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HICL.L vs. INPP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

HICL.L vs. INPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HICL Infrastructure Company Ltd (HICL.L) and International Public Partnership (INPP.L). The values are adjusted to include any dividend payments, if applicable.

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HICL.L vs. INPP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HICL.L
HICL Infrastructure Company Ltd
6.30%5.39%-8.33%-10.53%-2.34%6.51%7.00%13.71%5.04%0.79%
INPP.L
International Public Partnership
3.80%10.96%-5.78%-3.94%-6.64%4.40%6.89%13.85%2.42%6.16%

Fundamentals

Total Revenue (TTM)

HICL.L:

£246.60M

INPP.L:

£218.94M

Gross Profit (TTM)

HICL.L:

£85.10M

INPP.L:

£218.94M

EBITDA (TTM)

HICL.L:

£0.00

INPP.L:

£16.12M

Returns By Period

In the year-to-date period, HICL.L achieves a 6.30% return, which is significantly higher than INPP.L's 3.80% return. Over the past 10 years, HICL.L has underperformed INPP.L with an annualized return of 2.71%, while INPP.L has yielded a comparatively higher 4.29% annualized return.


HICL.L

1D
1.16%
1M
1.92%
YTD
6.30%
6M
2.82%
1Y
17.49%
3Y*
-1.16%
5Y*
-0.09%
10Y*
2.71%

INPP.L

1D
-0.78%
1M
-2.29%
YTD
3.80%
6M
6.12%
1Y
25.76%
3Y*
2.63%
5Y*
0.55%
10Y*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HICL.L vs. INPP.L — Risk / Return Rank

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

HICL.L
HICL.L Risk / Return Rank: 6666
Overall Rank
HICL.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HICL.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
HICL.L Omega Ratio Rank: 5959
Omega Ratio Rank
HICL.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
HICL.L Martin Ratio Rank: 7373
Martin Ratio Rank

INPP.L
INPP.L Risk / Return Rank: 8383
Overall Rank
INPP.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
INPP.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
INPP.L Omega Ratio Rank: 7777
Omega Ratio Rank
INPP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
INPP.L Martin Ratio Rank: 8888
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.

HICL.L vs. INPP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HICL Infrastructure Company Ltd (HICL.L) and International Public Partnership (INPP.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.


HICL.LINPP.LDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.57

-0.71

Sortino ratio

Return per unit of downside risk

1.28

2.35

-1.07

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

1.41

3.38

-1.97

Martin ratio

Return relative to average drawdown

4.57

10.41

-5.84

HICL.L vs. INPP.L - Sharpe Ratio Comparison

The current HICL.L Sharpe Ratio is 0.87, which is lower than the INPP.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of HICL.L and INPP.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


HICL.LINPP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.57

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.03

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.25

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

0.00

Correlation

The correlation between HICL.L and INPP.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HICL.L vs. INPP.L - Dividend Comparison

HICL.L's dividend yield for the trailing twelve months is around 6.85%, less than INPP.L's 8.31% yield.


TTM20252024202320222021202020192018201720162015
HICL.L
HICL Infrastructure Company Ltd
6.85%7.13%6.94%5.95%5.01%4.67%4.74%4.78%5.04%4.90%4.59%4.91%
INPP.L
International Public Partnership
8.31%6.77%6.81%5.77%5.04%4.39%4.27%4.25%4.51%4.30%4.25%4.58%

Drawdowns

HICL.L vs. INPP.L - Drawdown Comparison

The maximum HICL.L drawdown since its inception was -31.03%, roughly equal to the maximum INPP.L drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for HICL.L and INPP.L.


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Drawdown Indicators


HICL.LINPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.03%

-32.28%

+1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-7.61%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

-27.01%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.03%

-27.01%

-4.02%

Current Drawdown

Current decline from peak

-14.96%

-5.48%

-9.48%

Average Drawdown

Average peak-to-trough decline

-6.66%

-5.42%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.47%

+1.36%

Volatility

HICL.L vs. INPP.L - Volatility Comparison

HICL Infrastructure Company Ltd (HICL.L) and International Public Partnership (INPP.L) have volatilities of 6.18% and 6.12%, 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


HICL.LINPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

6.12%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

10.65%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

15.38%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

18.21%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

16.89%

+1.22%

Financials

HICL.L vs. INPP.L - Financials Comparison

This section allows you to compare key financial metrics between HICL Infrastructure Company Ltd and International Public Partnership. 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


0.0050.00M100.00M150.00M200.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025April
131.00M
158.00M
(HICL.L) Total Revenue
(INPP.L) Total Revenue
Values in GBp except per share items