GCP.L vs. NESF.L
Compare and contrast key facts about GCP Infrastructure Investments Limited (GCP.L) and NextEnergy Solar Fund Ltd (NESF.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GCP.L or NESF.L.
Key characteristics
| GCP.L | NESF.L | |
|---|---|---|
| YTD Return | 9.12% | -13.65% |
| 1Y Return | 12.72% | -6.59% |
| 3Y Return (Ann) | -5.32% | -2.05% |
| 5Y Return (Ann) | -4.29% | -2.42% |
| 10Y Return (Ann) | 1.87% | 1.63% |
| Sharpe Ratio | 0.53 | -0.50 |
| Sortino Ratio | 0.88 | -0.62 |
| Omega Ratio | 1.11 | 0.93 |
| Calmar Ratio | 0.28 | -0.26 |
| Martin Ratio | 2.24 | -0.72 |
| Ulcer Index | 4.62% | 12.34% |
| Daily Std Dev | 20.55% | 17.77% |
| Max Drawdown | -44.22% | -34.88% |
| Current Drawdown | -24.98% | -28.09% |
Fundamentals
| GCP.L | NESF.L | |
|---|---|---|
| Market Cap | £618.75M | £444.28M |
| EPS | -£1.74 | £0.01 |
| Total Revenue (TTM) | £19.92M | £12.00M |
| Gross Profit (TTM) | £15.73M | £12.00M |
| EBITDA (TTM) | -£4.35M | -£4.99M |
Correlation
The correlation between GCP.L and NESF.L is 0.47, 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.
Performance
GCP.L vs. NESF.L - Performance Comparison
In the year-to-date period, GCP.L achieves a 9.12% return, which is significantly higher than NESF.L's -13.65% return. Over the past 10 years, GCP.L has outperformed NESF.L with an annualized return of 1.87%, while NESF.L has yielded a comparatively lower 1.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GCP.L vs. NESF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GCP Infrastructure Investments Limited (GCP.L) and NextEnergy Solar Fund Ltd (NESF.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.
Dividends
GCP.L vs. NESF.L - Dividend Comparison
GCP.L's dividend yield for the trailing twelve months is around 9.78%, less than NESF.L's 14.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCP.L GCP Infrastructure Investments Limited | 9.78% | 9.72% | 6.86% | 6.46% | 6.97% | 5.77% | 4.50% | 5.89% | 6.18% | 6.33% | 6.22% | 6.74% |
NESF.L NextEnergy Solar Fund Ltd | 14.24% | 8.58% | 6.60% | 6.99% | 6.53% | 5.45% | 5.69% | 146.26% | 582.83% | 550.24% | 253.01% | 0.00% |
Drawdowns
GCP.L vs. NESF.L - Drawdown Comparison
The maximum GCP.L drawdown since its inception was -44.22%, which is greater than NESF.L's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for GCP.L and NESF.L. For additional features, visit the drawdowns tool.
Volatility
GCP.L vs. NESF.L - Volatility Comparison
The current volatility for GCP Infrastructure Investments Limited (GCP.L) is 5.19%, while NextEnergy Solar Fund Ltd (NESF.L) has a volatility of 6.34%. This indicates that GCP.L experiences smaller price fluctuations and is considered to be less risky than NESF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GCP.L vs. NESF.L - Financials Comparison
This section allows you to compare key financial metrics between GCP Infrastructure Investments Limited and NextEnergy Solar Fund 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.
Total Revenue: Total amount of money received from sales and other business activities