LLOY.L vs. RMAP.L
Compare and contrast key facts about Lloyds Banking Group plc (LLOY.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L).
RMAP.L is a passively managed fund by HANetf that tracks the performance of the Gold. It was launched on Feb 12, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLOY.L or RMAP.L.
Key characteristics
| LLOY.L | RMAP.L | |
|---|---|---|
| YTD Return | 18.04% | 31.07% |
| 1Y Return | 40.29% | 30.29% |
| 3Y Return (Ann) | 6.84% | 17.45% |
| Sharpe Ratio | 1.58 | 0.64 |
| Sortino Ratio | 2.17 | 1.29 |
| Omega Ratio | 1.29 | 1.37 |
| Calmar Ratio | 0.49 | 1.50 |
| Martin Ratio | 7.07 | 2.53 |
| Ulcer Index | 4.93% | 12.09% |
| Daily Std Dev | 22.23% | 47.42% |
| Max Drawdown | -90.48% | -22.53% |
| Current Drawdown | -59.95% | -0.53% |
Correlation
The correlation between LLOY.L and RMAP.L is 0.09, 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.
Performance
LLOY.L vs. RMAP.L - Performance Comparison
In the year-to-date period, LLOY.L achieves a 18.04% return, which is significantly lower than RMAP.L's 31.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LLOY.L vs. RMAP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.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.
Dividends
LLOY.L vs. RMAP.L - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 5.43%, while RMAP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 5.43% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 4.70% | 139.18% | 103.67% |
RMAP.L HANetf The Royal Mint Responsibly Sourced Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LLOY.L vs. RMAP.L - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -90.48%, which is greater than RMAP.L's maximum drawdown of -22.53%. Use the drawdown chart below to compare losses from any high point for LLOY.L and RMAP.L. For additional features, visit the drawdowns tool.
Volatility
LLOY.L vs. RMAP.L - Volatility Comparison
Lloyds Banking Group plc (LLOY.L) has a higher volatility of 9.90% compared to HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) at 3.32%. This indicates that LLOY.L's price experiences larger fluctuations and is considered to be riskier than RMAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.