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CTEC.L vs. RING
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTEC.L vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in ConvaTec Group plc (CTEC.L) and iShares MSCI Global Gold Miners ETF (RING). The values are adjusted to include any dividend payments, if applicable.

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CTEC.L vs. RING - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTEC.L
ConvaTec Group plc
-9.70%12.17%-7.73%7.37%22.99%-1.08%2.85%47.13%-30.86%-11.80%
RING
iShares MSCI Global Gold Miners ETF
14.05%145.86%18.00%6.68%-5.34%-6.59%21.31%44.21%-7.99%0.70%
Different Trading Currencies

CTEC.L is traded in GBp, while RING is traded in USD. To make them comparable, the RING values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CTEC.L achieves a -9.70% return, which is significantly lower than RING's 14.05% return.


CTEC.L

1D
1.95%
1M
-10.80%
YTD
-9.70%
6M
-6.23%
1Y
-13.63%
3Y*
0.69%
5Y*
4.34%
10Y*

RING

1D
4.37%
1M
-15.64%
YTD
14.05%
6M
28.80%
1Y
112.34%
3Y*
47.26%
5Y*
27.20%
10Y*
19.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CTEC.L vs. RING — Risk / Return Rank

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

CTEC.L
CTEC.L Risk / Return Rank: 2222
Overall Rank
CTEC.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CTEC.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
CTEC.L Omega Ratio Rank: 1919
Omega Ratio Rank
CTEC.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
CTEC.L Martin Ratio Rank: 2727
Martin Ratio Rank

RING
RING Risk / Return Rank: 9393
Overall Rank
RING Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RING Sortino Ratio Rank: 9191
Sortino Ratio Rank
RING Omega Ratio Rank: 9090
Omega Ratio Rank
RING Calmar Ratio Rank: 9494
Calmar Ratio Rank
RING Martin Ratio Rank: 9393
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.

CTEC.L vs. RING - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ConvaTec Group plc (CTEC.L) and iShares MSCI Global Gold Miners ETF (RING). 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.


CTEC.LRINGDifference

Sharpe ratio

Return per unit of total volatility

-0.46

2.54

-3.01

Sortino ratio

Return per unit of downside risk

-0.49

2.70

-3.19

Omega ratio

Gain probability vs. loss probability

0.94

1.39

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.49

3.80

-4.29

Martin ratio

Return relative to average drawdown

-0.76

14.06

-14.82

CTEC.L vs. RING - Sharpe Ratio Comparison

The current CTEC.L Sharpe Ratio is -0.46, which is lower than the RING Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of CTEC.L and RING, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CTEC.LRINGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

2.54

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.83

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.17

-0.12

Correlation

The correlation between CTEC.L and RING is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CTEC.L vs. RING - Dividend Comparison

CTEC.L's dividend yield for the trailing twelve months is around 2.29%, more than RING's 0.75% yield.


TTM20252024202320222021202020192018201720162015
CTEC.L
ConvaTec Group plc
2.29%2.07%2.23%2.06%1.97%2.11%2.21%2.27%3.17%0.52%0.00%0.00%
RING
iShares MSCI Global Gold Miners ETF
0.75%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Drawdowns

CTEC.L vs. RING - Drawdown Comparison

The maximum CTEC.L drawdown since its inception was -64.62%, smaller than the maximum RING drawdown of -78.95%. Use the drawdown chart below to compare losses from any high point for CTEC.L and RING.


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Drawdown Indicators


CTEC.LRINGDifference

Max Drawdown

Largest peak-to-trough decline

-64.62%

-79.47%

+14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-26.66%

-30.11%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-36.12%

-47.94%

+11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

Current Drawdown

Current decline from peak

-25.23%

-16.90%

-8.33%

Average Drawdown

Average peak-to-trough decline

-29.03%

-47.74%

+18.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.29%

8.45%

+8.84%

Volatility

CTEC.L vs. RING - Volatility Comparison

The current volatility for ConvaTec Group plc (CTEC.L) is 9.19%, while iShares MSCI Global Gold Miners ETF (RING) has a volatility of 16.38%. This indicates that CTEC.L experiences smaller price fluctuations and is considered to be less risky than RING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTEC.LRINGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

16.38%

-7.19%

Volatility (6M)

Calculated over the trailing 6-month period

20.63%

37.35%

-16.72%

Volatility (1Y)

Calculated over the trailing 1-year period

29.29%

44.43%

-15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.68%

33.06%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.07%

35.31%

-3.24%