PortfoliosLab logoPortfoliosLab logo
IWG.L vs. WELL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IWG.L vs. WELL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IWG plc (IWG.L) and Welltower Inc. (WELL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IWG.L achieves a -20.62% return, which is significantly lower than WELL's 13.39% return. Over the past 10 years, IWG.L has underperformed WELL with an annualized return of -4.28%, while WELL has yielded a comparatively higher 16.45% annualized return.


IWG.L

1D
0.94%
1M
-2.24%
YTD
-20.62%
6M
-18.22%
1Y
-11.54%
3Y*
6.25%
5Y*
-12.68%
10Y*
-4.28%

WELL

1D
3.67%
1M
-2.26%
YTD
13.39%
6M
1.92%
1Y
39.70%
3Y*
37.63%
5Y*
26.58%
10Y*
16.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWG.L vs. WELL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWG.L
IWG plc
-20.62%46.23%-15.34%14.04%-42.96%-15.21%-19.26%112.15%-16.85%6.41%
WELL
Welltower Inc.
13.39%39.18%45.57%34.70%-11.80%38.28%-19.62%18.36%22.15%-8.45%

Correlation

The correlation between IWG.L and WELL is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.09

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

0.15

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

0.13

The correlation between IWG.L and WELL shifts across timeframes, from 0.02 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IWG.L:

£1.82B

WELL:

$150.28B

EPS

IWG.L:

£0.03

WELL:

$2.02

PE Ratio

IWG.L:

63.65

WELL:

102.54

PS Ratio

IWG.L:

0.33

WELL:

12.41

Total Revenue (TTM)

IWG.L:

£5.66B

WELL:

$11.63B

Gross Profit (TTM)

IWG.L:

£1.48B

WELL:

$3.25B

EBITDA (TTM)

IWG.L:

£1.41B

WELL:

$3.00B

Compare stocks, funds, or ETFs

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


IWG plc

Welltower Inc.

Return for Risk

IWG.L vs. WELL — Risk / Return Rank

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

IWG.L
IWG.L Risk / Return Rank: 2828
Overall Rank
IWG.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IWG.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IWG.L Omega Ratio Rank: 2626
Omega Ratio Rank
IWG.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
IWG.L Martin Ratio Rank: 2929
Martin Ratio Rank

WELL
WELL Risk / Return Rank: 8282
Overall Rank
WELL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
WELL Sortino Ratio Rank: 8181
Sortino Ratio Rank
WELL Omega Ratio Rank: 8080
Omega Ratio Rank
WELL Calmar Ratio Rank: 8383
Calmar Ratio Rank
WELL Martin Ratio Rank: 8282
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.

IWG.L vs. WELL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IWG plc (IWG.L) and Welltower Inc. (WELL). 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.


IWG.LWELLDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

0.97

1.31

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.30

2.53

-2.83

Martin ratioReturn relative to average drawdown

-0.68

7.05

-7.73

IWG.L vs. WELL - Sharpe Ratio Comparison

The current IWG.L Sharpe Ratio is -0.30, which is lower than the WELL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IWG.L and WELL, 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


IWG.LWELLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

1.81

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

1.15

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.52

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.52

-0.52

Drawdowns

IWG.L vs. WELL - Drawdown Comparison

The maximum IWG.L drawdown since its inception was -99.17%, which is greater than WELL's maximum drawdown of -61.29%. Use the drawdown chart below to compare losses from any high point for IWG.L and WELL.


Loading charts...

Drawdown Indicators


IWG.LWELLDifference

Max Drawdown

Largest peak-to-trough decline

-99.17%

-61.29%

-37.88%

Max Drawdown (1Y)

Largest decline over 1 year

-32.32%

-15.78%

-16.54%

Max Drawdown (3Y)

Largest decline over 3 years

-32.32%

-15.78%

-16.54%

Max Drawdown (5Y)

Largest decline over 5 years

-64.91%

-31.75%

-33.16%

Max Drawdown (10Y)

Largest decline over 10 years

-75.69%

-61.29%

-14.40%

Current Drawdown

Current decline from peak

-59.37%

-4.71%

-54.66%

Average Drawdown

Average peak-to-trough decline

-53.97%

-11.67%

-42.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.16%

5.65%

+8.51%

Volatility

IWG.L vs. WELL - Volatility Comparison

The current volatility for IWG plc (IWG.L) is 6.25%, while Welltower Inc. (WELL) has a volatility of 8.55%. This indicates that IWG.L experiences smaller price fluctuations and is considered to be less risky than WELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWG.LWELLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

8.55%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

24.40%

17.44%

+6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

32.51%

21.99%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.88%

23.24%

+14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.80%

31.82%

+13.98%

Dividends

IWG.L vs. WELL - Dividend Comparison

IWG.L's dividend yield for the trailing twelve months is around 0.55%, less than WELL's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
IWG.L
IWG plc
0.55%0.44%0.84%0.00%0.00%0.00%1.40%1.49%2.82%2.06%1.89%1.25%
WELL
Welltower Inc.
1.43%1.52%2.03%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%

Financials

IWG.L vs. WELL - Financials Comparison

This section allows you to compare key financial metrics between IWG plc and Welltower Inc.. 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


1.00B1.50B2.00B2.50B3.00B202120222023202420252026
1.43B
3.35B
(IWG.L) Total Revenue
(WELL) Total Revenue
Please note, different currencies. IWG.L values in GBp, WELL values in USD

IWG.L vs. WELL - Profitability Comparison

The chart below illustrates the profitability comparison between IWG plc and Welltower Inc. 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%10.0%20.0%30.0%40.0%202120222023202420252026
21.8%
0
Portfolio components
IWG.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IWG plc reported a gross profit of 311.40M and revenue of 1.43B. Therefore, the gross margin over that period was 21.8%.

WELL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Welltower Inc. reported a gross profit of 0.00 and revenue of 3.35B. Therefore, the gross margin over that period was 0.0%.

IWG.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IWG plc reported an operating income of 85.13M and revenue of 1.43B, resulting in an operating margin of 6.0%.

WELL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Welltower Inc. reported an operating income of 752.32M and revenue of 3.35B, resulting in an operating margin of 22.4%.

IWG.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IWG plc reported a net income of 5.23M and revenue of 1.43B, resulting in a net margin of 0.4%.

WELL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Welltower Inc. reported a net income of 728.67M and revenue of 3.35B, resulting in a net margin of 21.7%.


Frequently Asked Questions


IWG.L and WELL have a correlation of 0.02, 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 IWG.L and WELL

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