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GRP.IR vs. GLEN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

GRP.IR vs. GLEN.L

Last updated Jun 5, 2026

GRP.IR (Greencoat Renewables PLC) and GLEN.L (Glencore plc) are both stocks. GRP.IR operates in Utilities - Renewable (Utilities), while GLEN.L operates in Other Industrial Metals & Mining (Basic Materials). Over the past 5 years, GRP.IR returned -4.95%/yr vs 18.91%/yr for GLEN.L. At a 0.04 correlation, their price movements are largely independent.

Performance

GRP.IR vs. GLEN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Greencoat Renewables PLC (GRP.IR) and Glencore plc (GLEN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GRP.IR is traded in EUR, while GLEN.L is traded in GBp. To make them comparable, the GLEN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GRP.IR achieves a 0.13% return, which is significantly lower than GLEN.L's 49.41% return.

GRP.IR

1D
0.13%
1M
0.13%
YTD
0.13%
6M
0.13%
1Y
0.13%
3Y*
-9.56%
5Y*
-4.95%
10Y*
—

GLEN.L

1D
0.77%
1M
5.66%
YTD
49.41%
6M
60.43%
1Y
106.07%
3Y*
15.03%
5Y*
18.91%
10Y*
19.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRP.IR vs. GLEN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GRP.IR
Greencoat Renewables PLC		0.13%-6.32%-19.00%-6.46%6.81%1.25%3.48%21.38%3.10%1.90%
GLEN.L
Glencore plc		49.41%12.17%-19.67%-4.12%49.03%77.85%-6.38%-9.03%-22.85%26.26%

Correlation

The correlation between GRP.IR and GLEN.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.00

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2017

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Greencoat Renewables PLC

Glencore plc

Often compared with GRP.IR:
GRP.IR vs. SPYGRP.IR vs. UKW.LGRP.IR vs. GAW.LGRP.IR vs. BP.LGRP.IR vs. HSBA.LGRP.IR vs. BT-A.LGRP.IR vs. RIO
Often compared with GLEN.L:
GLEN.L vs. RIOGLEN.L vs. VALEGLEN.L vs. BA.LGLEN.L vs. KOGLEN.L vs. GSKGLEN.L vs. WMAT.ASGLEN.L vs. NWG

Return for Risk

GRP.IR vs. GLEN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GRP.IR
GLEN.L
GLEN.L Risk / Return Rank: 9696
Overall Rank
GLEN.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GLEN.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLEN.L Omega Ratio Rank: 9595
Omega Ratio Rank
GLEN.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
GLEN.L Martin Ratio Rank: 9797
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.

GRP.IR vs. GLEN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greencoat Renewables PLC (GRP.IR) and Glencore plc (GLEN.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.

GRP.IRGLEN.LDifference
Sharpe ratioReturn per unit of total volatility
1.00
3.33

-2.34

Sortino ratioReturn per unit of downside risk

—

4.13

—

Omega ratioGain probability vs. loss probability

—

1.53

—

Calmar ratioReturn relative to maximum drawdown

—

7.45

—

Martin ratioReturn relative to average drawdown

—

24.28

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GRP.IR vs. GLEN.L - Sharpe Ratio Comparison

The current GRP.IR Sharpe Ratio is 1.00, which is lower than the GLEN.L Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of GRP.IR and GLEN.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

GRP.IRGLEN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

3.33

-2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.57

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.08

-0.07

Drawdowns

GRP.IR vs. GLEN.L - Drawdown Comparison

The maximum GRP.IR drawdown since its inception was -35.60%, smaller than the maximum GLEN.L drawdown of -84.61%. Use the drawdown chart below to compare losses from any high point for GRP.IR and GLEN.L.

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Drawdown Indicators

GRP.IRGLEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-84.61%

+49.01%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-14.17%

+14.17%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-53.76%

+24.97%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-54.28%

+18.68%

Max Drawdown (10Y)

Largest decline over 10 years

—

-71.59%

—

Current Drawdown

Current decline from peak

-34.59%

-3.35%

-31.24%

Average Drawdown

Average peak-to-trough decline

-12.16%

-33.21%

+21.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.32%

-4.32%

Volatility

GRP.IR vs. GLEN.L - Volatility Comparison

The current volatility for Greencoat Renewables PLC (GRP.IR) is 0.13%, while Glencore plc (GLEN.L) has a volatility of 10.06%. This indicates that GRP.IR experiences smaller price fluctuations and is considered to be less risky than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GRP.IRGLEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

10.06%

-9.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

22.65%

-22.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.13%

31.70%

-31.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

33.32%

-17.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

36.83%

-18.16%

Dividends

GRP.IR vs. GLEN.L - Dividend Comparison

GRP.IR has not paid dividends to shareholders, while GLEN.L's dividend yield for the trailing twelve months is around 1.68%.

PositionTTM202520242023202220212020201920182017
GLEN.L
Glencore plc		1.68%1.84%2.87%8.72%5.58%3.08%0.00%6.70%5.16%1.37%
GRP.IR
Greencoat Renewables PLC		0.00%0.00%0.00%4.68%5.42%5.41%5.20%5.08%6.90%0.00%

Financials

GRP.IR vs. GLEN.L - Financials Comparison

This section allows you to compare key financial metrics between Greencoat Renewables PLC and Glencore plc. 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

Please note, different currencies. GRP.IR values in EUR, GLEN.L values in GBp

Frequently Asked Questions

GRP.IR and GLEN.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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