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

Performance

INPP.L vs. HICL.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
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%
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%

Fundamentals

Total Revenue (TTM)

INPP.L:

£218.94M

HICL.L:

£246.60M

Gross Profit (TTM)

INPP.L:

£218.94M

HICL.L:

£85.10M

EBITDA (TTM)

INPP.L:

£16.12M

HICL.L:

£0.00

Returns By Period

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


INPP.L

1D
-0.78%
1M
-2.14%
YTD
3.80%
6M
5.95%
1Y
24.19%
3Y*
2.63%
5Y*
0.55%
10Y*
4.29%

HICL.L

1D
1.16%
1M
3.28%
YTD
6.30%
6M
2.49%
1Y
16.45%
3Y*
-1.16%
5Y*
-0.09%
10Y*
2.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

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

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

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: 7676
Omega Ratio Rank
INPP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
INPP.L Martin Ratio Rank: 8888
Martin Ratio Rank

HICL.L
HICL.L Risk / Return Rank: 6666
Overall Rank
HICL.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HICL.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
HICL.L Omega Ratio Rank: 5858
Omega Ratio Rank
HICL.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
HICL.L Martin Ratio Rank: 7373
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.

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

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


INPP.LHICL.LDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.87

+0.71

Sortino ratio

Return per unit of downside risk

2.35

1.28

+1.07

Omega ratio

Gain probability vs. loss probability

1.27

1.16

+0.11

Calmar ratio

Return relative to maximum drawdown

3.38

1.41

+1.97

Martin ratio

Return relative to average drawdown

10.41

4.57

+5.84

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

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


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Sharpe Ratios by Period


INPP.LHICL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.87

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.00

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.15

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

0.00

Correlation

The correlation between INPP.L and HICL.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

INPP.L vs. HICL.L - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

INPP.L vs. HICL.L - Drawdown Comparison

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


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Drawdown Indicators


INPP.LHICL.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-31.03%

-1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.61%

-12.38%

+4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.01%

-31.03%

+4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-27.01%

-31.03%

+4.02%

Current Drawdown

Current decline from peak

-5.48%

-14.96%

+9.48%

Average Drawdown

Average peak-to-trough decline

-5.42%

-6.66%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.83%

-1.36%

Volatility

INPP.L vs. HICL.L - Volatility Comparison

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


INPP.LHICL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

6.18%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

13.55%

-2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

18.87%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

19.77%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

18.11%

-1.22%

Financials

INPP.L vs. HICL.L - Financials Comparison

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


0.0050.00M100.00M150.00M200.00M2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025April
158.00M
131.00M
(INPP.L) Total Revenue
(HICL.L) Total Revenue
Values in GBp except per share items