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CWK.L vs. BGUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CWK.L vs. BGUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Cranswick plc (CWK.L) and Baillie Gifford UK Growth Fund plc (BGUK.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWK.L achieves a 9.18% return, which is significantly higher than BGUK.L's 2.94% return. Over the past 10 years, CWK.L has outperformed BGUK.L with an annualized return of 10.90%, while BGUK.L has yielded a comparatively lower 5.81% annualized return.


CWK.L

1D
-1.81%
1M
1.12%
YTD
9.18%
6M
6.85%
1Y
2.96%
3Y*
20.78%
5Y*
8.09%
10Y*
10.90%

BGUK.L

1D
0.00%
1M
-0.47%
YTD
2.94%
6M
2.44%
1Y
9.91%
3Y*
10.76%
5Y*
-0.44%
10Y*
5.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWK.L vs. BGUK.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWK.L
Cranswick plc
9.18%3.90%30.30%26.64%-14.83%7.15%5.64%31.57%-19.75%44.71%
BGUK.L
Baillie Gifford UK Growth Fund plc
2.94%17.54%11.15%2.25%-29.88%8.18%12.73%28.68%-5.18%9.73%

Correlation

The correlation between CWK.L and BGUK.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.38

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

0.36

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

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 25, 1994

0.17

Over the past year, CWK.L and BGUK.L have become more correlated (0.38) than their long-term average of 0.17, meaning their price movements have been converging.

Fundamentals

Total Revenue (TTM)

CWK.L:

£5.71B

BGUK.L:

£23.80M

Gross Profit (TTM)

CWK.L:

£891.40M

BGUK.L:

£24.70M

EBITDA (TTM)

CWK.L:

£617.20M

BGUK.L:

-£21.08M

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Return for Risk

CWK.L vs. BGUK.L — Risk / Return Rank

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

CWK.L
CWK.L Risk / Return Rank: 4646
Overall Rank
CWK.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CWK.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
CWK.L Omega Ratio Rank: 3939
Omega Ratio Rank
CWK.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CWK.L Martin Ratio Rank: 5050
Martin Ratio Rank

BGUK.L
BGUK.L Risk / Return Rank: 5959
Overall Rank
BGUK.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BGUK.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
BGUK.L Omega Ratio Rank: 5454
Omega Ratio Rank
BGUK.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
BGUK.L Martin Ratio Rank: 6565
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.

CWK.L vs. BGUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cranswick plc (CWK.L) and Baillie Gifford UK Growth Fund plc (BGUK.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.


CWK.LBGUK.LDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.05

1.13

-0.08

Calmar ratioReturn relative to maximum drawdown

0.36

0.77

-0.41

Martin ratioReturn relative to average drawdown

0.76

2.58

-1.82

CWK.L vs. BGUK.L - Sharpe Ratio Comparison

The current CWK.L Sharpe Ratio is 0.20, which is lower than the BGUK.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CWK.L and BGUK.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


CWK.LBGUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.67

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.02

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.28

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.24

+0.40

Drawdowns

CWK.L vs. BGUK.L - Drawdown Comparison

The maximum CWK.L drawdown since its inception was -50.39%, smaller than the maximum BGUK.L drawdown of -60.77%. Use the drawdown chart below to compare losses from any high point for CWK.L and BGUK.L.


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Drawdown Indicators


CWK.LBGUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.39%

-60.77%

+10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

-12.80%

+3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-10.61%

-19.34%

+8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-36.21%

-43.21%

+7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-36.21%

-43.69%

+7.48%

Current Drawdown

Current decline from peak

-2.70%

-8.49%

+5.79%

Average Drawdown

Average peak-to-trough decline

-11.04%

-17.03%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

3.83%

+0.80%

Volatility

CWK.L vs. BGUK.L - Volatility Comparison

Cranswick plc (CWK.L) has a higher volatility of 8.18% compared to Baillie Gifford UK Growth Fund plc (BGUK.L) at 5.61%. This indicates that CWK.L's price experiences larger fluctuations and is considered to be riskier than BGUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWK.LBGUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

5.61%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.82%

12.21%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

14.77%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

19.68%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

20.94%

+2.71%

Dividends

CWK.L vs. BGUK.L - Dividend Comparison

CWK.L's dividend yield for the trailing twelve months is around 1.90%, less than BGUK.L's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
BGUK.L
Baillie Gifford UK Growth Fund plc
2.71%2.79%3.14%2.17%2.36%1.00%1.37%2.18%3.69%3.05%3.12%3.85%
CWK.L
Cranswick plc
1.90%2.08%1.90%2.14%2.48%1.93%1.77%1.67%2.07%1.38%1.66%1.82%

Financials

CWK.L vs. BGUK.L - Financials Comparison

This section allows you to compare key financial metrics between Cranswick plc and Baillie Gifford UK Growth Fund plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20222023202420252026
1.51B
-3.01M
(CWK.L) Total Revenue
(BGUK.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


CWK.L and BGUK.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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