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ECMPA.AS vs. INVR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ECMPA.AS vs. INVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eurocommercial Properties N.V. (ECMPA.AS) and Investec PLC (INVR.L). The values are adjusted to include any dividend payments, if applicable.

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ECMPA.AS vs. INVR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECMPA.AS
Eurocommercial Properties N.V.
2.97%26.23%7.72%5.59%28.63%16.80%-38.48%-0.58%-21.02%4.76%
INVR.L
Investec PLC
2.61%15.13%25.67%9.56%7.00%49.72%-27.63%1.76%-2.14%3.89%
Different Trading Currencies

ECMPA.AS is traded in EUR, while INVR.L is traded in GBp. To make them comparable, the INVR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ECMPA.AS achieves a 2.97% return, which is significantly higher than INVR.L's 2.61% return. Over the past 10 years, ECMPA.AS has underperformed INVR.L with an annualized return of 0.44%, while INVR.L has yielded a comparatively higher 7.05% annualized return.


ECMPA.AS

1D
1.36%
1M
-8.26%
YTD
2.97%
6M
0.66%
1Y
11.71%
3Y*
15.78%
5Y*
12.06%
10Y*
0.44%

INVR.L

1D
-0.52%
1M
-0.38%
YTD
2.61%
6M
8.51%
1Y
13.21%
3Y*
21.77%
5Y*
20.18%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Eurocommercial Properties N.V.

Investec PLC

Return for Risk

ECMPA.AS vs. INVR.L — Risk / Return Rank

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

ECMPA.AS
ECMPA.AS Risk / Return Rank: 5959
Overall Rank
ECMPA.AS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ECMPA.AS Sortino Ratio Rank: 5353
Sortino Ratio Rank
ECMPA.AS Omega Ratio Rank: 5353
Omega Ratio Rank
ECMPA.AS Calmar Ratio Rank: 6464
Calmar Ratio Rank
ECMPA.AS Martin Ratio Rank: 6060
Martin Ratio Rank

INVR.L
INVR.L Risk / Return Rank: 9595
Overall Rank
INVR.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INVR.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
INVR.L Omega Ratio Rank: 9999
Omega Ratio Rank
INVR.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
INVR.L Martin Ratio Rank: 8989
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.

ECMPA.AS vs. INVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eurocommercial Properties N.V. (ECMPA.AS) and Investec PLC (INVR.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.


ECMPA.ASINVR.LDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.62

-1.02

Sortino ratio

Return per unit of downside risk

0.93

2.86

-1.93

Omega ratio

Gain probability vs. loss probability

1.12

1.37

-0.24

Calmar ratio

Return relative to maximum drawdown

1.08

1.97

-0.89

Martin ratio

Return relative to average drawdown

1.92

4.25

-2.33

ECMPA.AS vs. INVR.L - Sharpe Ratio Comparison

The current ECMPA.AS Sharpe Ratio is 0.60, which is lower than the INVR.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ECMPA.AS and INVR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ECMPA.ASINVR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.62

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

2.02

-1.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.58

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.12

-0.02

Correlation

The correlation between ECMPA.AS and INVR.L is 0.05, 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

ECMPA.AS vs. INVR.L - Dividend Comparison

ECMPA.AS's dividend yield for the trailing twelve months is around 7.05%, less than INVR.L's 8.26% yield.


TTM20252024202320222021202020192018201720162015
ECMPA.AS
Eurocommercial Properties N.V.
7.05%6.91%7.66%7.21%6.73%2.62%0.00%8.05%7.36%5.34%5.18%4.54%
INVR.L
Investec PLC
8.26%8.49%10.78%9.43%3.25%2.19%3.80%3.52%2.83%2.24%2.78%2.83%

Drawdowns

ECMPA.AS vs. INVR.L - Drawdown Comparison

The maximum ECMPA.AS drawdown since its inception was -77.10%, smaller than the maximum INVR.L drawdown of -83.85%. Use the drawdown chart below to compare losses from any high point for ECMPA.AS and INVR.L.


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Drawdown Indicators


ECMPA.ASINVR.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.10%

-78.07%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-3.45%

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

-18.87%

-17.50%

Max Drawdown (10Y)

Largest decline over 10 years

-77.10%

-37.82%

-39.28%

Current Drawdown

Current decline from peak

-8.26%

-1.12%

-7.14%

Average Drawdown

Average peak-to-trough decline

-24.29%

-14.02%

-10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

1.80%

+4.52%

Volatility

ECMPA.AS vs. INVR.L - Volatility Comparison

Eurocommercial Properties N.V. (ECMPA.AS) has a higher volatility of 8.51% compared to Investec PLC (INVR.L) at 1.06%. This indicates that ECMPA.AS's price experiences larger fluctuations and is considered to be riskier than INVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECMPA.ASINVR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

1.06%

+7.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

4.94%

+8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

8.12%

+11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

9.98%

+15.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.11%

12.10%

+20.01%

Financials

ECMPA.AS vs. INVR.L - Financials Comparison

This section allows you to compare key financial metrics between Eurocommercial Properties N.V. and Investec 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


Please note, different currencies. ECMPA.AS values in EUR, INVR.L values in GBp