III.L vs. LEU

Last updated Jun 13, 2026

III.L (3I Group plc) and LEU (Centrus Energy Corp.) are both stocks. III.L operates in Investment Banking & Investment Services (Financial Services), while LEU operates in Uranium (Energy). Over the past 10 years, III.L returned 19.84%/yr vs 48.28%/yr for LEU. At a 0.13 correlation, their price movements are largely independent.

Performance

III.L vs. LEU - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 3I Group plc (III.L) and Centrus Energy Corp. (LEU). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

III.L is traded in GBp, while LEU is traded in USD. To make them comparable, the LEU values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, III.L achieves a -29.24% return, which is significantly higher than LEU's -32.69% return. Over the past 10 years, III.L has underperformed LEU with an annualized return of 19.84%, while LEU has yielded a comparatively higher 48.28% annualized return.

III.L

• 1D: 3.78%
• 1M: -4.63%
• YTD: -29.24%
• 6M: -26.18%
• 1Y: -43.66%
• 3Y*: 7.01%
• 5Y*: 16.34%
• 10Y*: 19.84%

LEU

• 1D: 2.55%
• 1M: -14.72%
• YTD: -32.69%
• 6M: -34.87%
• 1Y: 4.24%
• 3Y*: 65.35%
• 5Y*: 45.02%
• 10Y*: 48.28%

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

III.L vs. LEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
III.L 3I Group plc	-29.24%	-6.44%	50.11%	85.46%	-3.46%	28.99%	9.36%	47.12%	-11.76%	33.70%
LEU Centrus Energy Corp.	-32.69%	238.49%	24.56%	59.15%	-27.19%	117.82%	226.32%	291.61%	-55.36%	-42.58%

Correlation

The correlation between III.L and LEU 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	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jul 11, 2007	0.13

Fundamentals

Market Cap III.L : £23.50B LEU : $3.65B
EPS III.L : £10.41 LEU : $2.89
PE Ratio III.L : 2.22 LEU : 56.19
PS Ratio III.L : 10.82 LEU : 7.53
PB Ratio III.L : 0.76 LEU : 4.71
Total Revenue (TTM) III.L : £2.12B LEU : $452.30M
Gross Profit (TTM) III.L : £5.57B LEU : $116.10M
EBITDA (TTM) III.L : £9.82B LEU : $70.50M

Return for Risk

III.L vs. LEU — Risk / Return Rank

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

III.L

III.L Risk / Return Rank: 7
III.L Sharpe Ratio Rank: 5
III.L Sortino Ratio Rank: 8
III.L Omega Ratio Rank: 6
III.L Calmar Ratio Rank: 11
III.L Martin Ratio Rank: 4

LEU

LEU Risk / Return Rank: 45
LEU Sharpe Ratio Rank: 44
LEU Sortino Ratio Rank: 49
LEU Omega Ratio Rank: 47
LEU Calmar Ratio Rank: 44
LEU Martin Ratio Rank: 43

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.

III.L vs. LEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3I Group plc (III.L) and Centrus Energy Corp. (LEU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	III.L	LEU	Difference
Sharpe ratio: Return per unit of total volatility	-1.00	0.05	-1.05
Sortino ratio: Return per unit of downside risk	-1.34	0.72	-2.06
Omega ratio: Gain probability vs. loss probability	0.80	1.09	-0.29
Calmar ratio: Return relative to maximum drawdown	-0.82	0.06	-0.89
Martin ratio: Return relative to average drawdown	-1.63	0.11	-1.74

III.L vs. LEU - Sharpe Ratio Comparison

The current III.L Sharpe Ratio is -1.00, which is lower than the LEU Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of III.L and LEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

III.L vs. LEU - Drawdown Comparison

The maximum III.L drawdown since its inception was -84.90%, smaller than the maximum LEU drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for III.L and LEU.

Drawdown Indicators

	III.L	LEU	Difference
Max Drawdown Largest peak-to-trough decline	-84.90%	-99.97%	+15.07%
Max Drawdown (1Y) Largest decline over 1 year	-52.78%	-66.32%	+13.54%
Max Drawdown (3Y) Largest decline over 3 years	-52.78%	-66.32%	+13.54%
Max Drawdown (5Y) Largest decline over 5 years	-52.78%	-76.08%	+23.30%
Max Drawdown (10Y) Largest decline over 10 years	-52.78%	-84.33%	+31.55%
Current Drawdown Current decline from peak	-47.63%	-95.78%	+48.15%
Average Drawdown Average peak-to-trough decline	-23.08%	-91.73%	+68.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.82%	38.69%	-11.87%

Volatility

III.L vs. LEU - Volatility Comparison

The current volatility for 3I Group plc (III.L) is 19.01%, while Centrus Energy Corp. (LEU) has a volatility of 23.69%. This indicates that III.L experiences smaller price fluctuations and is considered to be less risky than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	III.L	LEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.01%	23.69%	-4.68%
Volatility (6M) Calculated over the trailing 6-month period	37.16%	65.19%	-28.03%
Volatility (1Y) Calculated over the trailing 1-year period	43.35%	90.99%	-47.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.78%	85.45%	-54.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.35%	81.84%	-51.49%

Dividends

III.L vs. LEU - Dividend Comparison

III.L's dividend yield for the trailing twelve months is around 3.42%, while LEU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
III.L 3I Group plc	3.42%	2.42%	1.82%	2.32%	3.76%	2.78%	3.02%	3.42%	4.78%	2.90%	3.41%	2.37%
LEU Centrus Energy Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both III.L and LEU in my portfolio?

III.L and LEU 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.