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BILN.L vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BILN.L and DGRO is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

BILN.L vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Billington Holdings plc (BILN.L) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2025FebruaryMarch
267.26%
215.16%
BILN.L
DGRO

Key characteristics

Sharpe Ratio

BILN.L:

0.53

DGRO:

1.30

Sortino Ratio

BILN.L:

1.19

DGRO:

1.86

Omega Ratio

BILN.L:

1.16

DGRO:

1.23

Calmar Ratio

BILN.L:

0.64

DGRO:

2.08

Martin Ratio

BILN.L:

1.48

DGRO:

6.24

Ulcer Index

BILN.L:

12.14%

DGRO:

2.12%

Daily Std Dev

BILN.L:

34.01%

DGRO:

10.17%

Max Drawdown

BILN.L:

-71.43%

DGRO:

-35.10%

Current Drawdown

BILN.L:

-20.25%

DGRO:

-3.02%

Returns By Period

In the year-to-date period, BILN.L achieves a -11.00% return, which is significantly lower than DGRO's 2.05% return. Both investments have delivered pretty close results over the past 10 years, with BILN.L having a 11.79% annualized return and DGRO not far behind at 11.62%.


BILN.L

YTD

-11.00%

1M

-10.10%

6M

-11.88%

1Y

18.02%

5Y*

7.57%

10Y*

11.79%

DGRO

YTD

2.05%

1M

-1.09%

6M

3.79%

1Y

13.11%

5Y*

13.26%

10Y*

11.62%

*Annualized

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Risk-Adjusted Performance

BILN.L vs. DGRO — Risk-Adjusted Performance Rank

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

BILN.L
The Risk-Adjusted Performance Rank of BILN.L is 6969
Overall Rank
The Sharpe Ratio Rank of BILN.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BILN.L is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BILN.L is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BILN.L is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BILN.L is 6565
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 7575
Overall Rank
The Sharpe Ratio Rank of DGRO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BILN.L vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Billington Holdings plc (BILN.L) and iShares Core Dividend Growth ETF (DGRO). 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 BILN.L, currently valued at 0.71, compared to the broader market-3.00-2.00-1.000.001.002.003.000.710.76
The chart of Sortino ratio for BILN.L, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.431.12
The chart of Omega ratio for BILN.L, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.14
The chart of Calmar ratio for BILN.L, currently valued at 0.84, compared to the broader market0.001.002.003.004.005.000.841.24
The chart of Martin ratio for BILN.L, currently valued at 1.97, compared to the broader market-10.000.0010.0020.001.973.50
BILN.L
DGRO

The current BILN.L Sharpe Ratio is 0.53, which is lower than the DGRO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BILN.L and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.71
0.76
BILN.L
DGRO

Dividends

BILN.L vs. DGRO - Dividend Comparison

BILN.L's dividend yield for the trailing twelve months is around 4.49%, more than DGRO's 2.21% yield.


TTM20242023202220212020201920182017201620152014
BILN.L
Billington Holdings plc
4.35%4.00%3.41%1.09%1.81%0.00%3.64%4.36%3.54%2.45%0.96%0.00%
DGRO
iShares Core Dividend Growth ETF
2.28%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

BILN.L vs. DGRO - Drawdown Comparison

The maximum BILN.L drawdown since its inception was -71.43%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for BILN.L and DGRO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-16.23%
-6.01%
BILN.L
DGRO

Volatility

BILN.L vs. DGRO - Volatility Comparison

Billington Holdings plc (BILN.L) has a higher volatility of 6.25% compared to iShares Core Dividend Growth ETF (DGRO) at 3.74%. This indicates that BILN.L's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%OctoberNovemberDecember2025FebruaryMarch
6.25%
3.74%
BILN.L
DGRO
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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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