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DUKE.L vs. BUT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DUKE.L vs. BUT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Duke Royalty Ltd (DUKE.L) and Brunner Investment Trust (BUT.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, DUKE.L achieves a 4.50% return, which is significantly lower than BUT.L's 5.69% return. Over the past 10 years, DUKE.L has underperformed BUT.L with an annualized return of 1.65%, while BUT.L has yielded a comparatively higher 12.35% annualized return.


DUKE.L

1D
0.00%
1M
1.71%
6M
5.47%
YTD
4.50%
1Y
-2.83%
3Y*
1.19%
5Y*
1.34%
10Y*
1.65%
ALL TIME*
-18.16%

BUT.L

1D
0.00%
1M
0.67%
6M
2.53%
YTD
5.69%
1Y
7.37%
3Y*
13.40%
5Y*
10.20%
10Y*
12.35%
ALL TIME*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUKE.L vs. BUT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUKE.L
Duke Royalty Ltd
4.50%-2.75%0.63%5.76%-13.32%48.18%-31.09%22.80%19.60%-13.56%
BUT.L
Brunner Investment Trust
5.69%-1.01%24.71%20.20%-6.09%31.65%-3.13%33.31%-9.60%27.57%

Correlation

The correlation between DUKE.L and BUT.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.08

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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2012

0.09

Fundamentals

Market Cap

DUKE.L:

£134.69M

BUT.L:

£643.97M

Total Revenue (TTM)

DUKE.L:

£43.66M

BUT.L:

£132.64M

Gross Profit (TTM)

DUKE.L:

£34.79M

BUT.L:

£130.03M

EBITDA (TTM)

DUKE.L:

£31.33M

BUT.L:

£46.89M

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Return for Risk

DUKE.L vs. BUT.L — Risk / Return Rank

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

DUKE.L
DUKE.L Risk / Return Rank: 3737
Overall Rank
DUKE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DUKE.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
DUKE.L Omega Ratio Rank: 3333
Omega Ratio Rank
DUKE.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
DUKE.L Martin Ratio Rank: 3939
Martin Ratio Rank

BUT.L
BUT.L Risk / Return Rank: 6161
Overall Rank
BUT.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BUT.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
BUT.L Omega Ratio Rank: 5454
Omega Ratio Rank
BUT.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
BUT.L Martin Ratio Rank: 6868
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.

DUKE.L vs. BUT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duke Royalty Ltd (DUKE.L) and Brunner Investment Trust (BUT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DUKE.LBUT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

0.99

1.10

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.20

0.78

-0.98

Martin ratioReturn relative to average drawdown

-0.34

2.36

-2.70

DUKE.L vs. BUT.L - Sharpe Ratio Comparison

The current DUKE.L Sharpe Ratio is -0.14, which is lower than the BUT.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DUKE.L and BUT.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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Drawdowns

DUKE.L vs. BUT.L - Drawdown Comparison

The maximum DUKE.L drawdown since its inception was -98.28%, which is greater than BUT.L's maximum drawdown of -47.11%. Use the drawdown chart below to compare losses from any high point for DUKE.L and BUT.L.


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Drawdown Indicators


DUKE.LBUT.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.28%

-47.11%

-51.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-9.45%

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-20.46%

-24.93%

+4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-35.42%

-24.93%

-10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-64.54%

-37.37%

-27.17%

Current Drawdown

Current decline from peak

-95.39%

-1.45%

-93.94%

Average Drawdown

Average peak-to-trough decline

-89.99%

-7.43%

-82.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

3.12%

+3.50%

Volatility

DUKE.L vs. BUT.L - Volatility Comparison

Duke Royalty Ltd (DUKE.L) has a higher volatility of 6.77% compared to Brunner Investment Trust (BUT.L) at 3.01%. This indicates that DUKE.L's price experiences larger fluctuations and is considered to be riskier than BUT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUKE.LBUT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

3.01%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

10.88%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.56%

13.81%

+6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.73%

18.86%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.32%

19.52%

+11.80%

Dividends

DUKE.L vs. BUT.L - Dividend Comparison

DUKE.L's dividend yield for the trailing twelve months is around 10.47%, more than BUT.L's 1.70% yield.


PositionTTM202520242023202220212020201920182017
BUT.L
Brunner Investment Trust
1.70%1.73%1.62%1.89%2.11%1.82%2.32%1.53%0.86%0.00%
DUKE.L
Duke Royalty Ltd
10.47%10.37%9.15%8.42%8.18%5.26%4.00%6.00%6.43%4.01%

Financials

DUKE.L vs. BUT.L - Financials Comparison

This section allows you to compare key financial metrics between Duke Royalty Ltd and Brunner Investment Trust. 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


0.0020.00M40.00M60.00M80.00M20222023202420252026
14.74M
-7.63M
(DUKE.L) Total Revenue
(BUT.L) Total Revenue
Values in GBP except per share items

Frequently Asked Questions


DUKE.L and BUT.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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