PortfoliosLab logoPortfoliosLab logo
TP ICAP Group PLC (TCAP.L)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

IPO Date
Mar 26, 2007

Highlights

Market Cap
£2.13B
Enterprise Value
£2.29B
EPS (TTM)
£0.46
PE Ratio
6.08
PEG Ratio
0.01
Total Revenue (TTM)
£4.61B
Gross Profit (TTM)
£4.58B
EBITDA (TTM)
£1.17B
Year Range
£2.17 - £3.15
ROA (TTM)
4.32%
ROE (TTM)
17.48%

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


TP ICAP Group PLC

Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Different Benchmark Currency

TCAP.L is traded in GBp, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBp using the latest available exchange rates.

Returns By Period

TP ICAP Group PLC (TCAP.L) has returned 7.71% so far this year and 15.23% over the past 12 months.


TP ICAP Group PLC

1D
1.08%
1M
12.02%
YTD
7.71%
6M
3.71%
1Y
15.23%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.72%
1M
-2.48%
YTD
-2.04%
6M
-0.40%
1Y
14.09%
3Y*
14.43%
5Y*
11.36%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 26, 2007, TCAP.L's average daily return is 0.00%, while the average monthly return is -0.03%.

Historically, 51% of months were positive and 49% were negative. The best month was Mar 2009 with a return of +63.0%, while the worst month was Sep 2023 at -192.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TCAP.L closed higher 49% of trading days. The best single day was Mar 10, 2009 with a return of +25.9%, while the worst single day was Sep 26, 2023 at -188.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.73%-0.78%7.31%2.95%7.71%
20255.62%-4.22%-1.15%4.56%2.34%3.81%12.48%-9.46%-0.72%-2.88%-3.05%1.96%7.82%
2024-3.79%-4.74%25.81%-3.51%5.54%-8.77%10.86%9.71%-2.67%-3.09%16.93%-1.71%41.23%
20231.20%9.29%-6.68%-1.25%-10.93%-0.20%5.16%3.90%-192.50%-7.64%17.89%5.45%-205.12%
2022-8.19%-14.48%23.69%-7.72%-1.44%-13.55%5.97%29.33%27.36%-4.01%-4.89%-0.29%21.33%
2021-6.38%20.75%1.44%-1.56%-9.95%-8.73%0.12%3.89%-19.51%-2.73%-18.33%20.39%-25.71%

Benchmark Metrics

TP ICAP Group PLC has an annualized alpha of -4.24%, beta of 0.44, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since March 27, 2007.

  • Beta of 0.44 may look defensive, but with R² of 0.02 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.02 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-4.24%
Beta
0.44
0.02
Upside Capture
53.42%

Return for Risk

Risk / Return Rank

TCAP.L ranks 56 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TCAP.L Risk / Return Rank: 5656
Overall Rank
TCAP.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TCAP.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
TCAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
TCAP.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
TCAP.L Martin Ratio Rank: 5454
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TP ICAP Group PLC (TCAP.L) and compare them to a chosen benchmark (S&P 500 Index).


TCAP.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.75

-0.18

Sortino ratio

Return per unit of downside risk

0.98

1.17

-0.19

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.86

1.22

-0.35

Martin ratio

Return relative to average drawdown

1.49

4.75

-3.26

Explore TCAP.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

TP ICAP Group PLC provided a 5.90% dividend yield over the last twelve months, with an annual payout of £0.17 per share.


0.00%50.00%100.00%150.00%200.00%£0.00£1.00£2.00£3.00£4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend£0.17£0.17£0.15£3.71£0.10£0.06£0.15£0.15£0.15£0.05£0.25£0.15

Dividend yield

5.90%6.36%5.74%189.84%5.73%3.93%7.07%4.12%5.60%1.05%6.49%4.53%

Monthly Dividends

The table displays the monthly dividend distributions for TP ICAP Group PLC. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.00£0.00£0.00
2025£0.00£0.00£0.00£0.11£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.17
2024£0.00£0.00£0.00£0.10£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.15
2023£0.00£0.00£0.00£0.08£0.00£0.00£0.00£0.00£3.63£0.00£0.00£0.00£3.71
2022£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.10
2021£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.04£0.00£0.00£0.00£0.06

Dividend Yield & Payout


Dividend Yield

TP ICAP Group PLC has a dividend yield of 5.90%, which means its dividend payment is significantly above the market average.

Payout Ratio

TP ICAP Group PLC has a payout ratio of 66.01%, which is quite average when compared to the overall market. This suggests that TP ICAP Group PLC strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the TP ICAP Group PLC. 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 TP ICAP Group PLC was 186.07%, occurring on Jul 24, 2025. The portfolio has not yet recovered.

The current TP ICAP Group PLC drawdown is 178.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-186.07%Jan 30, 20181890Jul 24, 2025
-78.01%Feb 5, 2008243Jan 20, 20091558Mar 20, 20151801
-30.46%Aug 7, 2015224Jun 27, 201653Sep 9, 2016277
-29.96%May 18, 200764Aug 16, 2007116Jan 31, 2008180
-14.42%Sep 12, 201615Sep 30, 201626Nov 7, 201641

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how TP ICAP Group PLC is priced in the market compared to other companies in the Capital Markets industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for TCAP.L, comparing it with other companies in the Capital Markets industry. Currently, TCAP.L has a P/E ratio of 6.1. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for TCAP.L compared to other companies in the Capital Markets industry. TCAP.L currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for TCAP.L relative to other companies in the Capital Markets industry. Currently, TCAP.L has a P/S ratio of 0.5. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for TCAP.L in comparison with other companies in the Capital Markets industry. Currently, TCAP.L has a P/B value of 1.1. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

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
Portfolio Analyzer

Build a portfolio with TCAP.L

Add TP ICAP Group PLC to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with TCAP.L