CRH.L vs. AGBP.L
CRH.L (CRH plc) is a stock, while AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)) is Global Bonds fund tracking the Bloomberg Global Aggregate TR Hdg GBP. Over the past 5 years, CRH.L returned 22.60%/yr vs 0.11%/yr for AGBP.L. At a correlation of -0.00, they often move in opposite directions.
Performance
CRH.L vs. AGBP.L - Performance Comparison
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Different Trading Currencies
CRH.L is traded in GBp, while AGBP.L is traded in GBP. To make them comparable, the AGBP.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRH.L achieves a -4.76% return, which is significantly lower than AGBP.L's 0.42% return.
CRH.L
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -4.76%
- 6M
- -1.60%
- 1Y
- 32.93%
- 3Y*
- 34.24%
- 5Y*
- 22.60%
- 10Y*
- 18.83%
AGBP.L
- 1D
- 0.15%
- 1M
- 0.08%
- YTD
- 0.42%
- 6M
- 0.69%
- 1Y
- 3.40%
- 3Y*
- 3.91%
- 5Y*
- 0.11%
- 10Y*
- —
CRH.L vs. AGBP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRH.L CRH plc | -4.76% | 29.15% | 39.86% | 70.47% | -12.97% | 30.79% | 3.55% | 50.69% | -20.16% | 0.49% |
AGBP.L iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) | 0.42% | 4.51% | 3.15% | 5.67% | -12.35% | -1.86% | 4.15% | 6.46% | -0.09% | -0.30% |
Correlation
The correlation between CRH.L and AGBP.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2017 | -0.00 |
The correlation between CRH.L and AGBP.L shifts across timeframes, from -0.00 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CRH.L vs. AGBP.L — Risk / Return Rank
CRH.L
AGBP.L
CRH.L vs. AGBP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRH plc (CRH.L) and iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.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.
| CRH.L | AGBP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.28 | -0.10 |
| Martin ratioReturn relative to average drawdown | 3.33 | 3.80 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRH.L | AGBP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.89 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.02 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.24 | +0.24 |
Drawdowns
CRH.L vs. AGBP.L - Drawdown Comparison
The maximum CRH.L drawdown since its inception was -55.42%, which is greater than AGBP.L's maximum drawdown of -16.42%. Use the drawdown chart below to compare losses from any high point for CRH.L and AGBP.L.
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Drawdown Indicators
| CRH.L | AGBP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -16.42% | -39.00% |
Max Drawdown (1Y)Largest decline over 1 year | -21.92% | -2.44% | -19.48% |
Max Drawdown (3Y)Largest decline over 3 years | -28.75% | -3.60% | -25.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -15.91% | -13.62% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | — | — |
Current DrawdownCurrent decline from peak | -8.68% | -1.84% | -6.84% |
Average DrawdownAverage peak-to-trough decline | -13.30% | -4.84% | -8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.87% | 0.82% | +7.05% |
Volatility
CRH.L vs. AGBP.L - Volatility Comparison
CRH plc (CRH.L) has a higher volatility of 10.54% compared to iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) at 1.41%. This indicates that CRH.L's price experiences larger fluctuations and is considered to be riskier than AGBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRH.L | AGBP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 1.41% | +9.13% |
Volatility (6M)Calculated over the trailing 6-month period | 20.74% | 2.91% | +17.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.24% | 3.52% | +24.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.03% | 4.70% | +23.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.66% | 4.13% | +24.53% |
Dividends
CRH.L vs. AGBP.L - Dividend Comparison
CRH.L's dividend yield for the trailing twelve months is around 2.54%, less than AGBP.L's 3.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGBP.L iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) | 3.12% | 3.00% | 2.59% | 1.97% | 1.56% | 1.27% | 1.53% | 1.65% | 0.98% | 0.00% | 0.00% | 0.00% |
CRH.L CRH plc | 2.26% | 2.37% | 1.87% | 3.22% | 2.73% | 2.20% | 2.31% | 2.06% | 2.86% | 2.13% | 1.92% | 2.74% |
Frequently Asked Questions
CRH.L and AGBP.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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