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EXPN.L vs. SRLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXPN.L vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Experian plc (EXPN.L) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

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EXPN.L vs. SRLN - 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%
SRLN
SPDR Blackstone Senior Loan ETF
0.60%-0.84%10.33%6.04%5.96%5.48%0.10%5.84%5.23%-5.55%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, EXPN.L achieves a -22.57% return, which is significantly lower than SRLN's 0.60% return. Over the past 10 years, EXPN.L has outperformed SRLN with an annualized return of 9.16%, while SRLN has yielded a comparatively lower 5.33% 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%

SRLN

1D
0.76%
1M
2.61%
YTD
0.60%
6M
2.13%
1Y
3.92%
3Y*
5.28%
5Y*
5.47%
10Y*
5.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EXPN.L vs. SRLN — 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

SRLN
SRLN Risk / Return Rank: 6868
Overall Rank
SRLN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 7373
Sortino Ratio Rank
SRLN Omega Ratio Rank: 8484
Omega Ratio Rank
SRLN Calmar Ratio Rank: 5858
Calmar Ratio Rank
SRLN Martin Ratio Rank: 5454
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. SRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Experian plc (EXPN.L) and SPDR Blackstone Senior Loan ETF (SRLN). 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.LSRLNDifference

Sharpe ratio

Return per unit of total volatility

-0.95

0.51

-1.46

Sortino ratio

Return per unit of downside risk

-1.27

0.74

-2.02

Omega ratio

Gain probability vs. loss probability

0.85

1.09

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.60

0.66

-1.25

Martin ratio

Return relative to average drawdown

-1.35

1.45

-2.80

EXPN.L vs. SRLN - Sharpe Ratio Comparison

The current EXPN.L Sharpe Ratio is -0.95, which is lower than the SRLN Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EXPN.L and SRLN, 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.LSRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

0.51

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.66

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.52

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.49

-0.12

Correlation

The correlation between EXPN.L and SRLN is 0.11, 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

EXPN.L vs. SRLN - Dividend Comparison

EXPN.L's dividend yield for the trailing twelve months is around 1.83%, less than SRLN's 7.69% 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%
SRLN
SPDR Blackstone Senior Loan ETF
7.69%7.67%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%

Drawdowns

EXPN.L vs. SRLN - Drawdown Comparison

The maximum EXPN.L drawdown since its inception was -56.26%, which is greater than SRLN's maximum drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for EXPN.L and SRLN.


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Drawdown Indicators


EXPN.LSRLNDifference

Max Drawdown

Largest peak-to-trough decline

-56.26%

-22.29%

-33.97%

Max Drawdown (1Y)

Largest decline over 1 year

-41.63%

-3.26%

-38.37%

Max Drawdown (5Y)

Largest decline over 5 years

-41.63%

-7.93%

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-22.29%

-19.34%

Current Drawdown

Current decline from peak

-36.30%

-1.60%

-34.70%

Average Drawdown

Average peak-to-trough decline

-10.87%

-1.11%

-9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.52%

0.93%

+17.59%

Volatility

EXPN.L vs. SRLN - Volatility Comparison

Experian plc (EXPN.L) has a higher volatility of 7.42% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 2.53%. This indicates that EXPN.L's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXPN.LSRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

2.53%

+4.89%

Volatility (6M)

Calculated over the trailing 6-month period

21.28%

5.01%

+16.27%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

7.76%

+21.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

8.31%

+16.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

10.25%

+14.73%