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BBOX.L vs. O
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

BBOX.L vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tritax Big Box REIT plc (BBOX.L) and undefined (O). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%OctoberNovemberDecember2025FebruaryMarch
159.40%
131.34%
BBOX.L
O

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Risk-Adjusted Performance

BBOX.L vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tritax Big Box REIT plc (BBOX.L) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for BBOX.L, currently valued at 0.03, compared to the broader market-3.00-2.00-1.000.001.002.003.000.030.85
The chart of Sortino ratio for BBOX.L, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.221.23
The chart of Omega ratio for BBOX.L, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.16
The chart of Calmar ratio for BBOX.L, currently valued at 0.02, compared to the broader market0.001.002.003.004.005.000.020.58
The chart of Martin ratio for BBOX.L, currently valued at 0.07, compared to the broader market0.005.0010.0015.0020.000.071.75
BBOX.L
O


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.03
0.85
BBOX.L
O

Drawdowns

BBOX.L vs. O - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-37.62%
-12.85%
BBOX.L
O

Volatility

BBOX.L vs. O - Volatility Comparison

Tritax Big Box REIT plc (BBOX.L) has a higher volatility of 6.55% compared to undefined (O) at 5.72%. This indicates that BBOX.L's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2025FebruaryMarch
6.55%
5.72%
BBOX.L
O
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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