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LIO.L vs. TRMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LIO.L vs. TRMD - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LIO.L achieves a 16.95% return, which is significantly lower than TRMD's 51.34% return.


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%

TRMD

1D
-0.25%
1M
-16.78%
YTD
51.34%
6M
37.79%
1Y
89.08%
3Y*
16.36%
5Y*
44.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIO.L vs. TRMD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LIO.L
Liontrust Asset Management
16.95%-34.62%-14.25%-37.55%-45.27%74.21%21.37%95.83%6.65%
TRMD
TORM plc
51.34%3.29%-22.03%25.06%344.94%13.98%-28.11%77.17%-15.22%

Correlation

The correlation between LIO.L and TRMD is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2018

0.05

The correlation between LIO.L and TRMD shifts across timeframes, from -0.12 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LIO.L:

£194.89M

TRMD:

$2.90B

EPS

LIO.L:

£0.43

TRMD:

$3.40

PE Ratio

LIO.L:

7.16

TRMD:

8.26

PEG Ratio

LIO.L:

0.29

TRMD:

0.08

PS Ratio

LIO.L:

0.59

TRMD:

2.02

PB Ratio

LIO.L:

1.74

TRMD:

1.28

Total Revenue (TTM)

LIO.L:

£332.67M

TRMD:

$1.41B

Gross Profit (TTM)

LIO.L:

£168.56M

TRMD:

$575.03M

EBITDA (TTM)

LIO.L:

£68.22M

TRMD:

$639.99M

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Return for Risk

LIO.L vs. TRMD — Risk / Return Rank

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

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

TRMD
TRMD Risk / Return Rank: 8888
Overall Rank
TRMD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TRMD Sortino Ratio Rank: 8787
Sortino Ratio Rank
TRMD Omega Ratio Rank: 8484
Omega Ratio Rank
TRMD Calmar Ratio Rank: 8989
Calmar Ratio Rank
TRMD Martin Ratio Rank: 8989
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.

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

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


LIO.LTRMDDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

1.00

1.35

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.18

4.58

-4.76

Martin ratioReturn relative to average drawdown

-0.27

11.30

-11.58

LIO.L vs. TRMD - Sharpe Ratio Comparison

The current LIO.L Sharpe Ratio is -0.18, which is lower than the TRMD Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LIO.L and TRMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LIO.LTRMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.33

-2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.96

-1.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.48

-0.30

Drawdowns

LIO.L vs. TRMD - Drawdown Comparison

The maximum LIO.L drawdown since its inception was -85.10%, which is greater than TRMD's maximum drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for LIO.L and TRMD.


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Drawdown Indicators


LIO.LTRMDDifference

Max Drawdown

Largest peak-to-trough decline

-85.10%

-60.54%

-24.56%

Max Drawdown (1Y)

Largest decline over 1 year

-39.01%

-19.55%

-19.46%

Max Drawdown (3Y)

Largest decline over 3 years

-63.98%

-60.54%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-85.06%

-60.54%

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-85.06%

Current Drawdown

Current decline from peak

-79.96%

-16.78%

-63.18%

Average Drawdown

Average peak-to-trough decline

-36.05%

-23.95%

-12.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.57%

7.91%

+17.66%

Volatility

LIO.L vs. TRMD - Volatility Comparison

The current volatility for Liontrust Asset Management (LIO.L) is 8.56%, while TORM plc (TRMD) has a volatility of 13.10%. This indicates that LIO.L experiences smaller price fluctuations and is considered to be less risky than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIO.LTRMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

13.10%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

27.20%

27.87%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

38.10%

38.41%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.04%

46.12%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.46%

60.46%

-20.00%

Dividends

LIO.L vs. TRMD - Dividend Comparison

LIO.L's dividend yield for the trailing twelve months is around 18.36%, more than TRMD's 8.61% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TRMD
TORM plc
8.61%10.32%30.13%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%0.00%

Financials

LIO.L vs. TRMD - Financials Comparison

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


100.00M200.00M300.00M400.00M20222023202420252026
69.45M
395.84M
(LIO.L) Total Revenue
(TRMD) Total Revenue
Please note, different currencies. LIO.L values in GBp, TRMD values in USD

LIO.L vs. TRMD - Profitability Comparison

The chart below illustrates the profitability comparison between Liontrust Asset Management and TORM plc 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%202220232024202520260
39.9%
Portfolio components
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%.

TRMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TORM plc reported a gross profit of 157.74M and revenue of 395.84M. Therefore, the gross margin over that period was 39.9%.

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%.

TRMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TORM plc reported an operating income of 135.10M and revenue of 395.84M, resulting in an operating margin of 34.1%.

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%.

TRMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TORM plc reported a net income of 120.52M and revenue of 395.84M, resulting in a net margin of 30.5%.


Frequently Asked Questions


LIO.L and TRMD have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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