ICGT.L vs. NBPE.L

Last updated Apr 2, 2026

Compare and contrast key facts about ICG Enterprise Trust plc (ICGT.L) and NB Private Equity Partners Ltd (NBPE.L).

Performance

ICGT.L vs. NBPE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in ICG Enterprise Trust plc (ICGT.L) and NB Private Equity Partners Ltd (NBPE.L). The values are adjusted to include any dividend payments, if applicable.

ICGT.L vs. NBPE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ICGT.L ICG Enterprise Trust plc	-8.86%	18.04%	8.15%	7.00%	-3.51%	35.50%	-0.32%	26.02%	3.05%	21.22%
NBPE.L NB Private Equity Partners Ltd	-15.13%	7.37%	-1.20%	9.15%	-9.76%	65.01%	0.43%	25.71%	-0.32%	-10.29%

Fundamentals

EPS ICGT.L : £1.57 NBPE.L : £0.60
PE Ratio ICGT.L : 8.59 NBPE.L : 22.35
PEG Ratio ICGT.L : 0.08 NBPE.L : 0.56
PS Ratio ICGT.L : 5.64 NBPE.L : 43.97
Total Revenue (TTM) ICGT.L : £152.13M NBPE.L : £13.99M
Gross Profit (TTM) ICGT.L : £122.07M NBPE.L : £13.99M
EBITDA (TTM) ICGT.L : £35.34M NBPE.L : -£11.03K

Returns By Period

In the year-to-date period, ICGT.L achieves a -8.86% return, which is significantly higher than NBPE.L's -15.13% return. Over the past 10 years, ICGT.L has outperformed NBPE.L with an annualized return of 13.15%, while NBPE.L has yielded a comparatively lower 6.81% annualized return.

ICGT.L

• 1D: 1.81%
• 1M: -7.67%
• YTD: -8.86%
• 6M: -7.44%
• 1Y: 10.48%
• 3Y*: 13.77%
• 5Y*: 8.75%
• 10Y*: 13.15%

NBPE.L

• 1D: 1.36%
• 1M: -5.23%
• YTD: -15.13%
• 6M: -10.01%
• 1Y: -8.53%
• 3Y*: 3.08%
• 5Y*: 7.80%
• 10Y*: 6.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ICGT.L vs. NBPE.L — Risk / Return Rank

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

ICGT.L

ICGT.L Risk / Return Rank: 54
ICGT.L Sharpe Ratio Rank: 58
ICGT.L Sortino Ratio Rank: 49
ICGT.L Omega Ratio Rank: 50
ICGT.L Calmar Ratio Rank: 54
ICGT.L Martin Ratio Rank: 58

NBPE.L

NBPE.L Risk / Return Rank: 21
NBPE.L Sharpe Ratio Rank: 23
NBPE.L Sortino Ratio Rank: 20
NBPE.L Omega Ratio Rank: 20
NBPE.L Calmar Ratio Rank: 26
NBPE.L Martin Ratio Rank: 14

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.

ICGT.L vs. NBPE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICG Enterprise Trust plc (ICGT.L) and NB Private Equity Partners Ltd (NBPE.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.

	ICGT.L	NBPE.L	Difference
Sharpe ratio Return per unit of total volatility	0.49	-0.39	+0.88
Sortino ratio Return per unit of downside risk	0.79	-0.41	+1.20
Omega ratio Gain probability vs. loss probability	1.11	0.94	+0.17
Calmar ratio Return relative to maximum drawdown	0.60	-0.45	+1.05
Martin ratio Return relative to average drawdown	1.72	-1.31	+3.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ICGT.L vs. NBPE.L - Sharpe Ratio Comparison

The current ICGT.L Sharpe Ratio is 0.49, which is higher than the NBPE.L Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of ICGT.L and NBPE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ICGT.L	NBPE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	-0.39	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.32	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.26	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.00	+0.55

Correlation

The correlation between ICGT.L and NBPE.L is 0.24, 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.

Dividends

ICGT.L vs. NBPE.L - Dividend Comparison

ICGT.L's dividend yield for the trailing twelve months is around 2.78%, less than NBPE.L's 5.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ICGT.L ICG Enterprise Trust plc	2.78%	2.49%	2.63%	2.60%	3.21%	2.05%	2.40%	2.23%	2.61%	2.50%	2.36%	3.53%
NBPE.L NB Private Equity Partners Ltd	5.28%	4.38%	4.49%	4.24%	4.43%	2.82%	3.82%	3.78%	3.96%	3.61%	4.15%	4.50%

Drawdowns

ICGT.L vs. NBPE.L - Drawdown Comparison

The maximum ICGT.L drawdown since its inception was -70.29%, smaller than the maximum NBPE.L drawdown of -99.18%. Use the drawdown chart below to compare losses from any high point for ICGT.L and NBPE.L.

Drawdown Indicators

	ICGT.L	NBPE.L	Difference
Max Drawdown Largest peak-to-trough decline	-70.29%	-99.18%	+28.89%
Max Drawdown (1Y) Largest decline over 1 year	-17.13%	-18.37%	+1.24%
Max Drawdown (5Y) Largest decline over 5 years	-27.04%	-31.25%	+4.21%
Max Drawdown (10Y) Largest decline over 10 years	-54.44%	-56.76%	+2.32%
Current Drawdown Current decline from peak	-14.73%	-17.26%	+2.53%
Average Drawdown Average peak-to-trough decline	-12.86%	-9.84%	-3.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.98%	6.23%	-0.25%

Volatility

ICGT.L vs. NBPE.L - Volatility Comparison

ICG Enterprise Trust plc (ICGT.L) and NB Private Equity Partners Ltd (NBPE.L) have volatilities of 6.08% and 6.03%, 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.

Volatility by Period

	ICGT.L	NBPE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	6.03%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	11.04%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	21.43%	21.80%	-0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.34%	24.56%	+0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.93%	25.71%	+0.22%

Financials