AEP.L vs. UMI.BR
AEP.L (Anglo-Eastern Plantations plc) and UMI.BR (Umicore SA) are both stocks. AEP.L operates in Farm Products (Consumer Defensive), while UMI.BR operates in Pollution & Treatment Controls (Industrials). Over the past 10 years, AEP.L returned 14.66%/yr vs 3.65%/yr for UMI.BR. At a 0.10 correlation, their price movements are largely independent.
Performance
AEP.L vs. UMI.BR - Performance Comparison
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Different Trading Currencies
AEP.L is traded in GBp, while UMI.BR is traded in EUR. To make them comparable, the UMI.BR 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 11.97% return, which is significantly lower than UMI.BR's 31.02% return. Over the past 10 years, AEP.L has outperformed UMI.BR with an annualized return of 14.66%, while UMI.BR has yielded a comparatively lower 3.65% annualized return.
AEP.L
- 1D
- 1.86%
- 1M
- -22.68%
- YTD
- 11.97%
- 6M
- 15.34%
- 1Y
- 98.13%
- 3Y*
- 28.39%
- 5Y*
- 22.14%
- 10Y*
- 14.66%
UMI.BR
- 1D
- 0.00%
- 1M
- 5.65%
- YTD
- 31.02%
- 6M
- 49.84%
- 1Y
- 136.13%
- 3Y*
- -1.86%
- 5Y*
- -11.43%
- 10Y*
- 3.65%
AEP.L vs. UMI.BR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEP.L Anglo-Eastern Plantations plc | 11.97% | 124.03% | -0.64% | -12.84% | 11.63% | 23.64% | 1.64% | 1.54% | -25.84% | 14.42% |
UMI.BR Umicore SA | 31.02% | 95.17% | -60.17% | -27.08% | 3.23% | -13.17% | -3.64% | 20.36% | -9.38% | 57.41% |
Correlation
The correlation between AEP.L and UMI.BR 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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.10 |
The correlation between AEP.L and UMI.BR shifts across timeframes, from 0.09 (10 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AEP.L vs. UMI.BR — Risk / Return Rank
AEP.L
UMI.BR
AEP.L vs. UMI.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anglo-Eastern Plantations plc (AEP.L) and Umicore SA (UMI.BR). 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 | UMI.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 4.61 | -1.71 |
| Martin ratioReturn relative to average drawdown | 14.82 | 11.43 | +3.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEP.L | UMI.BR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.71 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.29 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.10 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.18 | +0.07 |
Drawdowns
AEP.L vs. UMI.BR - Drawdown Comparison
The maximum AEP.L drawdown since its inception was -68.81%, smaller than the maximum UMI.BR drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for AEP.L and UMI.BR.
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Drawdown Indicators
| AEP.L | UMI.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.81% | -86.29% | +17.48% |
Max Drawdown (1Y)Largest decline over 1 year | -33.66% | -29.16% | -4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -33.66% | -72.11% | +38.45% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -86.29% | +52.63% |
Max Drawdown (10Y)Largest decline over 10 years | -61.83% | -86.29% | +24.46% |
Current DrawdownCurrent decline from peak | -32.42% | -54.62% | +22.20% |
Average DrawdownAverage peak-to-trough decline | -23.58% | -26.65% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 11.84% | -5.24% |
Volatility
AEP.L vs. UMI.BR - Volatility Comparison
Anglo-Eastern Plantations plc (AEP.L) has a higher volatility of 30.89% compared to Umicore SA (UMI.BR) at 20.07%. This indicates that AEP.L's price experiences larger fluctuations and is considered to be riskier than UMI.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEP.L | UMI.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.89% | 20.07% | +10.82% |
Volatility (6M)Calculated over the trailing 6-month period | 37.71% | 35.75% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.65% | 49.56% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.03% | 38.62% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.09% | 36.52% | -2.43% |
Dividends
AEP.L vs. UMI.BR - Dividend Comparison
AEP.L's dividend yield for the trailing twelve months is around 4.28%, more than UMI.BR's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEP.L Anglo-Eastern Plantations plc | 4.28% | 4.80% | 1.81% | 4.78% | 0.51% | 0.10% | 0.07% | 0.41% | 0.52% | 0.39% | 0.00% | 0.00% |
UMI.BR Umicore SA | 2.19% | 1.40% | 6.92% | 2.77% | 2.33% | 2.10% | 0.64% | 1.79% | 2.08% | 2.48% | 4.80% | 5.17% |
Financials
AEP.L vs. UMI.BR - Financials Comparison
This section allows you to compare key financial metrics between Anglo-Eastern Plantations plc and Umicore SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AEP.L and UMI.BR 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.
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