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

Performance

GCP.L vs. DUKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in GCP Infrastructure Investments Limited (GCP.L) and Duke Royalty Ltd (DUKE.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, GCP.L achieves a 16.21% return, which is significantly higher than DUKE.L's 4.50% return. Over the past 10 years, GCP.L has outperformed DUKE.L with an annualized return of 3.37%, while DUKE.L has yielded a comparatively lower 1.65% annualized return.


GCP.L

1D
0.00%
1M
4.83%
6M
17.95%
YTD
16.21%
1Y
18.17%
3Y*
11.15%
5Y*
3.73%
10Y*
3.37%
ALL TIME*
6.08%

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

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


2026 (YTD)202520242023202220212020201920182017
GCP.L
GCP Infrastructure Investments Limited
16.21%15.63%7.89%-22.98%0.44%6.30%-11.70%9.93%5.00%11.41%
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%

Correlation

The correlation between GCP.L and DUKE.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.07

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

0.06

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

0.07

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

0.05

Fundamentals

Market Cap

GCP.L:

£650.01M

DUKE.L:

£134.69M

EPS

GCP.L:

£0.04

DUKE.L:

£0.03

PE Ratio

GCP.L:

18.61

DUKE.L:

10.48

PEG Ratio

GCP.L:

9.66

DUKE.L:

0.17

PS Ratio

GCP.L:

4.11

DUKE.L:

3.12

Total Revenue (TTM)

GCP.L:

£171.59M

DUKE.L:

£43.66M

Gross Profit (TTM)

GCP.L:

£97.24M

DUKE.L:

£34.79M

EBITDA (TTM)

GCP.L:

£45.35M

DUKE.L:

£31.33M

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Return for Risk

GCP.L vs. DUKE.L — Risk / Return Rank

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

GCP.L
GCP.L Risk / Return Rank: 7777
Overall Rank
GCP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GCP.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
GCP.L Omega Ratio Rank: 7373
Omega Ratio Rank
GCP.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
GCP.L Martin Ratio Rank: 7575
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for GCP Infrastructure Investments Limited (GCP.L) and Duke Royalty Ltd (DUKE.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.


GCP.LDUKE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.21

0.99

+0.22

Calmar ratioReturn relative to maximum drawdown

1.96

-0.20

+2.16

Martin ratioReturn relative to average drawdown

3.82

-0.34

+4.16

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

The current GCP.L Sharpe Ratio is 1.23, which is higher than the DUKE.L Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of GCP.L and DUKE.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

GCP.L vs. DUKE.L - Drawdown Comparison

The maximum GCP.L drawdown since its inception was -44.22%, smaller than the maximum DUKE.L drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for GCP.L and DUKE.L.


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Drawdown Indicators


GCP.LDUKE.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-98.28%

+54.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-13.88%

+4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-20.46%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-44.22%

-35.42%

-8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-64.54%

+20.32%

Current Drawdown

Current decline from peak

-1.55%

-95.39%

+93.84%

Average Drawdown

Average peak-to-trough decline

-7.93%

-89.99%

+82.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

6.62%

-1.87%

Volatility

GCP.L vs. DUKE.L - Volatility Comparison

The current volatility for GCP Infrastructure Investments Limited (GCP.L) is 4.80%, while Duke Royalty Ltd (DUKE.L) has a volatility of 6.77%. This indicates that GCP.L experiences smaller price fluctuations and is considered to be less risky than DUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCP.LDUKE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

6.77%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

14.44%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

20.56%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

25.73%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.66%

31.32%

-10.66%

Dividends

GCP.L vs. DUKE.L - Dividend Comparison

GCP.L's dividend yield for the trailing twelve months is around 8.48%, less than DUKE.L's 10.47% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
GCP.L
GCP Infrastructure Investments Limited
8.48%9.41%9.89%9.72%6.86%6.46%6.97%5.77%5.97%5.89%6.18%6.33%

Financials

GCP.L vs. DUKE.L - Financials Comparison

This section allows you to compare key financial metrics between GCP Infrastructure Investments Limited and Duke Royalty Ltd. 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


10.00M20.00M30.00M40.00M50.00M20222023202420252026
49.13M
14.74M
(GCP.L) Total Revenue
(DUKE.L) Total Revenue
Values in GBP except per share items

Frequently Asked Questions


GCP.L and DUKE.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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