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GRID.L vs. UKW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GRID.L vs. UKW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Gresham House Energy Storage Fund plc (GRID.L) and Greencoat UK Wind (UKW.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, GRID.L achieves a 5.84% return, which is significantly lower than UKW.L's 11.30% return.


GRID.L

1D
0.48%
1M
10.03%
YTD
5.84%
6M
0.97%
1Y
16.33%
3Y*
-17.61%
5Y*
-4.61%
10Y*

UKW.L

1D
0.49%
1M
7.70%
YTD
11.30%
6M
11.42%
1Y
-1.72%
3Y*
-3.39%
5Y*
2.16%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRID.L vs. UKW.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GRID.L
Gresham House Energy Storage Fund plc
5.84%71.94%-57.89%-28.66%29.65%23.06%10.83%7.94%0.00%
UKW.L
Greencoat UK Wind
11.30%-15.75%-8.61%5.42%13.59%10.52%-6.21%25.43%-0.00%

Correlation

The correlation between GRID.L and UKW.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.15

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2018

0.14

Fundamentals

EPS

GRID.L:

-£0.33

UKW.L:

-£0.11

Total Revenue (TTM)

GRID.L:

-£87.41M

UKW.L:

£459.76M

Gross Profit (TTM)

GRID.L:

-£87.41M

UKW.L:

£400.59M

EBITDA (TTM)

GRID.L:

£23.35M

UKW.L:

-£101.83M

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Return for Risk

GRID.L vs. UKW.L — Risk / Return Rank

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

GRID.L
GRID.L Risk / Return Rank: 6464
Overall Rank
GRID.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GRID.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
GRID.L Omega Ratio Rank: 6363
Omega Ratio Rank
GRID.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
GRID.L Martin Ratio Rank: 6060
Martin Ratio Rank

UKW.L
UKW.L Risk / Return Rank: 3636
Overall Rank
UKW.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UKW.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
UKW.L Omega Ratio Rank: 3131
Omega Ratio Rank
UKW.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
UKW.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.

GRID.L vs. UKW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gresham House Energy Storage Fund plc (GRID.L) and Greencoat UK Wind (UKW.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.


GRID.LUKW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.18

1.01

+0.18

Calmar ratioReturn relative to maximum drawdown

1.04

-0.06

+1.10

Martin ratioReturn relative to average drawdown

2.00

-0.09

+2.09

GRID.L vs. UKW.L - Sharpe Ratio Comparison

The current GRID.L Sharpe Ratio is 0.90, which is higher than the UKW.L Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of GRID.L and UKW.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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Sharpe Ratios by Period


GRID.LUKW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.07

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.11

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.39

-0.37

Drawdowns

GRID.L vs. UKW.L - Drawdown Comparison

The maximum GRID.L drawdown since its inception was -77.30%, which is greater than UKW.L's maximum drawdown of -32.44%. Use the drawdown chart below to compare losses from any high point for GRID.L and UKW.L.


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Drawdown Indicators


GRID.LUKW.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.30%

-32.44%

-44.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-22.32%

+6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-74.43%

-27.01%

-47.42%

Max Drawdown (5Y)

Largest decline over 5 years

-77.30%

-28.40%

-48.90%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

Current Drawdown

Current decline from peak

-50.37%

-17.09%

-33.28%

Average Drawdown

Average peak-to-trough decline

-24.07%

-5.75%

-18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.16%

14.98%

-6.82%

Volatility

GRID.L vs. UKW.L - Volatility Comparison

Gresham House Energy Storage Fund plc (GRID.L) and Greencoat UK Wind (UKW.L) have volatilities of 5.33% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRID.LUKW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.47%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

14.77%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.08%

19.95%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.79%

18.99%

+10.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

17.64%

+7.05%

Dividends

GRID.L vs. UKW.L - Dividend Comparison

GRID.L's dividend yield for the trailing twelve months is around 0.13%, less than UKW.L's 10.10% yield.


PositionTTM20252024202320222021202020192018201720162015
GRID.L
Gresham House Energy Storage Fund plc
0.13%0.14%0.00%6.66%4.33%5.36%5.56%3.26%0.00%0.00%0.00%0.00%
UKW.L
Greencoat UK Wind
10.10%10.47%8.56%5.61%4.99%5.09%5.26%4.58%5.31%5.26%5.29%7.21%

Financials

GRID.L vs. UKW.L - Financials Comparison

This section allows you to compare key financial metrics between Gresham House Energy Storage Fund plc and Greencoat UK Wind. 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


-100.00M0.00100.00M200.00M300.00M20212022202320242025
31.64M
180.82M
(GRID.L) Total Revenue
(UKW.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


GRID.L and UKW.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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