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LLOY.L vs. GRP.IR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LLOY.L vs. GRP.IR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lloyds Banking Group plc (LLOY.L) and Greencoat Renewables PLC (GRP.IR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LLOY.L achieves a 3.29% return, which is significantly higher than GRP.IR's -0.65% return.


LLOY.L

1D
-0.10%
1M
0.03%
YTD
3.29%
6M
6.03%
1Y
34.00%
3Y*
36.39%
5Y*
21.21%
10Y*
8.20%

GRP.IR

1D
0.21%
1M
0.19%
YTD
-0.65%
6M
-0.85%
1Y
2.83%
3Y*
-9.44%
5Y*
-4.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLOY.L vs. GRP.IR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLOY.L
Lloyds Banking Group plc
3.29%88.33%21.09%10.91%-0.38%34.81%-41.70%27.49%-20.02%1.77%
GRP.IR
Greencoat Renewables PLC
-0.65%-1.30%-22.68%-8.33%12.33%-4.76%9.33%14.50%4.12%1.30%

Correlation

The correlation between LLOY.L and GRP.IR is -0.14, 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

-0.14

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

0.08

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2017

0.03

The correlation between LLOY.L and GRP.IR shifts across timeframes, from -0.14 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LLOY.L vs. GRP.IR — Risk / Return Rank

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

LLOY.L
LLOY.L Risk / Return Rank: 7474
Overall Rank
LLOY.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LLOY.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
LLOY.L Omega Ratio Rank: 7272
Omega Ratio Rank
LLOY.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
LLOY.L Martin Ratio Rank: 7676
Martin Ratio Rank

GRP.IR
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.

LLOY.L vs. GRP.IR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and Greencoat Renewables PLC (GRP.IR). 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.


LLOY.LGRP.IRDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratioReturn relative to maximum drawdown

1.72

1.14

+0.58

Martin ratioReturn relative to average drawdown

4.84

2.16

+2.69

LLOY.L vs. GRP.IR - Sharpe Ratio Comparison

The current LLOY.L Sharpe Ratio is 1.23, which is higher than the GRP.IR Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of LLOY.L and GRP.IR, 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


LLOY.LGRP.IRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.69

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

-0.29

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.01

+0.03

Drawdowns

LLOY.L vs. GRP.IR - Drawdown Comparison

The maximum LLOY.L drawdown since its inception was -91.44%, which is greater than GRP.IR's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for LLOY.L and GRP.IR.


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Drawdown Indicators


LLOY.LGRP.IRDifference

Max Drawdown

Largest peak-to-trough decline

-91.44%

-38.43%

-53.01%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-2.42%

-17.26%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-30.77%

+11.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-38.43%

+12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-64.34%

Current Drawdown

Current decline from peak

-9.88%

-35.02%

+25.14%

Average Drawdown

Average peak-to-trough decline

-52.56%

-13.39%

-39.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.00%

1.29%

+5.71%

Volatility

LLOY.L vs. GRP.IR - Volatility Comparison

Lloyds Banking Group plc (LLOY.L) has a higher volatility of 8.28% compared to Greencoat Renewables PLC (GRP.IR) at 1.03%. This indicates that LLOY.L's price experiences larger fluctuations and is considered to be riskier than GRP.IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLOY.LGRP.IRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

1.03%

+7.25%

Volatility (6M)

Calculated over the trailing 6-month period

20.96%

2.62%

+18.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

3.99%

+23.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

16.57%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.69%

19.28%

+11.41%

Dividends

LLOY.L vs. GRP.IR - Dividend Comparison

LLOY.L's dividend yield for the trailing twelve months is around 3.68%, while GRP.IR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GRP.IR
Greencoat Renewables PLC
0.00%0.00%0.00%4.68%5.42%5.41%5.20%5.08%6.90%0.00%0.00%0.00%
LLOY.L
Lloyds Banking Group plc
3.68%3.39%5.29%5.28%4.69%2.59%0.00%5.22%6.02%2.20%2.16%2.05%

Financials

LLOY.L vs. GRP.IR - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and Greencoat Renewables 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


Please note, different currencies. LLOY.L values in GBp, GRP.IR values in EUR

Frequently Asked Questions


LLOY.L and GRP.IR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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