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

CPP.L vs. IYE

Last updated Jul 21, 2026
Documentation

CPP.L (CPPGroup plc) is a stock, while IYE (iShares U.S. Energy ETF) is Energy Equities fund tracking the Dow Jones U.S. Oil & Gas Index. Over the past 10 years, CPP.L returned -28.56%/yr vs 8.28%/yr for IYE. At a 0.03 correlation, their price movements are largely independent.

Performance

CPP.L vs. IYE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CPPGroup plc (CPP.L) and iShares U.S. Energy ETF (IYE). 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 IYE is traded in USD. To make them comparable, the IYE 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 IYE's 31.16% return. Over the past 10 years, CPP.L has underperformed IYE with an annualized return of -28.56%, while IYE has yielded a comparatively higher 8.28% annualized 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%

IYE

1D
0.61%
1M
6.58%
6M
22.43%
YTD
31.16%
1Y
37.76%
3Y*
12.67%
5Y*
22.30%
10Y*
8.28%
ALL TIME*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPP.L vs. IYE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CPP.L
CPPGroup plc		-70.21%-36.49%-26.97%38.18%-67.98%25.60%-17.86%-45.47%-49.14%-9.48%
IYE
iShares U.S. Energy ETF		31.16%-0.32%7.91%-7.10%79.26%54.87%-35.45%5.85%-14.59%-10.30%

Correlation

The correlation between CPP.L and IYE is 0.08, 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

0.08

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

0.01

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 Mar 19, 2010

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CPPGroup plc

iShares U.S. Energy ETF

Often compared with CPP.L:
CPP.L vs. DODGXCPP.L vs. ASCECPP.L vs. GIICPP.L vs. IFRACPP.L vs. IPAVCPP.L vs. IXCCPP.L vs. PAVE
Often compared with IYE:
IYE vs. XLEIYE vs. VDEIYE vs. IXCIYE vs. FENYIYE vs. OIHIYE vs. IYHIYE vs. XOP

Return for Risk

CPP.L vs. IYE — 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
IYE
IYE Risk / Return Rank: 6969
Overall Rank
IYE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IYE Omega Ratio Rank: 6868
Omega Ratio Rank
IYE Calmar Ratio Rank: 7070
Calmar Ratio Rank
IYE Martin Ratio Rank: 5555
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. IYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CPPGroup plc (CPP.L) and iShares U.S. Energy ETF (IYE). 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.LIYEDifference
Sharpe ratioReturn per unit of total volatility
-1.00
1.76

-2.76

Sortino ratioReturn per unit of downside risk
-1.88
2.33

-4.21

Omega ratioGain probability vs. loss probability

0.63

1.30

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.95

2.56

-3.51

Martin ratioReturn relative to average drawdown

-1.60

6.29

-7.89

CPP.L vs. IYE - Sharpe Ratio Comparison

The current CPP.L Sharpe Ratio is -1.00, which is lower than the IYE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of CPP.L and IYE, 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. IYE - Drawdown Comparison

The maximum CPP.L drawdown since its inception was -99.93%, which is greater than IYE's maximum drawdown of -64.84%. Use the drawdown chart below to compare losses from any high point for CPP.L and IYE.

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Drawdown Indicators

CPP.LIYEDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-64.84%

-35.09%

Max Drawdown (1Y)

Largest decline over 1 year

-87.04%

-14.80%

-72.24%

Max Drawdown (3Y)

Largest decline over 3 years

-88.74%

-22.99%

-65.75%

Max Drawdown (5Y)

Largest decline over 5 years

-95.48%

-24.48%

-71.00%

Max Drawdown (10Y)

Largest decline over 10 years

-98.61%

-64.84%

-33.77%

Current Drawdown

Current decline from peak

-99.93%

-7.78%

-92.15%

Average Drawdown

Average peak-to-trough decline

-90.12%

-15.34%

-74.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.70%

6.02%

+45.68%

Volatility

CPP.L vs. IYE - Volatility Comparison

CPPGroup plc (CPP.L) has a higher volatility of 61.06% compared to iShares U.S. Energy ETF (IYE) at 6.22%. This indicates that CPP.L's price experiences larger fluctuations and is considered to be riskier than IYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CPP.LIYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.06%

6.22%

+54.84%

Volatility (6M)

Calculated over the trailing 6-month period

81.79%

17.33%

+64.46%

Volatility (1Y)

Calculated over the trailing 1-year period

83.13%

21.56%

+61.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.89%

25.26%

+33.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.87%

29.23%

+40.64%

Dividends

CPP.L vs. IYE - Dividend Comparison

CPP.L has not paid dividends to shareholders, while IYE's dividend yield for the trailing twelve months is around 2.17%.

PositionTTM20252024202320222021202020192018201720162015
CPP.L
CPPGroup plc		0.00%0.00%0.00%0.00%6.82%8.45%0.00%0.00%0.00%0.00%0.00%0.00%
IYE
iShares U.S. Energy ETF		2.17%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%

Frequently Asked Questions

CPP.L and IYE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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