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

Performance

GRP.IR vs. SGPYY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Greencoat Renewables PLC (GRP.IR) and Sage Group PLC ADR (SGPYY). 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 SGPYY is traded in USD. To make them comparable, the SGPYY 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 higher than SGPYY's -16.62% 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*

SGPYY

1D
-0.95%
1M
-1.36%
YTD
-16.62%
6M
-15.96%
1Y
-30.41%
3Y*
2.24%
5Y*
7.59%
10Y*
4.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRP.IR vs. SGPYY - 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%
SGPYY
Sage Group PLC ADR
-16.62%-18.18%15.10%65.49%-18.04%62.58%-24.65%36.21%-24.26%19.21%

Correlation

The correlation between GRP.IR and SGPYY 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

-0.00

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

0.05

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

0.07

The correlation between GRP.IR and SGPYY shifts across timeframes, from -0.00 (3 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GRP.IR vs. SGPYY — Risk / Return Rank

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

GRP.IR

SGPYY
SGPYY Risk / Return Rank: 99
Overall Rank
SGPYY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SGPYY Sortino Ratio Rank: 77
Sortino Ratio Rank
SGPYY Omega Ratio Rank: 88
Omega Ratio Rank
SGPYY Calmar Ratio Rank: 1313
Calmar Ratio Rank
SGPYY Martin Ratio Rank: 1111
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. SGPYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greencoat Renewables PLC (GRP.IR) and Sage Group PLC ADR (SGPYY). 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.IRSGPYYDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.82

Calmar ratioReturn relative to maximum drawdown

-0.77

Martin ratioReturn relative to average drawdown

-1.35

GRP.IR vs. SGPYY - Sharpe Ratio Comparison

The current GRP.IR Sharpe Ratio is 1.00, which is higher than the SGPYY Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of GRP.IR and SGPYY, 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.IRSGPYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

-1.06

+2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.28

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.28

-0.26

Drawdowns

GRP.IR vs. SGPYY - Drawdown Comparison

The maximum GRP.IR drawdown since its inception was -35.60%, smaller than the maximum SGPYY drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for GRP.IR and SGPYY.


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Drawdown Indicators


GRP.IRSGPYYDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-54.56%

+18.96%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-39.50%

+39.50%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-43.45%

+14.66%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-43.45%

+7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

Current Drawdown

Current decline from peak

-34.59%

-35.70%

+1.11%

Average Drawdown

Average peak-to-trough decline

-12.16%

-13.99%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

22.64%

-22.64%

Volatility

GRP.IR vs. SGPYY - Volatility Comparison

The current volatility for Greencoat Renewables PLC (GRP.IR) is 0.13%, while Sage Group PLC ADR (SGPYY) has a volatility of 12.84%. This indicates that GRP.IR experiences smaller price fluctuations and is considered to be less risky than SGPYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRP.IRSGPYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

12.84%

-12.71%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

25.34%

-25.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.13%

28.97%

-28.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

27.49%

-11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

29.54%

-10.87%

Dividends

GRP.IR vs. SGPYY - Dividend Comparison

GRP.IR has not paid dividends to shareholders, while SGPYY's dividend yield for the trailing twelve months is around 2.59%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
SGPYY
Sage Group PLC ADR
2.59%1.87%1.57%1.50%2.59%1.88%2.37%1.86%2.45%1.47%4.60%1.88%

Financials

GRP.IR vs. SGPYY - Financials Comparison

This section allows you to compare key financial metrics between Greencoat Renewables PLC and Sage Group PLC ADR. 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, SGPYY values in USD

Frequently Asked Questions


GRP.IR and SGPYY 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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