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CCH.L vs. IJPH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCH.L vs. IJPH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Coca Cola HBC AG (CCH.L) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CCH.L is traded in GBp, while IJPH.L is traded in GBP. To make them comparable, the IJPH.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CCH.L achieves a 13.01% return, which is significantly lower than IJPH.L's 19.91% return. Both investments have delivered pretty close results over the past 10 years, with CCH.L having a 15.40% annualized return and IJPH.L not far behind at 14.77%.


CCH.L

1D
1.00%
1M
1.39%
YTD
13.01%
6M
17.85%
1Y
10.81%
3Y*
24.32%
5Y*
13.75%
10Y*
15.40%

IJPH.L

1D
-0.37%
1M
6.95%
YTD
19.91%
6M
21.68%
1Y
52.45%
3Y*
28.46%
5Y*
20.45%
10Y*
14.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCH.L vs. IJPH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCH.L
Coca Cola HBC AG
13.01%43.89%22.12%20.07%-20.11%9.79%-4.81%12.76%3.22%38.99%
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
19.91%29.38%23.82%34.19%-4.30%11.94%9.27%15.95%-15.90%19.46%

Correlation

The correlation between CCH.L and IJPH.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2013

0.29

Over the past year, the correlation between CCH.L and IJPH.L has dropped to 0.07 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

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Return for Risk

CCH.L vs. IJPH.L — Risk / Return Rank

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

CCH.L
CCH.L Risk / Return Rank: 5454
Overall Rank
CCH.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CCH.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CCH.L Omega Ratio Rank: 5050
Omega Ratio Rank
CCH.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
CCH.L Martin Ratio Rank: 5555
Martin Ratio Rank

IJPH.L
IJPH.L Risk / Return Rank: 8585
Overall Rank
IJPH.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IJPH.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
IJPH.L Omega Ratio Rank: 8282
Omega Ratio Rank
IJPH.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IJPH.L Martin Ratio Rank: 8888
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.

CCH.L vs. IJPH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca Cola HBC AG (CCH.L) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L). 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.


CCH.LIJPH.LDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.88

Omega ratioGain probability vs. loss probability

1.11

1.49

-0.38

Calmar ratioReturn relative to maximum drawdown

0.60

5.41

-4.82

Martin ratioReturn relative to average drawdown

1.25

19.27

-18.02

CCH.L vs. IJPH.L - Sharpe Ratio Comparison

The current CCH.L Sharpe Ratio is 0.48, which is lower than the IJPH.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of CCH.L and IJPH.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CCH.LIJPH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

2.62

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.07

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.77

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.73

-0.35

Drawdowns

CCH.L vs. IJPH.L - Drawdown Comparison

The maximum CCH.L drawdown since its inception was -48.45%, which is greater than IJPH.L's maximum drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for CCH.L and IJPH.L.


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Drawdown Indicators


CCH.LIJPH.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-34.55%

-13.90%

Max Drawdown (1Y)

Largest decline over 1 year

-18.05%

-9.64%

-8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-18.05%

-21.95%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-47.54%

-21.95%

-25.59%

Max Drawdown (10Y)

Largest decline over 10 years

-48.45%

-34.55%

-13.90%

Current Drawdown

Current decline from peak

-10.48%

-0.37%

-10.11%

Average Drawdown

Average peak-to-trough decline

-14.56%

-7.42%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.65%

2.71%

+5.94%

Volatility

CCH.L vs. IJPH.L - Volatility Comparison

Coca Cola HBC AG (CCH.L) has a higher volatility of 6.61% compared to iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) at 3.51%. This indicates that CCH.L's price experiences larger fluctuations and is considered to be riskier than IJPH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCH.LIJPH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

3.51%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

15.39%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

19.98%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

19.01%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.24%

19.24%

+7.00%

Dividends

CCH.L vs. IJPH.L - Dividend Comparison

CCH.L's dividend yield for the trailing twelve months is around 2.45%, while IJPH.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CCH.L
Coca Cola HBC AG
2.45%2.32%2.94%2.93%3.11%2.17%2.26%8.67%1.91%1.57%1.95%2.15%
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CCH.L and IJPH.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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