AEP.L vs. EICOX

Last updated Jun 4, 2026

AEP.L (Anglo-Eastern Plantations plc) is a stock, while EICOX (Eaton Vance Emerging and Frontier Countries Equity Fund) is Emerging Markets Diversified fund managed by Eaton Vance. Over the past 10 years, AEP.L returned 15.17%/yr vs 14.48%/yr for EICOX. At a 0.06 correlation, their price movements are largely independent.

Performance

AEP.L vs. EICOX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Anglo-Eastern Plantations plc (AEP.L) and Eaton Vance Emerging and Frontier Countries Equity Fund (EICOX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, AEP.L achieves a 19.71% return, which is significantly lower than EICOX's 27.81% return. Both investments have delivered pretty close results over the past 10 years, with AEP.L having a 15.17% annualized return and EICOX not far behind at 14.48%.

AEP.L

• 1D: -0.97%
• 1M: -7.87%
• YTD: 19.71%
• 6M: 18.84%
• 1Y: 120.34%
• 3Y*: 30.58%
• 5Y*: 23.52%
• 10Y*: 15.17%

EICOX

• 1D: 0.28%
• 1M: 11.46%
• YTD: 27.81%
• 6M: 30.70%
• 1Y: 52.82%
• 3Y*: 25.67%
• 5Y*: 17.13%
• 10Y*: 14.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AEP.L vs. EICOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AEP.L Anglo-Eastern Plantations plc	19.71%	124.03%	-0.64%	-12.84%	11.63%	23.64%	1.65%	1.53%	-25.84%	14.42%
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund	27.81%	23.73%	13.95%	19.49%	-4.44%	14.50%	10.13%	8.31%	-9.51%	20.05%

Correlation

The correlation between AEP.L and EICOX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015	0.06

The correlation between AEP.L and EICOX shifts across timeframes, from 0.06 (10 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AEP.L vs. EICOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEP.L

AEP.L Risk / Return Rank: 91
AEP.L Sharpe Ratio Rank: 93
AEP.L Sortino Ratio Rank: 88
AEP.L Omega Ratio Rank: 93
AEP.L Calmar Ratio Rank: 88
AEP.L Martin Ratio Rank: 96

EICOX

EICOX Risk / Return Rank: 87
EICOX Sharpe Ratio Rank: 94
EICOX Sortino Ratio Rank: 87
EICOX Omega Ratio Rank: 90
EICOX Calmar Ratio Rank: 84
EICOX Martin Ratio Rank: 81

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.

AEP.L vs. EICOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo-Eastern Plantations plc (AEP.L) and Eaton Vance Emerging and Frontier Countries Equity Fund (EICOX). 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.

	AEP.L	EICOX	Difference
Sharpe ratio: Return per unit of total volatility	2.71	3.67	-0.96
Sortino ratio: Return per unit of downside risk	3.00	4.65	-1.65
Omega ratio: Gain probability vs. loss probability	1.51	1.74	-0.23
Calmar ratio: Return relative to maximum drawdown	4.08	4.58	-0.50
Martin ratio: Return relative to average drawdown	21.46	16.95	+4.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AEP.L vs. EICOX - Sharpe Ratio Comparison

The current AEP.L Sharpe Ratio is 2.71, which is comparable to the EICOX Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of AEP.L and EICOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AEP.L	EICOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	3.67	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	1.38	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	1.06	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.85	-0.48

Drawdowns

AEP.L vs. EICOX - Drawdown Comparison

The maximum AEP.L drawdown since its inception was -73.29%, which is greater than EICOX's maximum drawdown of -27.50%. Use the drawdown chart below to compare losses from any high point for AEP.L and EICOX.

Drawdown Indicators

	AEP.L	EICOX	Difference
Max Drawdown Largest peak-to-trough decline	-73.29%	-27.50%	-45.79%
Max Drawdown (1Y) Largest decline over 1 year	-29.34%	-11.69%	-17.65%
Max Drawdown (3Y) Largest decline over 3 years	-29.34%	-12.73%	-16.61%
Max Drawdown (5Y) Largest decline over 5 years	-33.46%	-12.73%	-20.73%
Max Drawdown (10Y) Largest decline over 10 years	-61.83%	-27.50%	-34.33%
Current Drawdown Current decline from peak	-27.75%	0.00%	-27.75%
Average Drawdown Average peak-to-trough decline	-23.39%	-5.34%	-18.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.59%	3.15%	+2.44%

Volatility

AEP.L vs. EICOX - Volatility Comparison

Anglo-Eastern Plantations plc (AEP.L) has a higher volatility of 31.52% compared to Eaton Vance Emerging and Frontier Countries Equity Fund (EICOX) at 6.71%. This indicates that AEP.L's price experiences larger fluctuations and is considered to be riskier than EICOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEP.L	EICOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.52%	6.71%	+24.81%
Volatility (6M) Calculated over the trailing 6-month period	37.23%	12.88%	+24.35%
Volatility (1Y) Calculated over the trailing 1-year period	44.38%	14.60%	+29.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.29%	12.49%	+20.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.41%	13.66%	+20.75%

Dividends

AEP.L vs. EICOX - Dividend Comparison

AEP.L's dividend yield for the trailing twelve months is around 4.01%, more than EICOX's 2.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AEP.L Anglo-Eastern Plantations plc	4.01%	4.80%	1.81%	4.78%	0.51%	0.10%	0.07%	0.40%	0.53%	0.39%	0.26%	0.56%
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund	2.89%	3.68%	2.02%	1.95%	5.72%	2.71%	0.10%	2.00%	2.95%	0.00%	0.59%	2.35%

Frequently Asked Questions

Can I hold both AEP.L and EICOX in my portfolio?

AEP.L and EICOX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.