PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GST.L vs. EVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GST.L and EVX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

GST.L vs. EVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GSTechnologies Ltd (GST.L) and VanEck Vectors Environmental Services ETF (EVX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
197.11%
4.38%
GST.L
EVX

Key characteristics

Sharpe Ratio

GST.L:

0.52

EVX:

1.47

Sortino Ratio

GST.L:

1.50

EVX:

2.04

Omega Ratio

GST.L:

1.20

EVX:

1.26

Calmar Ratio

GST.L:

0.63

EVX:

1.90

Martin Ratio

GST.L:

1.56

EVX:

5.48

Ulcer Index

GST.L:

33.42%

EVX:

3.66%

Daily Std Dev

GST.L:

101.23%

EVX:

13.70%

Max Drawdown

GST.L:

-91.16%

EVX:

-53.85%

Current Drawdown

GST.L:

-46.97%

EVX:

-5.89%

Returns By Period

In the year-to-date period, GST.L achieves a -37.50% return, which is significantly lower than EVX's 4.87% return.


GST.L

YTD

-37.50%

1M

-34.94%

6M

207.02%

1Y

62.79%

5Y*

60.49%

10Y*

N/A

EVX

YTD

4.87%

1M

4.38%

6M

4.38%

1Y

18.55%

5Y*

11.70%

10Y*

15.58%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GST.L vs. EVX — Risk-Adjusted Performance Rank

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

GST.L
The Risk-Adjusted Performance Rank of GST.L is 6767
Overall Rank
The Sharpe Ratio Rank of GST.L is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GST.L is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GST.L is 6969
Omega Ratio Rank
The Calmar Ratio Rank of GST.L is 7171
Calmar Ratio Rank
The Martin Ratio Rank of GST.L is 6363
Martin Ratio Rank

EVX
The Risk-Adjusted Performance Rank of EVX is 5959
Overall Rank
The Sharpe Ratio Rank of EVX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of EVX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EVX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of EVX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EVX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GST.L vs. EVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GSTechnologies Ltd (GST.L) and VanEck Vectors Environmental Services ETF (EVX). 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.


Sharpe ratio
The chart of Sharpe ratio for GST.L, currently valued at 0.60, compared to the broader market-2.000.002.004.000.601.06
The chart of Sortino ratio for GST.L, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.001.591.50
The chart of Omega ratio for GST.L, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.19
The chart of Calmar ratio for GST.L, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.35
The chart of Martin ratio for GST.L, currently valued at 1.84, compared to the broader market0.0010.0020.0030.001.843.81
GST.L
EVX

The current GST.L Sharpe Ratio is 0.52, which is lower than the EVX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of GST.L and EVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.60
1.06
GST.L
EVX

Dividends

GST.L vs. EVX - Dividend Comparison

GST.L has not paid dividends to shareholders, while EVX's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
GST.L
GSTechnologies Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EVX
VanEck Vectors Environmental Services ETF
0.44%0.46%4.76%0.41%1.21%0.33%2.22%1.90%4.46%3.51%1.16%1.58%

Drawdowns

GST.L vs. EVX - Drawdown Comparison

The maximum GST.L drawdown since its inception was -91.16%, which is greater than EVX's maximum drawdown of -53.85%. Use the drawdown chart below to compare losses from any high point for GST.L and EVX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-52.24%
-5.89%
GST.L
EVX

Volatility

GST.L vs. EVX - Volatility Comparison

GSTechnologies Ltd (GST.L) has a higher volatility of 40.69% compared to VanEck Vectors Environmental Services ETF (EVX) at 3.31%. This indicates that GST.L's price experiences larger fluctuations and is considered to be riskier than EVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
40.69%
3.31%
GST.L
EVX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab