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CRH.L vs. AGBP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRH.L vs. AGBP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CRH plc (CRH.L) and iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRH.L vs. AGBP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CRH.L
CRH.L Risk / Return Rank: 7373
Overall Rank
CRH.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CRH.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
CRH.L Omega Ratio Rank: 7171
Omega Ratio Rank
CRH.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
CRH.L Martin Ratio Rank: 7373
Martin Ratio Rank

AGBP.L
AGBP.L Risk / Return Rank: 2626
Overall Rank
AGBP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AGBP.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGBP.L Omega Ratio Rank: 2525
Omega Ratio Rank
AGBP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
AGBP.L Martin Ratio Rank: 2828
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.

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.LAGBP.LDifference
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

CRH.L vs. AGBP.L - Sharpe Ratio Comparison

The current CRH.L Sharpe Ratio is 0.91, which is comparable to the AGBP.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CRH.L and AGBP.L, 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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Sharpe Ratios by Period


CRH.LAGBP.LDifference

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.LAGBP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.68%

-1.84%

-6.84%

Average Drawdown

Average peak-to-trough decline

-13.30%

-4.84%

-8.46%

Ulcer Index

Depth 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.LAGBP.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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