PortfoliosLab logoPortfoliosLab logo
IMI.L vs. SSEZY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IMI.L vs. SSEZY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IMI plc (IMI.L) and SSE PLC ADR (SSEZY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IMI.L achieves a 13.62% return, which is significantly higher than SSEZY's 9.83% return. Over the past 10 years, IMI.L has outperformed SSEZY with an annualized return of 13.97%, while SSEZY has yielded a comparatively lower 11.51% annualized return.


IMI.L

1D
0.07%
1M
-2.23%
YTD
13.62%
6M
14.73%
1Y
43.03%
3Y*
21.27%
5Y*
11.96%
10Y*
13.97%

SSEZY

1D
0.15%
1M
-5.52%
YTD
9.83%
6M
10.76%
1Y
41.17%
3Y*
12.95%
5Y*
14.37%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMI.L vs. SSEZY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMI.L
IMI plc
13.62%38.84%9.92%33.09%-24.41%51.38%5.92%30.29%-26.49%32.46%
SSEZY
SSE PLC ADR
9.83%44.55%-12.83%17.06%8.72%16.72%9.50%44.71%-12.46%-7.25%

Correlation

The correlation between IMI.L and SSEZY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.17

Fundamentals

Market Cap

IMI.L:

£6.97B

SSEZY:

$38.88B

EPS

IMI.L:

£2.00

SSEZY:

$2.08

PE Ratio

IMI.L:

14.04

SSEZY:

15.47

PS Ratio

IMI.L:

1.77

SSEZY:

1.83

PB Ratio

IMI.L:

6.28

SSEZY:

2.48

Total Revenue (TTM)

IMI.L:

£3.97B

SSEZY:

$20.39B

Gross Profit (TTM)

IMI.L:

£1.87B

SSEZY:

$7.78B

EBITDA (TTM)

IMI.L:

£889.00M

SSEZY:

$6.60B

Compare stocks, funds, or ETFs

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


Return for Risk

IMI.L vs. SSEZY — Risk / Return Rank

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

IMI.L
IMI.L Risk / Return Rank: 8686
Overall Rank
IMI.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IMI.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IMI.L Omega Ratio Rank: 8484
Omega Ratio Rank
IMI.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
IMI.L Martin Ratio Rank: 9090
Martin Ratio Rank

SSEZY
SSEZY Risk / Return Rank: 7676
Overall Rank
SSEZY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SSEZY Sortino Ratio Rank: 7575
Sortino Ratio Rank
SSEZY Omega Ratio Rank: 7575
Omega Ratio Rank
SSEZY Calmar Ratio Rank: 7676
Calmar Ratio Rank
SSEZY Martin Ratio Rank: 7777
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.

IMI.L vs. SSEZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IMI plc (IMI.L) and SSE PLC ADR (SSEZY). 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.


IMI.LSSEZYDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.34

1.29

+0.05

Calmar ratioReturn relative to maximum drawdown

3.30

2.34

+0.97

Martin ratioReturn relative to average drawdown

11.94

5.82

+6.13

IMI.L vs. SSEZY - Sharpe Ratio Comparison

The current IMI.L Sharpe Ratio is 1.95, which is higher than the SSEZY Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IMI.L and SSEZY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IMI.LSSEZYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.41

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.61

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.45

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.33

+0.05

Drawdowns

IMI.L vs. SSEZY - Drawdown Comparison

The maximum IMI.L drawdown since its inception was -63.24%, which is greater than SSEZY's maximum drawdown of -37.39%. Use the drawdown chart below to compare losses from any high point for IMI.L and SSEZY.


Loading charts...

Drawdown Indicators


IMI.LSSEZYDifference

Max Drawdown

Largest peak-to-trough decline

-63.24%

-37.39%

-25.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-17.70%

+4.82%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-26.72%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-40.63%

-26.72%

-13.91%

Max Drawdown (10Y)

Largest decline over 10 years

-49.36%

-36.57%

-12.79%

Current Drawdown

Current decline from peak

-3.65%

-12.92%

+9.27%

Average Drawdown

Average peak-to-trough decline

-18.11%

-10.37%

-7.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

7.10%

-3.53%

Volatility

IMI.L vs. SSEZY - Volatility Comparison

The current volatility for IMI plc (IMI.L) is 7.32%, while SSE PLC ADR (SSEZY) has a volatility of 10.66%. This indicates that IMI.L experiences smaller price fluctuations and is considered to be less risky than SSEZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IMI.LSSEZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

10.66%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

19.50%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

29.40%

-7.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.63%

23.69%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

25.75%

+1.87%

Dividends

IMI.L vs. SSEZY - Dividend Comparison

IMI.L's dividend yield for the trailing twelve months is around 1.22%, less than SSEZY's 2.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IMI.L
IMI plc
1.22%1.29%1.60%1.57%1.87%1.32%5.14%3.47%4.22%2.92%3.70%4.40%
SSEZY
SSE PLC ADR
2.66%3.79%3.82%4.93%5.34%4.97%5.10%6.28%8.83%8.43%14.56%5.92%

Financials

IMI.L vs. SSEZY - Financials Comparison

This section allows you to compare key financial metrics between IMI plc and SSE PLC ADR. 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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B202120222023202420252026
1.21B
5.64B
(IMI.L) Total Revenue
(SSEZY) Total Revenue
Please note, different currencies. IMI.L values in GBp, SSEZY values in USD

IMI.L vs. SSEZY - Profitability Comparison

The chart below illustrates the profitability comparison between IMI plc and SSE PLC ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%50.0%202120222023202420252026
47.0%
41.0%
Portfolio components
IMI.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IMI plc reported a gross profit of 569.50M and revenue of 1.21B. Therefore, the gross margin over that period was 47.0%.

SSEZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a gross profit of 2.31B and revenue of 5.64B. Therefore, the gross margin over that period was 41.0%.

IMI.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IMI plc reported an operating income of 252.00M and revenue of 1.21B, resulting in an operating margin of 20.8%.

SSEZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported an operating income of 1.52B and revenue of 5.64B, resulting in an operating margin of 27.0%.

IMI.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IMI plc reported a net income of 194.20M and revenue of 1.21B, resulting in a net margin of 16.0%.

SSEZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a net income of 930.37M and revenue of 5.64B, resulting in a net margin of 16.5%.


Frequently Asked Questions


IMI.L and SSEZY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IMI.L and SSEZY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer