PortfoliosLab logoPortfoliosLab logo
IPX.L vs. LIO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IPX.L vs. LIO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Impax Asset Management Group plc (IPX.L) and Liontrust Asset Management (LIO.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IPX.L achieves a -29.71% return, which is significantly lower than LIO.L's 16.95% return. Over the past 10 years, IPX.L has outperformed LIO.L with an annualized return of 12.14%, while LIO.L has yielded a comparatively lower 8.21% annualized return.


IPX.L

1D
2.94%
1M
3.58%
YTD
-29.71%
6M
-27.81%
1Y
-43.43%
3Y*
-40.97%
5Y*
-33.99%
10Y*
12.14%

LIO.L

1D
1.64%
1M
23.46%
YTD
16.95%
6M
21.76%
1Y
-7.03%
3Y*
-16.87%
5Y*
-19.70%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPX.L vs. LIO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPX.L
Impax Asset Management Group plc
-29.71%-29.43%-52.49%-21.30%-49.68%113.29%82.14%91.88%23.13%171.77%
LIO.L
Liontrust Asset Management
16.95%-34.62%-14.25%-37.55%-45.27%74.21%21.37%95.83%23.19%32.23%

Correlation

The correlation between IPX.L and LIO.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.43

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

0.49

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 22, 1999

0.18

Over the past year, IPX.L and LIO.L have become more correlated (0.38) than their long-term average of 0.18, meaning their price movements have been converging.

Fundamentals

Market Cap

IPX.L:

£124.54M

LIO.L:

£194.89M

EPS

IPX.L:

£0.35

LIO.L:

£0.43

PE Ratio

IPX.L:

2.89

LIO.L:

7.16

PS Ratio

IPX.L:

0.44

LIO.L:

0.59

PB Ratio

IPX.L:

1.17

LIO.L:

1.74

Total Revenue (TTM)

IPX.L:

£287.01M

LIO.L:

£332.67M

Gross Profit (TTM)

IPX.L:

£225.50M

LIO.L:

£168.56M

EBITDA (TTM)

IPX.L:

£72.26M

LIO.L:

£68.22M

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

IPX.L vs. LIO.L — Risk / Return Rank

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

IPX.L
IPX.L Risk / Return Rank: 66
Overall Rank
IPX.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPX.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IPX.L Omega Ratio Rank: 66
Omega Ratio Rank
IPX.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPX.L Martin Ratio Rank: 44
Martin Ratio Rank

LIO.L
LIO.L Risk / Return Rank: 3333
Overall Rank
LIO.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LIO.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
LIO.L Omega Ratio Rank: 3030
Omega Ratio Rank
LIO.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
LIO.L Martin Ratio Rank: 3636
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.

IPX.L vs. LIO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impax Asset Management Group plc (IPX.L) and Liontrust Asset Management (LIO.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.


IPX.LLIO.LDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

0.81

1.00

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.18

-0.64

Martin ratioReturn relative to average drawdown

-1.61

-0.27

-1.34

IPX.L vs. LIO.L - Sharpe Ratio Comparison

The current IPX.L Sharpe Ratio is -1.00, which is lower than the LIO.L Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of IPX.L and LIO.L, 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


IPX.LLIO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

-0.18

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

-0.48

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.20

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.19

-0.07

Drawdowns

IPX.L vs. LIO.L - Drawdown Comparison

The maximum IPX.L drawdown since its inception was -93.18%, which is greater than LIO.L's maximum drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for IPX.L and LIO.L.


Loading charts...

Drawdown Indicators


IPX.LLIO.LDifference

Max Drawdown

Largest peak-to-trough decline

-93.18%

-85.10%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-52.68%

-39.01%

-13.67%

Max Drawdown (3Y)

Largest decline over 3 years

-81.50%

-63.98%

-17.52%

Max Drawdown (5Y)

Largest decline over 5 years

-91.40%

-85.06%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-91.40%

-85.06%

-6.34%

Current Drawdown

Current decline from peak

-90.73%

-79.96%

-10.77%

Average Drawdown

Average peak-to-trough decline

-40.62%

-36.05%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.93%

25.57%

+1.36%

Volatility

IPX.L vs. LIO.L - Volatility Comparison

Impax Asset Management Group plc (IPX.L) has a higher volatility of 10.59% compared to Liontrust Asset Management (LIO.L) at 8.56%. This indicates that IPX.L's price experiences larger fluctuations and is considered to be riskier than LIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IPX.LLIO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

8.56%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

37.91%

27.20%

+10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

43.18%

38.10%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.91%

41.04%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.37%

40.46%

+6.91%

Dividends

IPX.L vs. LIO.L - Dividend Comparison

IPX.L's dividend yield for the trailing twelve months is around 11.83%, less than LIO.L's 18.36% yield.


PositionTTM20252024202320222021202020192018201720162015
IPX.L
Impax Asset Management Group plc
11.83%17.70%11.17%5.02%3.00%0.71%0.83%1.16%2.86%1.33%3.36%3.60%
LIO.L
Liontrust Asset Management
18.36%21.47%15.13%11.43%6.43%2.64%2.69%2.64%3.95%3.27%3.39%3.22%

Financials

IPX.L vs. LIO.L - Financials Comparison

This section allows you to compare key financial metrics between Impax Asset Management Group plc and Liontrust Asset Management. 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


60.00M80.00M100.00M120.00M140.00M20222023202420252026
59.67M
69.45M
(IPX.L) Total Revenue
(LIO.L) Total Revenue
Values in GBp except per share items

IPX.L vs. LIO.L - Profitability Comparison

The chart below illustrates the profitability comparison between Impax Asset Management Group plc and Liontrust Asset Management over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
91.2%
0
Portfolio components
IPX.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Impax Asset Management Group plc reported a gross profit of 54.42M and revenue of 59.67M. Therefore, the gross margin over that period was 91.2%.

LIO.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Liontrust Asset Management reported a gross profit of 0.00 and revenue of 69.45M. Therefore, the gross margin over that period was 0.0%.

IPX.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Impax Asset Management Group plc reported an operating income of 8.12M and revenue of 59.67M, resulting in an operating margin of 13.6%.

LIO.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Liontrust Asset Management reported an operating income of 10.41M and revenue of 69.45M, resulting in an operating margin of 15.0%.

IPX.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Impax Asset Management Group plc reported a net income of 5.42M and revenue of 59.67M, resulting in a net margin of 9.1%.

LIO.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Liontrust Asset Management reported a net income of 4.70M and revenue of 69.45M, resulting in a net margin of 6.8%.


Frequently Asked Questions


IPX.L and LIO.L have a correlation of 0.38, 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 IPX.L and LIO.L

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