GGP.L vs. WSTCX

Last updated Jul 21, 2026

GGP.L (Greatland Gold plc) is a stock, while WSTCX (Delaware Ivy Science and Technology Fund) is Technology Equities fund managed by Ivy Funds. Over the past 10 years, GGP.L returned 57.89%/yr vs 26.34%/yr for WSTCX. At a 0.03 correlation, their price movements are largely independent.

Performance

GGP.L vs. WSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Greatland Gold plc (GGP.L) and Delaware Ivy Science and Technology Fund (WSTCX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, GGP.L achieves a 1.57% return, which is significantly lower than WSTCX's 30.61% return. Over the past 10 years, GGP.L has outperformed WSTCX with an annualized return of 57.89%, while WSTCX has yielded a comparatively lower 26.34% annualized return.

GGP.L

• 1D: 2.62%
• 1M: -26.36%
• 6M: -16.78%
• YTD: 1.57%
• 1Y: 64.44%
• 3Y*: 55.07%
• 5Y*: 6.86%
• 10Y*: 57.89%
• ALL TIME*: 13.58%

WSTCX

• 1D: -1.37%
• 1M: -11.91%
• 6M: 21.59%
• YTD: 30.61%
• 1Y: 45.89%
• 3Y*: 57.36%
• 5Y*: 29.81%
• 10Y*: 26.34%
• ALL TIME*: 20.07%

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

GGP.L vs. WSTCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GGP.L Greatland Gold plc	1.57%	309.83%	-35.50%	23.25%	-50.00%	-56.64%	1,950.00%	-0.55%	-3.21%	1,000.00%
WSTCX Delaware Ivy Science and Technology Fund	30.61%	23.39%	121.62%	32.22%	-25.28%	13.86%	31.12%	43.54%	-0.39%	20.39%

Correlation

The correlation between GGP.L and WSTCX 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	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007	0.03

The correlation between GGP.L and WSTCX shifts across timeframes, from 0.03 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

GGP.L vs. WSTCX — Risk / Return Rank

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

GGP.L

GGP.L Risk / Return Rank: 75
GGP.L Sharpe Ratio Rank: 76
GGP.L Sortino Ratio Rank: 73
GGP.L Omega Ratio Rank: 72
GGP.L Calmar Ratio Rank: 77
GGP.L Martin Ratio Rank: 78

WSTCX

WSTCX Risk / Return Rank: 57
WSTCX Sharpe Ratio Rank: 56
WSTCX Sortino Ratio Rank: 46
WSTCX Omega Ratio Rank: 49
WSTCX Calmar Ratio Rank: 75
WSTCX Martin Ratio Rank: 59

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.

GGP.L vs. WSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greatland Gold plc (GGP.L) and Delaware Ivy Science and Technology Fund (WSTCX). 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.

	GGP.L	WSTCX	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.74	-0.75
Sortino ratio: Return per unit of downside risk	1.61	2.23	-0.63
Omega ratio: Gain probability vs. loss probability	1.21	1.30	-0.09
Calmar ratio: Return relative to maximum drawdown	1.83	3.57	-1.74
Martin ratio: Return relative to average drawdown	4.47	10.28	-5.80

GGP.L vs. WSTCX - Sharpe Ratio Comparison

The current GGP.L Sharpe Ratio is 0.99, which is lower than the WSTCX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of GGP.L and WSTCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GGP.L vs. WSTCX - Drawdown Comparison

The maximum GGP.L drawdown since its inception was -98.49%, which is greater than WSTCX's maximum drawdown of -56.20%. Use the drawdown chart below to compare losses from any high point for GGP.L and WSTCX.

Drawdown Indicators

	GGP.L	WSTCX	Difference
Max Drawdown Largest peak-to-trough decline	-98.49%	-56.20%	-42.29%
Max Drawdown (1Y) Largest decline over 1 year	-35.05%	-12.91%	-22.14%
Max Drawdown (3Y) Largest decline over 3 years	-55.65%	-45.42%	-10.23%
Max Drawdown (5Y) Largest decline over 5 years	-76.50%	-56.20%	-20.30%
Max Drawdown (10Y) Largest decline over 10 years	-86.35%	-56.20%	-30.15%
Current Drawdown Current decline from peak	-33.35%	-11.91%	-21.44%
Average Drawdown Average peak-to-trough decline	-65.18%	-11.95%	-53.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.36%	4.47%	+9.89%

Volatility

GGP.L vs. WSTCX - Volatility Comparison

Greatland Gold plc (GGP.L) has a higher volatility of 14.00% compared to Delaware Ivy Science and Technology Fund (WSTCX) at 10.10%. This indicates that GGP.L's price experiences larger fluctuations and is considered to be riskier than WSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGP.L	WSTCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.00%	10.10%	+3.90%
Volatility (6M) Calculated over the trailing 6-month period	44.67%	21.57%	+23.10%
Volatility (1Y) Calculated over the trailing 1-year period	64.88%	26.56%	+38.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	65.21%	73.97%	-8.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.90%	54.78%	+36.12%

Dividends

GGP.L vs. WSTCX - Dividend Comparison

GGP.L has not paid dividends to shareholders, while WSTCX's dividend yield for the trailing twelve months is around 10.24%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GGP.L Greatland Gold plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WSTCX Delaware Ivy Science and Technology Fund	10.24%	13.35%	81.76%	21.98%	57.60%	61.50%	11.27%	13.85%	16.72%	7.61%	0.00%	2.85%

Frequently Asked Questions

Can I hold both GGP.L and WSTCX in my portfolio?

GGP.L and WSTCX 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.