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LMP.L vs. AVSG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMP.L vs. AVSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in LondonMetric Property plc (LMP.L) and Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LMP.L achieves a -1.22% return, which is significantly lower than AVSG.L's 17.58% return.


LMP.L

1D
0.00%
1M
-3.00%
YTD
-1.22%
6M
-0.59%
1Y
-3.13%
3Y*
4.92%
5Y*
0.15%
10Y*
6.08%

AVSG.L

1D
-0.14%
1M
3.68%
YTD
17.58%
6M
17.39%
1Y
38.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMP.L vs. AVSG.L - Yearly Performance Comparison


2026 (YTD)20252024
LMP.L
LondonMetric Property plc
-1.22%12.48%-5.04%
AVSG.L
Avantis Global Small Cap Value UCITS ETF USD Acc
17.58%4.18%-3.04%

Correlation

The correlation between LMP.L and AVSG.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2024

0.18

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Return for Risk

LMP.L vs. AVSG.L — Risk / Return Rank

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

LMP.L
LMP.L Risk / Return Rank: 3232
Overall Rank
LMP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LMP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
LMP.L Omega Ratio Rank: 2727
Omega Ratio Rank
LMP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
LMP.L Martin Ratio Rank: 3535
Martin Ratio Rank

AVSG.L
AVSG.L Risk / Return Rank: 8888
Overall Rank
AVSG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVSG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
AVSG.L Omega Ratio Rank: 8484
Omega Ratio Rank
AVSG.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVSG.L Martin Ratio Rank: 9090
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.

LMP.L vs. AVSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LondonMetric Property plc (LMP.L) and Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.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.


LMP.LAVSG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-3.57

Omega ratioGain probability vs. loss probability

0.98

1.46

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.21

5.94

-6.15

Martin ratioReturn relative to average drawdown

-0.43

21.05

-21.47

LMP.L vs. AVSG.L - Sharpe Ratio Comparison

The current LMP.L Sharpe Ratio is -0.18, which is lower than the AVSG.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of LMP.L and AVSG.L, 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


LMP.LAVSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.66

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.69

-0.28

Drawdowns

LMP.L vs. AVSG.L - Drawdown Comparison

The maximum LMP.L drawdown since its inception was -42.13%, which is greater than AVSG.L's maximum drawdown of -25.25%. Use the drawdown chart below to compare losses from any high point for LMP.L and AVSG.L.


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Drawdown Indicators


LMP.LAVSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.13%

-25.25%

-16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-6.51%

-8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-16.85%

Max Drawdown (5Y)

Largest decline over 5 years

-41.56%

Max Drawdown (10Y)

Largest decline over 10 years

-42.13%

Current Drawdown

Current decline from peak

-18.23%

-0.70%

-17.53%

Average Drawdown

Average peak-to-trough decline

-9.94%

-7.70%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.56%

1.84%

+5.72%

Volatility

LMP.L vs. AVSG.L - Volatility Comparison

LondonMetric Property plc (LMP.L) has a higher volatility of 5.18% compared to Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) at 3.63%. This indicates that LMP.L's price experiences larger fluctuations and is considered to be riskier than AVSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMP.LAVSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

3.63%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.36%

10.49%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.56%

14.60%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.52%

17.71%

+6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.10%

17.71%

+6.39%

Dividends

LMP.L vs. AVSG.L - Dividend Comparison

LMP.L's dividend yield for the trailing twelve months is around 4.90%, while AVSG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AVSG.L
Avantis Global Small Cap Value UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMP.L
LondonMetric Property plc
6.75%6.54%6.16%5.07%5.48%3.12%3.71%3.55%4.60%4.09%4.73%5.49%

Frequently Asked Questions


LMP.L and AVSG.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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