IGET.L vs. TW.L
Compare and contrast key facts about Invesco Global Equity Income Trust plc (IGET.L) and Taylor Wimpey PLC (TW.L).
Performance
IGET.L vs. TW.L - Performance Comparison
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IGET.L vs. TW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGET.L Invesco Global Equity Income Trust plc | -3.50% | 23.30% | 14.06% | 15.32% | -8.00% | 20.33% | -4.57% | 17.98% | -11.30% | 9.90% |
TW.L Taylor Wimpey PLC | -17.62% | -3.91% | -11.37% | 57.04% | -36.73% | 11.45% | -4.62% | 58.59% | -28.42% | 44.27% |
Different Trading Currencies
IGET.L is traded in GBP, while TW.L is traded in GBp. To make them comparable, the TW.L values have been converted to GBP using the latest available exchange rates.
Fundamentals
Returns By Period
In the year-to-date period, IGET.L achieves a -3.50% return, which is significantly higher than TW.L's -17.62% return. Over the past 10 years, IGET.L has outperformed TW.L with an annualized return of 8.46%, while TW.L has yielded a comparatively lower 0.33% annualized return.
IGET.L
- 1D
- 3.47%
- 1M
- -6.04%
- YTD
- -3.50%
- 6M
- -3.49%
- 1Y
- 9.52%
- 3Y*
- 14.62%
- 5Y*
- 11.19%
- 10Y*
- 8.46%
TW.L
- 1D
- 0.00%
- 1M
- -19.64%
- YTD
- -17.62%
- 6M
- -11.36%
- 1Y
- -14.43%
- 3Y*
- -3.01%
- 5Y*
- -7.19%
- 10Y*
- 0.33%
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Return for Risk
IGET.L vs. TW.L — Risk / Return Rank
IGET.L
TW.L
IGET.L vs. TW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Equity Income Trust plc (IGET.L) and Taylor Wimpey PLC (TW.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.
| IGET.L | TW.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | -0.49 | +0.87 |
Sortino ratioReturn per unit of downside risk | 0.73 | -0.53 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.10 | 0.94 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.54 | +1.08 |
Martin ratioReturn relative to average drawdown | 1.89 | -1.14 | +3.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGET.L | TW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | -0.49 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | -0.25 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.01 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.04 | +0.45 |
Correlation
The correlation between IGET.L and TW.L is 0.16, 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
IGET.L vs. TW.L - Dividend Comparison
IGET.L's dividend yield for the trailing twelve months is around 0.04%, less than TW.L's 5.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGET.L Invesco Global Equity Income Trust plc | 0.04% | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | 0.03% | 0.03% | 0.03% |
TW.L Taylor Wimpey PLC | 8.60% | 8.68% | 7.85% | 6.51% | 8.91% | 4.72% | 8.92% | 9.48% | 11.21% | 6.68% | 7.11% | 4.67% |
Drawdowns
IGET.L vs. TW.L - Drawdown Comparison
The maximum IGET.L drawdown since its inception was -37.04%, smaller than the maximum TW.L drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for IGET.L and TW.L.
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Drawdown Indicators
| IGET.L | TW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.04% | -98.99% | +61.95% |
Max Drawdown (1Y)Largest decline over 1 year | -15.35% | -27.22% | +11.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.51% | -52.79% | +35.28% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -56.37% | +22.96% |
Current DrawdownCurrent decline from peak | -8.44% | -41.69% | +33.25% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -41.98% | +35.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 12.82% | -8.48% |
Volatility
IGET.L vs. TW.L - Volatility Comparison
Invesco Global Equity Income Trust plc (IGET.L) and Taylor Wimpey PLC (TW.L) have volatilities of 8.91% and 9.14%, 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
| IGET.L | TW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 9.14% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 18.76% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.01% | 26.12% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 28.45% | -10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 34.58% | -19.84% |
Financials
IGET.L vs. TW.L - Financials Comparison
This section allows you to compare key financial metrics between Invesco Global Equity Income Trust plc and Taylor Wimpey 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.
Total Revenue: Total amount of money received from sales and other business activities