CLDN.L vs. LWDB.L
Compare and contrast key facts about Caledonia Investments (CLDN.L) and Law Debenture Corp (LWDB.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLDN.L or LWDB.L.
Key characteristics
| CLDN.L | LWDB.L | |
|---|---|---|
| YTD Return | -3.51% | 12.18% |
| 1Y Return | -0.48% | 16.45% |
| 3Y Return (Ann) | -0.13% | 7.46% |
| 5Y Return (Ann) | 5.30% | 12.54% |
| 10Y Return (Ann) | 6.93% | 9.09% |
| Sharpe Ratio | -0.11 | 1.02 |
| Sortino Ratio | -0.04 | 1.52 |
| Omega Ratio | 1.00 | 1.18 |
| Calmar Ratio | -0.10 | 1.64 |
| Martin Ratio | -0.31 | 5.53 |
| Ulcer Index | 6.15% | 2.60% |
| Daily Std Dev | 17.73% | 14.17% |
| Max Drawdown | -49.91% | -52.78% |
| Current Drawdown | -13.25% | -4.04% |
Fundamentals
| CLDN.L | LWDB.L | |
|---|---|---|
| Market Cap | £1.84B | £1.15B |
| EPS | £3.69 | £1.08 |
| PE Ratio | 9.16 | 8.07 |
| Total Revenue (TTM) | £114.20M | £201.31M |
| Gross Profit (TTM) | £99.40M | £190.94M |
| EBITDA (TTM) | £101.05M | £150.76M |
Correlation
The correlation between CLDN.L and LWDB.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CLDN.L vs. LWDB.L - Performance Comparison
In the year-to-date period, CLDN.L achieves a -3.51% return, which is significantly lower than LWDB.L's 12.18% return. Over the past 10 years, CLDN.L has underperformed LWDB.L with an annualized return of 6.93%, while LWDB.L has yielded a comparatively higher 9.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CLDN.L vs. LWDB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caledonia Investments (CLDN.L) and Law Debenture Corp (LWDB.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.
Dividends
CLDN.L vs. LWDB.L - Dividend Comparison
CLDN.L's dividend yield for the trailing twelve months is around 2.08%, less than LWDB.L's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLDN.L Caledonia Investments | 2.08% | 1.92% | 6.66% | 1.56% | 2.14% | 1.91% | 2.04% | 5.51% | 2.05% | 2.15% | 0.02% | 2.51% |
LWDB.L Law Debenture Corp | 3.76% | 3.95% | 3.91% | 3.52% | 5.64% | 3.00% | 3.30% | 2.70% | 3.06% | 1.07% | 0.03% | 2.69% |
Drawdowns
CLDN.L vs. LWDB.L - Drawdown Comparison
The maximum CLDN.L drawdown since its inception was -49.91%, smaller than the maximum LWDB.L drawdown of -52.78%. Use the drawdown chart below to compare losses from any high point for CLDN.L and LWDB.L. For additional features, visit the drawdowns tool.
Volatility
CLDN.L vs. LWDB.L - Volatility Comparison
The current volatility for Caledonia Investments (CLDN.L) is 4.95%, while Law Debenture Corp (LWDB.L) has a volatility of 5.51%. This indicates that CLDN.L experiences smaller price fluctuations and is considered to be less risky than LWDB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CLDN.L vs. LWDB.L - Financials Comparison
This section allows you to compare key financial metrics between Caledonia Investments and Law Debenture Corp. 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