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EXPN.L vs. LSEG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

EXPN.L vs. LSEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Experian plc (EXPN.L) and London Stock Exchange Group plc (LSEG.L). The values are adjusted to include any dividend payments, if applicable.

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EXPN.L vs. LSEG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXPN.L
Experian plc
-22.57%-1.12%9.03%15.56%-21.28%32.39%10.32%36.22%18.65%5.36%
LSEG.L
London Stock Exchange Group plc
-0.36%-19.64%23.26%31.78%4.28%-22.30%17.31%92.96%8.43%31.87%

Fundamentals

Total Revenue (TTM)

EXPN.L:

£14.74B

LSEG.L:

£18.17B

Gross Profit (TTM)

EXPN.L:

£3.64B

LSEG.L:

£8.45B

EBITDA (TTM)

EXPN.L:

£4.90B

LSEG.L:

£7.44B

Returns By Period

In the year-to-date period, EXPN.L achieves a -22.57% return, which is significantly lower than LSEG.L's -0.36% return. Over the past 10 years, EXPN.L has underperformed LSEG.L with an annualized return of 9.16%, while LSEG.L has yielded a comparatively higher 13.71% annualized return.


EXPN.L

1D
-1.78%
1M
-3.10%
YTD
-22.57%
6M
-26.02%
1Y
-27.33%
3Y*
0.54%
5Y*
1.78%
10Y*
9.16%

LSEG.L

1D
1.11%
1M
4.30%
YTD
-0.36%
6M
3.60%
1Y
-22.93%
3Y*
6.24%
5Y*
5.59%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EXPN.L vs. LSEG.L — Risk / Return Rank

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

EXPN.L
EXPN.L Risk / Return Rank: 1010
Overall Rank
EXPN.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EXPN.L Sortino Ratio Rank: 77
Sortino Ratio Rank
EXPN.L Omega Ratio Rank: 88
Omega Ratio Rank
EXPN.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXPN.L Martin Ratio Rank: 1212
Martin Ratio Rank

LSEG.L
LSEG.L Risk / Return Rank: 1414
Overall Rank
LSEG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LSEG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
LSEG.L Omega Ratio Rank: 1212
Omega Ratio Rank
LSEG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
LSEG.L Martin Ratio Rank: 1919
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.

EXPN.L vs. LSEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Experian plc (EXPN.L) and London Stock Exchange Group plc (LSEG.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.


EXPN.LLSEG.LDifference

Sharpe ratio

Return per unit of total volatility

-0.95

-0.70

-0.24

Sortino ratio

Return per unit of downside risk

-1.27

-0.84

-0.43

Omega ratio

Gain probability vs. loss probability

0.85

0.88

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.60

-0.62

+0.02

Martin ratio

Return relative to average drawdown

-1.35

-1.13

-0.22

EXPN.L vs. LSEG.L - Sharpe Ratio Comparison

The current EXPN.L Sharpe Ratio is -0.95, which is lower than the LSEG.L Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of EXPN.L and LSEG.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


EXPN.LLSEG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

-0.70

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.24

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.54

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.12

Correlation

The correlation between EXPN.L and LSEG.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EXPN.L vs. LSEG.L - Dividend Comparison

EXPN.L's dividend yield for the trailing twelve months is around 1.83%, more than LSEG.L's 1.52% yield.


TTM20252024202320222021202020192018201720162015
EXPN.L
Experian plc
1.83%1.41%1.34%1.36%1.47%0.94%1.34%1.45%1.76%1.34%1.99%2.83%
LSEG.L
London Stock Exchange Group plc
1.52%1.52%1.07%1.20%1.43%1.11%0.81%0.82%1.34%1.20%1.28%0.86%

Drawdowns

EXPN.L vs. LSEG.L - Drawdown Comparison

The maximum EXPN.L drawdown since its inception was -56.26%, smaller than the maximum LSEG.L drawdown of -80.59%. Use the drawdown chart below to compare losses from any high point for EXPN.L and LSEG.L.


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Drawdown Indicators


EXPN.LLSEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.26%

-80.59%

+24.33%

Max Drawdown (1Y)

Largest decline over 1 year

-41.63%

-38.52%

-3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-41.63%

-39.94%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-39.94%

-1.69%

Current Drawdown

Current decline from peak

-36.30%

-25.29%

-11.01%

Average Drawdown

Average peak-to-trough decline

-10.87%

-19.47%

+8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.52%

20.80%

-2.28%

Volatility

EXPN.L vs. LSEG.L - Volatility Comparison

The current volatility for Experian plc (EXPN.L) is 7.42%, while London Stock Exchange Group plc (LSEG.L) has a volatility of 8.05%. This indicates that EXPN.L experiences smaller price fluctuations and is considered to be less risky than LSEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXPN.LLSEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

8.05%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

21.28%

25.29%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

32.45%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

23.63%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

25.40%

-0.42%

Financials

EXPN.L vs. LSEG.L - Financials Comparison

This section allows you to compare key financial metrics between Experian plc and London Stock Exchange Group 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


3.00B3.50B4.00B4.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.97B
4.66B
(EXPN.L) Total Revenue
(LSEG.L) Total Revenue
Values in GBp except per share items