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LLOY.L vs. TUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLOY.L vs. TUR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lloyds Banking Group plc (LLOY.L) and iShares MSCI Turkey ETF (TUR). 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 TUR is traded in USD. To make them comparable, the TUR 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 7.04% return, which is significantly lower than TUR's 18.63% return. Over the past 10 years, LLOY.L has outperformed TUR with an annualized return of 8.92%, while TUR has yielded a comparatively lower 4.02% annualized return.


LLOY.L

1D
0.29%
1M
9.13%
YTD
7.04%
6M
10.52%
1Y
39.62%
3Y*
38.24%
5Y*
22.35%
10Y*
8.92%

TUR

1D
2.95%
1M
-2.16%
YTD
18.63%
6M
16.06%
1Y
37.22%
3Y*
11.80%
5Y*
16.47%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLOY.L vs. TUR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLOY.L
Lloyds Banking Group plc
7.04%88.33%21.09%10.91%-0.38%34.81%-41.70%27.49%-20.02%11.38%
TUR
iShares MSCI Turkey ETF
18.63%-8.55%14.89%-13.38%130.21%-26.72%-4.09%10.13%-37.99%25.69%

Correlation

The correlation between LLOY.L and TUR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.09

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

0.09

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

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.18

The correlation between LLOY.L and TUR shifts across timeframes, from 0.08 (10 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LLOY.L vs. TUR — 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: 7878
Overall Rank
LLOY.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LLOY.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
LLOY.L Omega Ratio Rank: 7676
Omega Ratio Rank
LLOY.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
LLOY.L Martin Ratio Rank: 7878
Martin Ratio Rank

TUR
TUR Risk / Return Rank: 4545
Overall Rank
TUR Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 4444
Sortino Ratio Rank
TUR Omega Ratio Rank: 4646
Omega Ratio Rank
TUR Calmar Ratio Rank: 4949
Calmar Ratio Rank
TUR Martin Ratio Rank: 4343
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.

LLOY.L vs. TUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and iShares MSCI Turkey ETF (TUR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LLOY.LTURDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

2.00

2.50

-0.49

Martin ratioReturn relative to average drawdown

5.54

7.50

-1.95

LLOY.L vs. TUR - Sharpe Ratio Comparison

The current LLOY.L Sharpe Ratio is 1.42, which is comparable to the TUR Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of LLOY.L and TUR, 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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Drawdowns

LLOY.L vs. TUR - Drawdown Comparison

The maximum LLOY.L drawdown since its inception was -91.44%, which is greater than TUR's maximum drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for LLOY.L and TUR.


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Drawdown Indicators


LLOY.LTURDifference

Max Drawdown

Largest peak-to-trough decline

-91.44%

-68.02%

-23.42%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-14.97%

-4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-35.05%

+15.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-35.05%

+9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-64.34%

-59.94%

-4.40%

Current Drawdown

Current decline from peak

-6.61%

-15.58%

+8.97%

Average Drawdown

Average peak-to-trough decline

-52.56%

-34.35%

-18.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.12%

4.98%

+2.14%

Volatility

LLOY.L vs. TUR - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LLOY.L) is 7.85%, while iShares MSCI Turkey ETF (TUR) has a volatility of 14.20%. This indicates that LLOY.L experiences smaller price fluctuations and is considered to be less risky than TUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLOY.LTURDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

14.20%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

19.45%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

27.89%

25.02%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.22%

34.11%

-6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.65%

34.32%

-3.67%

Dividends

LLOY.L vs. TUR - Dividend Comparison

LLOY.L's dividend yield for the trailing twelve months is around 3.56%, more than TUR's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
LLOY.L
Lloyds Banking Group plc
3.56%3.39%5.29%5.28%4.69%2.59%0.00%5.22%6.02%2.20%2.16%2.05%
TUR
iShares MSCI Turkey ETF
3.25%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%

Frequently Asked Questions


LLOY.L and TUR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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