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INVR.L vs. ECMPA.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

INVR.L vs. ECMPA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Investec PLC (INVR.L) and Eurocommercial Properties N.V. (ECMPA.AS). The values are adjusted to include any dividend payments, if applicable.

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INVR.L vs. ECMPA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INVR.L
Investec PLC
2.71%21.46%19.89%7.29%12.82%40.58%-23.47%-4.33%-0.92%8.15%
ECMPA.AS
Eurocommercial Properties N.V.
3.39%32.98%2.82%3.48%35.27%9.88%-35.00%-6.22%-20.24%9.23%
Different Trading Currencies

INVR.L is traded in GBp, while ECMPA.AS is traded in EUR. To make them comparable, the ECMPA.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, INVR.L achieves a 2.71% return, which is significantly lower than ECMPA.AS's 3.39% return. Over the past 10 years, INVR.L has outperformed ECMPA.AS with an annualized return of 7.98%, while ECMPA.AS has yielded a comparatively lower 1.34% annualized return.


INVR.L

1D
0.00%
1M
-0.75%
YTD
2.71%
6M
8.64%
1Y
18.11%
3Y*
21.51%
5Y*
20.81%
10Y*
7.98%

ECMPA.AS

1D
2.05%
1M
-8.38%
YTD
3.39%
6M
0.98%
1Y
16.80%
3Y*
15.62%
5Y*
12.68%
10Y*
1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Investec PLC

Eurocommercial Properties N.V.

Return for Risk

INVR.L vs. ECMPA.AS — Risk / Return Rank

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

INVR.L
INVR.L Risk / Return Rank: 9595
Overall Rank
INVR.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INVR.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
INVR.L Omega Ratio Rank: 9999
Omega Ratio Rank
INVR.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
INVR.L Martin Ratio Rank: 8989
Martin Ratio Rank

ECMPA.AS
ECMPA.AS Risk / Return Rank: 5959
Overall Rank
ECMPA.AS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ECMPA.AS Sortino Ratio Rank: 5353
Sortino Ratio Rank
ECMPA.AS Omega Ratio Rank: 5353
Omega Ratio Rank
ECMPA.AS Calmar Ratio Rank: 6464
Calmar Ratio Rank
ECMPA.AS Martin Ratio Rank: 6060
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.

INVR.L vs. ECMPA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Investec PLC (INVR.L) and Eurocommercial Properties N.V. (ECMPA.AS). 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.


INVR.LECMPA.ASDifference

Sharpe ratio

Return per unit of total volatility

2.66

0.84

+1.81

Sortino ratio

Return per unit of downside risk

6.02

1.26

+4.76

Omega ratio

Gain probability vs. loss probability

2.91

1.17

+1.74

Calmar ratio

Return relative to maximum drawdown

5.25

1.36

+3.90

Martin ratio

Return relative to average drawdown

10.08

2.73

+7.36

INVR.L vs. ECMPA.AS - Sharpe Ratio Comparison

The current INVR.L Sharpe Ratio is 2.66, which is higher than the ECMPA.AS Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of INVR.L and ECMPA.AS, 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


INVR.LECMPA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

0.84

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.45

0.48

+1.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.04

+0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.12

+0.06

Correlation

The correlation between INVR.L and ECMPA.AS is 0.00, 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

INVR.L vs. ECMPA.AS - Dividend Comparison

INVR.L's dividend yield for the trailing twelve months is around 8.26%, more than ECMPA.AS's 7.05% yield.


TTM20252024202320222021202020192018201720162015
INVR.L
Investec PLC
8.26%8.49%10.78%9.43%3.25%2.19%3.80%3.52%2.83%2.24%2.78%2.83%
ECMPA.AS
Eurocommercial Properties N.V.
7.05%6.91%7.66%7.21%6.73%2.62%0.00%8.05%7.36%5.34%5.18%4.54%

Drawdowns

INVR.L vs. ECMPA.AS - Drawdown Comparison

The maximum INVR.L drawdown since its inception was -78.07%, roughly equal to the maximum ECMPA.AS drawdown of -76.60%. Use the drawdown chart below to compare losses from any high point for INVR.L and ECMPA.AS.


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Drawdown Indicators


INVR.LECMPA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-78.07%

-77.10%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-12.06%

+8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.87%

-36.37%

+17.50%

Max Drawdown (10Y)

Largest decline over 10 years

-37.82%

-77.10%

+39.28%

Current Drawdown

Current decline from peak

-1.12%

-8.26%

+7.14%

Average Drawdown

Average peak-to-trough decline

-14.02%

-24.29%

+10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

6.32%

-4.52%

Volatility

INVR.L vs. ECMPA.AS - Volatility Comparison

The current volatility for Investec PLC (INVR.L) is 0.52%, while Eurocommercial Properties N.V. (ECMPA.AS) has a volatility of 8.94%. This indicates that INVR.L experiences smaller price fluctuations and is considered to be less risky than ECMPA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INVR.LECMPA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

8.94%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

13.47%

-9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

19.67%

-12.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

26.05%

-17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.76%

31.88%

-22.12%

Financials

INVR.L vs. ECMPA.AS - Financials Comparison

This section allows you to compare key financial metrics between Investec PLC and Eurocommercial Properties N.V.. 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


Please note, different currencies. INVR.L values in GBp, ECMPA.AS values in EUR