PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CRDA.L vs. CUKX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CRDA.LCUKX.L
YTD Return-4.72%10.91%
1Y Return-23.48%13.33%
3Y Return (Ann)-8.68%10.20%
5Y Return (Ann)0.11%6.55%
10Y Return (Ann)8.67%6.00%
Sharpe Ratio-0.731.20
Daily Std Dev32.07%10.64%
Max Drawdown-59.58%-34.50%
Current Drawdown-52.28%0.00%

Correlation

-0.50.00.51.00.5

The correlation between CRDA.L and CUKX.L is 0.52, 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

CRDA.L vs. CUKX.L - Performance Comparison

In the year-to-date period, CRDA.L achieves a -4.72% return, which is significantly lower than CUKX.L's 10.91% return. Over the past 10 years, CRDA.L has outperformed CUKX.L with an annualized return of 8.67%, while CUKX.L has yielded a comparatively lower 6.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
270.64%
100.85%
CRDA.L
CUKX.L

Compare stocks, funds, or ETFs

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


Croda International plc

iShares FTSE 100 UCITS ETF

Risk-Adjusted Performance

CRDA.L vs. CUKX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Croda International plc (CRDA.L) and iShares FTSE 100 UCITS ETF (CUKX.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.


CRDA.L
Sharpe ratio
The chart of Sharpe ratio for CRDA.L, currently valued at -0.65, compared to the broader market-2.00-1.000.001.002.003.004.00-0.65
Sortino ratio
The chart of Sortino ratio for CRDA.L, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.006.00-0.78
Omega ratio
The chart of Omega ratio for CRDA.L, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for CRDA.L, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34
Martin ratio
The chart of Martin ratio for CRDA.L, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.00
CUKX.L
Sharpe ratio
The chart of Sharpe ratio for CUKX.L, currently valued at 1.17, compared to the broader market-2.00-1.000.001.002.003.004.001.17
Sortino ratio
The chart of Sortino ratio for CUKX.L, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.006.001.79
Omega ratio
The chart of Omega ratio for CUKX.L, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for CUKX.L, currently valued at 1.53, compared to the broader market0.002.004.006.001.53
Martin ratio
The chart of Martin ratio for CUKX.L, currently valued at 4.05, compared to the broader market-10.000.0010.0020.0030.004.05

CRDA.L vs. CUKX.L - Sharpe Ratio Comparison

The current CRDA.L Sharpe Ratio is -0.73, which is lower than the CUKX.L Sharpe Ratio of 1.20. The chart below compares the 12-month rolling Sharpe Ratio of CRDA.L and CUKX.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.65
1.17
CRDA.L
CUKX.L

Dividends

CRDA.L vs. CUKX.L - Dividend Comparison

CRDA.L's dividend yield for the trailing twelve months is around 0.02%, while CUKX.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CRDA.L
Croda International plc
0.02%0.02%0.02%0.01%0.01%0.06%0.03%0.02%0.05%0.02%0.02%0.03%
CUKX.L
iShares FTSE 100 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%

Drawdowns

CRDA.L vs. CUKX.L - Drawdown Comparison

The maximum CRDA.L drawdown since its inception was -59.58%, which is greater than CUKX.L's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for CRDA.L and CUKX.L. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-54.36%
0
CRDA.L
CUKX.L

Volatility

CRDA.L vs. CUKX.L - Volatility Comparison

Croda International plc (CRDA.L) has a higher volatility of 6.95% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 2.70%. This indicates that CRDA.L's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.95%
2.70%
CRDA.L
CUKX.L