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

Correlation

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.


-0.50.00.51.00.5

Performance

CRDA.L vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Croda International plc (CRDA.L) and iShares FTSE 100 UCITS ETF (CUKX.L). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%OctoberNovemberDecember2025FebruaryMarch
88.60%
115.07%
CRDA.L
CUKX.L

Key characteristics

Sharpe Ratio

CRDA.L:

-1.31

CUKX.L:

1.58

Sortino Ratio

CRDA.L:

-1.94

CUKX.L:

2.28

Omega Ratio

CRDA.L:

0.79

CUKX.L:

1.28

Calmar Ratio

CRDA.L:

-0.48

CUKX.L:

3.29

Martin Ratio

CRDA.L:

-1.34

CUKX.L:

8.72

Ulcer Index

CRDA.L:

25.38%

CUKX.L:

1.82%

Daily Std Dev

CRDA.L:

25.90%

CUKX.L:

10.02%

Max Drawdown

CRDA.L:

-70.68%

CUKX.L:

-34.50%

Current Drawdown

CRDA.L:

-70.20%

CUKX.L:

-2.27%

Returns By Period

In the year-to-date period, CRDA.L achieves a -8.42% return, which is significantly lower than CUKX.L's 6.64% return. Over the past 10 years, CRDA.L has underperformed CUKX.L with an annualized return of 1.15%, while CUKX.L has yielded a comparatively higher 6.23% annualized return.


CRDA.L

YTD

-8.42%

1M

-0.99%

6M

-22.60%

1Y

-33.43%

5Y*

-5.62%

10Y*

1.15%

CUKX.L

YTD

6.64%

1M

-1.28%

6M

6.06%

1Y

15.61%

5Y*

13.87%

10Y*

6.23%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CRDA.L vs. CUKX.L — Risk-Adjusted Performance Rank

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

CRDA.L
The Risk-Adjusted Performance Rank of CRDA.L is 99
Overall Rank
The Sharpe Ratio Rank of CRDA.L is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CRDA.L is 33
Sortino Ratio Rank
The Omega Ratio Rank of CRDA.L is 66
Omega Ratio Rank
The Calmar Ratio Rank of CRDA.L is 2222
Calmar Ratio Rank
The Martin Ratio Rank of CRDA.L is 1414
Martin Ratio Rank

CUKX.L
The Risk-Adjusted Performance Rank of CUKX.L is 9090
Overall Rank
The Sharpe Ratio Rank of CUKX.L is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of CUKX.L is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CUKX.L is 8888
Omega Ratio Rank
The Calmar Ratio Rank of CUKX.L is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CUKX.L is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for CRDA.L, currently valued at -1.23, compared to the broader market-3.00-2.00-1.000.001.002.003.00-1.231.49
The chart of Sortino ratio for CRDA.L, currently valued at -1.78, compared to the broader market-4.00-2.000.002.004.00-1.782.09
The chart of Omega ratio for CRDA.L, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.25
The chart of Calmar ratio for CRDA.L, currently valued at -0.46, compared to the broader market0.001.002.003.004.005.00-0.461.86
The chart of Martin ratio for CRDA.L, currently valued at -1.34, compared to the broader market-10.000.0010.0020.00-1.344.92
CRDA.L
CUKX.L

The current CRDA.L Sharpe Ratio is -1.31, which is lower than the CUKX.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of CRDA.L and CUKX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00OctoberNovemberDecember2025FebruaryMarch
-1.23
1.49
CRDA.L
CUKX.L

Dividends

CRDA.L vs. CUKX.L - Dividend Comparison

CRDA.L's dividend yield for the trailing twelve months is around 0.04%, while CUKX.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CRDA.L
Croda International plc
0.04%0.03%0.02%0.02%0.01%0.01%0.04%0.83%0.02%1.07%2.20%1.34%
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 -70.68%, 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.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-70.97%
-0.70%
CRDA.L
CUKX.L

Volatility

CRDA.L vs. CUKX.L - Volatility Comparison

Croda International plc (CRDA.L) has a higher volatility of 8.47% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 3.34%. 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%OctoberNovemberDecember2025FebruaryMarch
8.47%
3.34%
CRDA.L
CUKX.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab