PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CUKX.L vs. CRDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CUKX.L vs. CRDA.L

Last updated Jun 5, 2026

CUKX.L (iShares FTSE 100 UCITS ETF) is fund fund tracking the FTSE 100 Index, while CRDA.L (Croda International plc) is a stock. Over the past 10 years, CUKX.L returned 9.06%/yr vs 2.29%/yr for CRDA.L. At a 0.44 correlation, their price movements are largely independent.

Performance

CUKX.L vs. CRDA.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CUKX.L achieves a 5.86% return, which is significantly lower than CRDA.L's 11.36% return. Over the past 10 years, CUKX.L has outperformed CRDA.L with an annualized return of 9.06%, while CRDA.L has yielded a comparatively lower 2.29% annualized return.

CUKX.L

1D
0.28%
1M
1.51%
YTD
5.86%
6M
8.05%
1Y
21.53%
3Y*
14.63%
5Y*
11.72%
10Y*
9.06%

CRDA.L

1D
-0.37%
1M
4.44%
YTD
11.36%
6M
12.40%
1Y
0.92%
3Y*
-19.51%
5Y*
-13.72%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUKX.L vs. CRDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CUKX.L
iShares FTSE 100 UCITS ETF		5.86%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%
CRDA.L
Croda International plc		11.36%-16.87%-31.29%-22.20%-33.79%55.32%31.17%11.05%8.85%41.22%

Correlation

The correlation between CUKX.L and CRDA.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2010

0.44

The correlation between CUKX.L and CRDA.L shifts across timeframes, from 0.28 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

iShares FTSE 100 UCITS ETF

Croda International plc

Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. CPJ1.LCUKX.L vs. S100.L
Often compared with CRDA.L:
CRDA.L vs. IHR.LCRDA.L vs. OXIG.LCRDA.L vs. ^GSPC

Return for Risk

CUKX.L vs. CRDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CUKX.L
CUKX.L Risk / Return Rank: 5656
Overall Rank
CUKX.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 6262
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5050
Martin Ratio Rank
CRDA.L
CRDA.L Risk / Return Rank: 4040
Overall Rank
CRDA.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CRDA.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
CRDA.L Omega Ratio Rank: 3737
Omega Ratio Rank
CRDA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
CRDA.L Martin Ratio Rank: 4242
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.

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

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

CUKX.LCRDA.LDifference
Sharpe ratioReturn per unit of total volatility
1.97
0.03

+1.94

Sortino ratioReturn per unit of downside risk
2.76
0.28

+2.48

Omega ratioGain probability vs. loss probability

1.37

1.03

+0.34

Calmar ratioReturn relative to maximum drawdown

2.41

0.04

+2.37

Martin ratioReturn relative to average drawdown

8.21

0.08

+8.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CUKX.L Sharpe Ratio is 1.97, which is higher than the CRDA.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of CUKX.L and CRDA.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.

Loading charts...

Sharpe Ratios by Period

CUKX.LCRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.03

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

-0.47

+1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.09

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.40

+0.14

Drawdowns

CUKX.L vs. CRDA.L - Drawdown Comparison

The maximum CUKX.L drawdown since its inception was -34.50%, smaller than the maximum CRDA.L drawdown of -74.48%. Use the drawdown chart below to compare losses from any high point for CUKX.L and CRDA.L.

Loading charts...

Drawdown Indicators

CUKX.LCRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-74.48%

+39.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-22.24%

+13.35%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-58.40%

+45.52%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-74.48%

+61.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-74.48%

+39.98%

Current Drawdown

Current decline from peak

-4.15%

-68.15%

+64.00%

Average Drawdown

Average peak-to-trough decline

-4.40%

-19.95%

+15.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

11.61%

-8.99%

Volatility

CUKX.L vs. CRDA.L - Volatility Comparison

The current volatility for iShares FTSE 100 UCITS ETF (CUKX.L) is 4.08%, while Croda International plc (CRDA.L) has a volatility of 7.02%. This indicates that CUKX.L experiences smaller price fluctuations and is considered to be less risky than CRDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CUKX.LCRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

7.02%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

22.35%

-12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

30.81%

-19.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

29.00%

-16.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

25.33%

-10.25%

Dividends

CUKX.L vs. CRDA.L - Dividend Comparison

CUKX.L has not paid dividends to shareholders, while CRDA.L's dividend yield for the trailing twelve months is around 3.78%.

PositionTTM20252024202320222021202020192018201720162015
CRDA.L
Croda International plc		3.78%4.12%3.22%2.14%1.57%0.94%1.36%3.94%2.75%1.72%8.45%2.20%
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%

Frequently Asked Questions

CUKX.L and CRDA.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CUKX.L and CRDA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer