DPLM.L vs. LFCBY

Last updated Jun 4, 2026

DPLM.L (Diploma plc) and LFCBY (Lifco AB (publ)) are both stocks. Both are in the Industrials sector — DPLM.L in Industrial Distribution, LFCBY in Conglomerates. Over the past year, DPLM.L returned 54.24% vs -17.74% for LFCBY. At a 0.10 correlation, their price movements are largely independent.

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.

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 34.58% return, which is significantly higher than LFCBY's -13.17% return.

DPLM.L

• 1D: 0.21%
• 1M: 1.35%
• YTD: 34.58%
• 6M: 31.23%
• 1Y: 54.24%
• 3Y*: 33.94%
• 5Y*: 21.32%
• 10Y*: 27.12%

LFCBY

• 1D: -2.11%
• 1M: -1.45%
• YTD: -13.17%
• 6M: -13.95%
• 1Y: -17.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DPLM.L vs. LFCBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DPLM.L Diploma plc	34.58%	26.31%	20.61%	16.53%
LFCBY Lifco AB (publ)	-13.17%	16.04%	23.29%	36.46%

Correlation

The correlation between DPLM.L and LFCBY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (All Time) Calculated using the full available price history since Sep 25, 2023	0.10

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: 90
DPLM.L Sharpe Ratio Rank: 87
DPLM.L Sortino Ratio Rank: 91
DPLM.L Omega Ratio Rank: 89
DPLM.L Calmar Ratio Rank: 90
DPLM.L Martin Ratio Rank: 92

LFCBY

LFCBY Risk / Return Rank: 21
LFCBY Sharpe Ratio Rank: 21
LFCBY Sortino Ratio Rank: 21
LFCBY Omega Ratio Rank: 17
LFCBY Calmar Ratio Rank: 22
LFCBY Martin Ratio Rank: 24

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	1.95	-0.45	+2.40
Sortino ratio: Return per unit of downside risk	3.42	-0.42	+3.85
Omega ratio: Gain probability vs. loss probability	1.42	0.93	+0.48
Calmar ratio: Return relative to maximum drawdown	4.58	-0.54	+5.12
Martin ratio: Return relative to average drawdown	15.03	-0.85	+15.88
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 1.95, which is higher than the LFCBY Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of DPLM.L and LFCBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DPLM.L	LFCBY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	-0.45	+2.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.92	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.36	+0.15

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 -41.46%. 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%	-41.46%	-39.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.79%	-32.88%	+21.09%
Max Drawdown (3Y) Largest decline over 3 years	-24.06%	—	—
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	-2.15%	-36.39%	+34.24%
Average Drawdown Average peak-to-trough decline	-22.06%	-17.98%	-4.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	20.95%	-17.35%

Volatility

DPLM.L vs. LFCBY - Volatility Comparison

The current volatility for Diploma plc (DPLM.L) is 8.50%, while Lifco AB (publ) (LFCBY) has a volatility of 10.15%. This indicates that DPLM.L experiences smaller price fluctuations and is considered to be less risky 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	8.50%	10.15%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	23.48%	23.15%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	27.71%	39.23%	-11.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.73%	61.21%	-31.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.53%	61.21%	-31.68%

Dividends

DPLM.L vs. LFCBY - Dividend Comparison

DPLM.L's dividend yield for the trailing twelve months is around 0.90%, less than LFCBY's 1.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DPLM.L Diploma plc	0.90%	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)	1.92%	0.59%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both DPLM.L and LFCBY in my portfolio?

DPLM.L and LFCBY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.