sortino Ratio of 1.84 indicates that for each unit of downside volatility, it generates 1.84 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 21, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
GCP.L Sortino Ratio Rank
GCP.L ranks above 77.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
GCP.L Sortino Ratio Market Positioning
The chart shows GCP.L's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): -0.40 or lower
- Yellow zone (middle 50%): -0.40 to 1.72
- Green zone (top 25%): 1.72 or higher
- Top 1%: 5.78+
- Median: 0.60 — half of all investments score higher
How it compares to other similar stocks
The table compares GCP Infrastructure Investments Limited's Sortino Ratio with other stocks in the Collective Investments industry across multiple time periods, showing how GCP.L's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 21, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MYI.L | Murray International Trust | 3.70 | |||
| IBT.L | International Biotechnology Trust plc | 3.65 | |||
| NAIT.L | The North American Income Trust plc | 3.46 | |||
| BSRT.L | Baker Steel Resources Trust | 3.23 | |||
| PCT.L | Polar Capital Technology Trust | 3.17 | |||
| MNTN.L | Schiehallion Fund Ltd | 3.02 | |||
| CCJI.L | CC Japan Income and Growth Trust plc | 2.89 | |||
| PCGH.L | Polar Capital Global Healthcare Trust plc | 2.81 | |||
| AAIF.L | abrdn Asian Income Fund Limited | 2.80 | |||
| ATT.L | Allianz Technology Trust plc | 2.71 | |||
| GCP.L | GCP Infrastructure Investments Limited | 1.84 |
Historical Sortino Ratio
The chart shows GCP.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GCP.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does GCP.L fit in your portfolio?
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