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CPP.L vs. IPAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPP.L vs. IPAV - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CPPGroup plc (CPP.L) and Global X Infrastructure Development ex-U.S. ETF (IPAV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CPP.L is traded in GBp, while IPAV is traded in USD. To make them comparable, the IPAV values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CPP.L achieves a -70.21% return, which is significantly lower than IPAV's 6.30% return.


CPP.L

1D
-20.75%
1M
-65.71%
6M
-74.23%
YTD
-70.21%
1Y
-82.72%
3Y*
-51.54%
5Y*
-45.45%
10Y*
-28.56%
ALL TIME*
-34.95%

IPAV

1D
-0.45%
1M
-8.17%
6M
2.11%
YTD
6.30%
1Y
14.44%
3Y*
5Y*
10Y*
ALL TIME*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPP.L vs. IPAV - Yearly Performance Comparison


2026 (YTD)20252024
CPP.L
CPPGroup plc
-70.21%-36.49%-23.45%
IPAV
Global X Infrastructure Development ex-U.S. ETF
6.30%20.52%-1.81%

Correlation

The correlation between CPP.L and IPAV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2024

0.13

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Return for Risk

CPP.L vs. IPAV — Risk / Return Rank

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

CPP.L
CPP.L Risk / Return Rank: 44
Overall Rank
CPP.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CPP.L Sortino Ratio Rank: 44
Sortino Ratio Rank
CPP.L Omega Ratio Rank: 11
Omega Ratio Rank
CPP.L Calmar Ratio Rank: 55
Calmar Ratio Rank
CPP.L Martin Ratio Rank: 44
Martin Ratio Rank

IPAV
IPAV Risk / Return Rank: 2929
Overall Rank
IPAV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IPAV Sortino Ratio Rank: 3030
Sortino Ratio Rank
IPAV Omega Ratio Rank: 2929
Omega Ratio Rank
IPAV Calmar Ratio Rank: 2828
Calmar Ratio Rank
IPAV Martin Ratio Rank: 2929
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.

CPP.L vs. IPAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CPPGroup plc (CPP.L) and Global X Infrastructure Development ex-U.S. ETF (IPAV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CPP.LIPAVDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-3.26

Omega ratioGain probability vs. loss probability

0.63

1.18

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.95

1.08

-2.02

Martin ratioReturn relative to average drawdown

-1.60

3.45

-5.05

CPP.L vs. IPAV - Sharpe Ratio Comparison

The current CPP.L Sharpe Ratio is -1.00, which is lower than the IPAV Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CPP.L and IPAV, 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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Drawdowns

CPP.L vs. IPAV - Drawdown Comparison

The maximum CPP.L drawdown since its inception was -99.93%, which is greater than IPAV's maximum drawdown of -13.48%. Use the drawdown chart below to compare losses from any high point for CPP.L and IPAV.


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Drawdown Indicators


CPP.LIPAVDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-13.48%

-86.45%

Max Drawdown (1Y)

Largest decline over 1 year

-87.04%

-13.48%

-73.56%

Max Drawdown (3Y)

Largest decline over 3 years

-88.74%

Max Drawdown (5Y)

Largest decline over 5 years

-95.48%

Max Drawdown (10Y)

Largest decline over 10 years

-98.61%

Current Drawdown

Current decline from peak

-99.93%

-10.51%

-89.42%

Average Drawdown

Average peak-to-trough decline

-90.12%

-2.36%

-87.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.70%

4.20%

+47.50%

Volatility

CPP.L vs. IPAV - Volatility Comparison

CPPGroup plc (CPP.L) has a higher volatility of 61.06% compared to Global X Infrastructure Development ex-U.S. ETF (IPAV) at 4.54%. This indicates that CPP.L's price experiences larger fluctuations and is considered to be riskier than IPAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPP.LIPAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.06%

4.54%

+56.52%

Volatility (6M)

Calculated over the trailing 6-month period

81.79%

14.19%

+67.60%

Volatility (1Y)

Calculated over the trailing 1-year period

83.13%

15.91%

+67.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.89%

15.94%

+42.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.87%

15.94%

+53.93%

Dividends

CPP.L vs. IPAV - Dividend Comparison

CPP.L has not paid dividends to shareholders, while IPAV's dividend yield for the trailing twelve months is around 1.54%.


PositionTTM20252024202320222021
CPP.L
CPPGroup plc
0.00%0.00%0.00%0.00%6.82%8.45%
IPAV
Global X Infrastructure Development ex-U.S. ETF
1.54%1.29%0.31%0.00%0.00%0.00%

Frequently Asked Questions


CPP.L and IPAV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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