DPLM.L vs. LFCBY

Last updated Apr 1, 2026

Compare and contrast key facts about Diploma plc (DPLM.L) and Lifco AB (publ) (LFCBY).

Performance

DPLM.L vs. LFCBY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Diploma plc (DPLM.L) and Lifco AB (publ) (LFCBY). The values are adjusted to include any dividend payments, if applicable.

DPLM.L vs. LFCBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DPLM.L Diploma plc	13.55%	26.31%	20.61%	16.53%
LFCBY Lifco AB (publ)	-20.08%	16.04%	23.29%	36.46%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, DPLM.L achieves a 13.55% return, which is significantly higher than LFCBY's -20.08% return.

DPLM.L

• 1D: 1.62%
• 1M: 5.11%
• YTD: 13.55%
• 6M: 13.34%
• 1Y: 56.95%
• 3Y*: 30.41%
• 5Y*: 19.96%
• 10Y*: 25.31%

LFCBY

• 1D: -0.29%
• 1M: -15.98%
• YTD: -20.08%
• 6M: -11.38%
• 1Y: -17.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

DPLM.L vs. LFCBY — Risk / Return Rank

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

DPLM.L

DPLM.L Risk / Return Rank: 92
DPLM.L Sharpe Ratio Rank: 88
DPLM.L Sortino Ratio Rank: 93
DPLM.L Omega Ratio Rank: 91
DPLM.L Calmar Ratio Rank: 93
DPLM.L Martin Ratio Rank: 94

LFCBY

LFCBY Risk / Return Rank: 25
LFCBY Sharpe Ratio Rank: 25
LFCBY Sortino Ratio Rank: 24
LFCBY Omega Ratio Rank: 22
LFCBY Calmar Ratio Rank: 27
LFCBY Martin Ratio Rank: 27

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.

DPLM.L vs. LFCBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diploma plc (DPLM.L) and Lifco AB (publ) (LFCBY). 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.

	DPLM.L	LFCBY	Difference
Sharpe ratio Return per unit of total volatility	1.77	-0.41	+2.18
Sortino ratio Return per unit of downside risk	3.25	-0.34	+3.59
Omega ratio Gain probability vs. loss probability	1.41	0.95	+0.46
Calmar ratio Return relative to maximum drawdown	4.61	-0.52	+5.13
Martin ratio Return relative to average drawdown	14.79	-0.95	+15.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DPLM.L vs. LFCBY - Sharpe Ratio Comparison

The current DPLM.L Sharpe Ratio is 1.77, which is higher than the LFCBY Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of DPLM.L and LFCBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DPLM.L	LFCBY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	-0.41	+2.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.31	+0.18

Correlation

The correlation between DPLM.L and LFCBY is 0.10, 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

DPLM.L vs. LFCBY - Dividend Comparison

DPLM.L's dividend yield for the trailing twelve months is around 1.04%, more than LFCBY's 0.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DPLM.L Diploma plc	1.04%	1.14%	1.35%	1.54%	1.62%	0.37%	1.37%	1.43%	2.11%	1.84%	1.92%	2.39%
LFCBY Lifco AB (publ)	0.76%	0.59%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DPLM.L vs. LFCBY - Drawdown Comparison

The maximum DPLM.L drawdown since its inception was -81.06%, which is greater than LFCBY's maximum drawdown of -41.45%. Use the drawdown chart below to compare losses from any high point for DPLM.L and LFCBY.

Drawdown Indicators

	DPLM.L	LFCBY	Difference
Max Drawdown Largest peak-to-trough decline	-81.06%	-39.38%	-41.68%
Max Drawdown (1Y) Largest decline over 1 year	-11.79%	-34.49%	+22.70%
Max Drawdown (5Y) Largest decline over 5 years	-36.59%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.27%	—	—
Current Drawdown Current decline from peak	0.00%	-39.38%	+39.38%
Average Drawdown Average peak-to-trough decline	-22.15%	-15.53%	-6.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.67%	18.30%	-14.63%

Volatility

DPLM.L vs. LFCBY - Volatility Comparison

Diploma plc (DPLM.L) has a higher volatility of 18.36% compared to Lifco AB (publ) (LFCBY) at 11.52%. This indicates that DPLM.L's price experiences larger fluctuations and is considered to be riskier than LFCBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DPLM.L	LFCBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.36%	11.52%	+6.84%
Volatility (6M) Calculated over the trailing 6-month period	22.10%	26.32%	-4.22%
Volatility (1Y) Calculated over the trailing 1-year period	32.09%	43.00%	-10.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.74%	62.70%	-32.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.43%	62.70%	-33.27%

Financials