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

Performance

GRP.IR vs. TSCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Greencoat Renewables PLC (GRP.IR) and Tesco PLC (TSCO.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 TSCO.L is traded in GBp. To make them comparable, the TSCO.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 16.47% return, which is significantly higher than TSCO.L's 5.98% return.


GRP.IR

1D
-0.13%
1M
1.30%
YTD
16.47%
6M
9.76%
1Y
8.84%
3Y*
-3.25%
5Y*
-0.74%
10Y*

TSCO.L

1D
-0.11%
1M
-0.67%
YTD
5.98%
6M
4.17%
1Y
16.93%
3Y*
24.16%
5Y*
19.49%
10Y*
14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GRP.IR
Greencoat Renewables PLC
16.47%-8.55%-12.91%-4.00%6.34%1.68%3.46%20.86%3.10%1.90%
TSCO.L
Tesco PLC
5.98%17.96%38.14%37.65%-22.97%38.80%-10.51%46.94%-8.83%20.29%

Correlation

The correlation between GRP.IR and TSCO.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.13

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2017

0.07

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Return for Risk

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

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

GRP.IR
GRP.IR Risk / Return Rank: 5555
Overall Rank
GRP.IR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GRP.IR Sortino Ratio Rank: 5151
Sortino Ratio Rank
GRP.IR Omega Ratio Rank: 5151
Omega Ratio Rank
GRP.IR Calmar Ratio Rank: 5959
Calmar Ratio Rank
GRP.IR Martin Ratio Rank: 5959
Martin Ratio Rank

TSCO.L
TSCO.L Risk / Return Rank: 6868
Overall Rank
TSCO.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 6363
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7171
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. TSCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greencoat Renewables PLC (GRP.IR) and Tesco PLC (TSCO.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.IRTSCO.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.73

1.39

-0.66

Martin ratioReturn relative to average drawdown

1.59

3.42

-1.83

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

The current GRP.IR Sharpe Ratio is 0.45, which is lower than the TSCO.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of GRP.IR and TSCO.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.IRTSCO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.78

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.93

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.09

+0.04

Drawdowns

GRP.IR vs. TSCO.L - Drawdown Comparison

The maximum GRP.IR drawdown since its inception was -33.07%, smaller than the maximum TSCO.L drawdown of -67.02%. Use the drawdown chart below to compare losses from any high point for GRP.IR and TSCO.L.


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Drawdown Indicators


GRP.IRTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.07%

-67.02%

+33.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-12.13%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-25.72%

-23.77%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.07%

-35.90%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

Current Drawdown

Current decline from peak

-18.40%

-6.56%

-11.84%

Average Drawdown

Average peak-to-trough decline

-10.32%

-36.09%

+25.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

4.94%

+0.59%

Volatility

GRP.IR vs. TSCO.L - Volatility Comparison

Greencoat Renewables PLC (GRP.IR) has a higher volatility of 8.05% compared to Tesco PLC (TSCO.L) at 7.21%. This indicates that GRP.IR's price experiences larger fluctuations and is considered to be riskier than TSCO.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.IRTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

7.21%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

16.97%

17.14%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

21.77%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

21.03%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

23.87%

-3.48%

Dividends

GRP.IR vs. TSCO.L - Dividend Comparison

GRP.IR's dividend yield for the trailing twelve months is around 8.93%, more than TSCO.L's 3.19% yield.


PositionTTM202520242023202220212020201920182017
GRP.IR
Greencoat Renewables PLC
8.93%9.89%8.09%6.24%5.44%5.41%5.22%5.10%6.90%0.00%
TSCO.L
Tesco PLC
3.19%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%

Financials

GRP.IR vs. TSCO.L - Financials Comparison

This section allows you to compare key financial metrics between Greencoat Renewables PLC and Tesco 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, TSCO.L values in GBp

Frequently Asked Questions


GRP.IR and TSCO.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for GRP.IR and TSCO.L

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