CDFF.L vs. TW.L

Last updated Jun 5, 2026

CDFF.L (Cardiff Property plc) and TW.L (Taylor Wimpey PLC) are both stocks. CDFF.L operates in Real Estate - Services (Real Estate), while TW.L operates in Residential Construction (Consumer Cyclical). Over the past 10 years, CDFF.L returned 14.49%/yr vs -1.11%/yr for TW.L. At a 0.01 correlation, their price movements are largely independent.

Performance

CDFF.L vs. TW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Cardiff Property plc (CDFF.L) and Taylor Wimpey PLC (TW.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CDFF.L achieves a 2.99% return, which is significantly higher than TW.L's -25.71% return. Over the past 10 years, CDFF.L has outperformed TW.L with an annualized return of 14.49%, while TW.L has yielded a comparatively lower -1.11% annualized return.

CDFF.L

• 1D: 0.00%
• 1M: 0.36%
• YTD: 2.99%
• 6M: 2.99%
• 1Y: 6.95%
• 3Y*: 5.27%
• 5Y*: 24.51%
• 10Y*: 14.49%

TW.L

• 1D: 1.15%
• 1M: -2.38%
• YTD: -25.71%
• 6M: -21.67%
• 1Y: -26.79%
• 3Y*: -6.29%
• 5Y*: -7.91%
• 10Y*: -1.11%

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

CDFF.L vs. TW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CDFF.L Cardiff Property plc	2.99%	11.25%	7.57%	-4.13%	128.53%	20.05%	1.01%	-1.89%	2.94%	13.28%
TW.L Taylor Wimpey PLC	-25.71%	-3.91%	-11.37%	57.04%	-36.73%	11.45%	-4.62%	58.59%	-28.42%	44.27%

Correlation

The correlation between CDFF.L and TW.L is 0.02, 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	0.02
Correlation (3Y) Calculated over the trailing 3-year period	-0.06
Correlation (5Y) Calculated over the trailing 5-year period	-0.00
Correlation (10Y) Calculated over the trailing 10-year period	0.02
Correlation (All Time) Calculated using the full available price history since Jan 13, 2000	0.01

Fundamentals

EPS CDFF.L : £2.38 TW.L : £0.09
PE Ratio CDFF.L : 11.57 TW.L : 8.58
PS Ratio CDFF.L : 14.03 TW.L : 0.38
Total Revenue (TTM) CDFF.L : £2.00M TW.L : £7.25B
Gross Profit (TTM) CDFF.L : £2.05M TW.L : £1.31B
EBITDA (TTM) CDFF.L : £1.32M TW.L : £854.90M

Return for Risk

CDFF.L vs. TW.L — Risk / Return Rank

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

TW.L

TW.L Risk / Return Rank: 7
TW.L Sharpe Ratio Rank: 5
TW.L Sortino Ratio Rank: 7
TW.L Omega Ratio Rank: 9
TW.L Calmar Ratio Rank: 11
TW.L Martin Ratio Rank: 5

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.

CDFF.L vs. TW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardiff Property plc (CDFF.L) and Taylor Wimpey PLC (TW.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.

	CDFF.L	TW.L	Difference
Sharpe ratio: Return per unit of total volatility	1.60	-0.98	+2.58
Sortino ratio: Return per unit of downside risk	—	-1.36	—
Omega ratio: Gain probability vs. loss probability	—	0.84	—
Calmar ratio: Return relative to maximum drawdown	—	-0.81	—
Martin ratio: Return relative to average drawdown	—	-1.54	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CDFF.L vs. TW.L - Sharpe Ratio Comparison

The current CDFF.L Sharpe Ratio is 1.60, which is higher than the TW.L Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of CDFF.L and TW.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.

Sharpe Ratios by Period

	CDFF.L	TW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	-0.98	+2.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	-0.28	+0.86
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	-0.03	+0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.03	+0.55

Drawdowns

CDFF.L vs. TW.L - Drawdown Comparison

The maximum CDFF.L drawdown since its inception was -64.04%, smaller than the maximum TW.L drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for CDFF.L and TW.L.

Drawdown Indicators

	CDFF.L	TW.L	Difference
Max Drawdown Largest peak-to-trough decline	-64.04%	-98.99%	+34.95%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-32.99%	+32.99%
Max Drawdown (3Y) Largest decline over 3 years	-6.12%	-48.12%	+42.00%
Max Drawdown (5Y) Largest decline over 5 years	-9.02%	-50.58%	+41.56%
Max Drawdown (10Y) Largest decline over 10 years	-10.00%	-56.37%	+46.37%
Current Drawdown Current decline from peak	0.00%	-47.51%	+47.51%
Average Drawdown Average peak-to-trough decline	-7.44%	-42.00%	+34.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	17.37%	-17.37%

Volatility

CDFF.L vs. TW.L - Volatility Comparison

The current volatility for Cardiff Property plc (CDFF.L) is 0.36%, while Taylor Wimpey PLC (TW.L) has a volatility of 8.39%. This indicates that CDFF.L experiences smaller price fluctuations and is considered to be less risky than TW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CDFF.L	TW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.36%	8.39%	-8.03%
Volatility (6M) Calculated over the trailing 6-month period	2.00%	20.75%	-18.75%
Volatility (1Y) Calculated over the trailing 1-year period	4.32%	27.22%	-22.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.05%	28.71%	+13.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.17%	34.65%	-4.48%

Dividends

CDFF.L vs. TW.L - Dividend Comparison

CDFF.L's dividend yield for the trailing twelve months is around 1.09%, less than TW.L's 9.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CDFF.L Cardiff Property plc	1.09%	0.91%	0.92%	0.91%	42.34%	0.87%	1.00%	0.97%	0.90%	0.83%	0.88%	1.01%
TW.L Taylor Wimpey PLC	9.87%	8.68%	7.85%	6.51%	8.91%	4.72%	8.92%	9.48%	11.21%	6.68%	7.11%	4.67%

Financials

Frequently Asked Questions

Can I hold both CDFF.L and TW.L in my portfolio?

CDFF.L and TW.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.