PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
MKC vs. IPRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MKC vs. IPRP.L

Last updated Jun 13, 2026

MKC (McCormick & Company, Incorporated) is a stock, while IPRP.L (iShares European Property Yield UCITS ETF) is REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR. Over the past 10 years, MKC returned 1.82%/yr vs 1.35%/yr for IPRP.L. At a 0.22 correlation, their price movements are largely independent.

Performance

MKC vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McCormick & Company, Incorporated (MKC) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, MKC achieves a -27.49% return, which is significantly lower than IPRP.L's 0.02% return. Over the past 10 years, MKC has outperformed IPRP.L with an annualized return of 1.82%, while IPRP.L has yielded a comparatively lower 1.35% annualized return.

MKC

1D
-0.57%
1M
5.61%
YTD
-27.49%
6M
-25.55%
1Y
-31.93%
3Y*
-16.44%
5Y*
-9.29%
10Y*
1.82%

IPRP.L

1D
1.44%
1M
1.04%
YTD
0.02%
6M
2.90%
1Y
1.07%
3Y*
13.77%
5Y*
-5.25%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKC vs. IPRP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MKC
McCormick & Company, Incorporated		-27.49%-8.33%13.97%-15.68%-12.65%2.67%14.70%23.65%39.01%11.34%
IPRP.L
iShares European Property Yield UCITS ETF		0.02%22.21%-6.55%21.51%-40.83%0.96%-0.89%23.20%-10.72%30.48%

Correlation

The correlation between MKC and IPRP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.19

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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

McCormick & Company, Incorporated

iShares European Property Yield UCITS ETF

Often compared with MKC:
MKC vs. MCKMKC vs. SPYMKC vs. HRLMKC vs. SJMMKC vs. MDLZMKC vs. BF-AMKC vs. CVS
Often compared with IPRP.L:
IPRP.L vs. IUSP.LIPRP.L vs. IEUSIPRP.L vs. VNQIPRP.L vs. IDWP.LIPRP.L vs. AYEP.DEIPRP.L vs. XDER.LIPRP.L vs. IJS

Return for Risk

MKC vs. IPRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MKC
MKC Risk / Return Rank: 55
Overall Rank
MKC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 44
Sortino Ratio Rank
MKC Omega Ratio Rank: 66
Omega Ratio Rank
MKC Calmar Ratio Rank: 99
Calmar Ratio Rank
MKC Martin Ratio Rank: 33
Martin Ratio Rank
IPRP.L
IPRP.L Risk / Return Rank: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
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.

MKC vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) and iShares European Property Yield UCITS ETF (IPRP.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.

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.

MKCIPRP.LDifference
Sharpe ratioReturn per unit of total volatility
-1.20
-0.02

-1.18

Sortino ratioReturn per unit of downside risk
-1.70
0.09

-1.79

Omega ratioGain probability vs. loss probability

0.80

1.01

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.02

-0.83

Martin ratioReturn relative to average drawdown

-1.69

-0.05

-1.64

MKC vs. IPRP.L - Sharpe Ratio Comparison

The current MKC Sharpe Ratio is -1.20, which is lower than the IPRP.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MKC and IPRP.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.

Loading charts...

Drawdowns

MKC vs. IPRP.L - Drawdown Comparison

The maximum MKC drawdown since its inception was -52.02%, smaller than the maximum IPRP.L drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for MKC and IPRP.L.

Loading charts...

Drawdown Indicators

MKCIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-73.26%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-39.50%

-17.54%

-21.96%

Max Drawdown (3Y)

Largest decline over 3 years

-47.65%

-20.80%

-26.85%

Max Drawdown (5Y)

Largest decline over 5 years

-52.02%

-58.02%

+6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-52.02%

-58.02%

+6.00%

Current Drawdown

Current decline from peak

-48.49%

-26.11%

-22.38%

Average Drawdown

Average peak-to-trough decline

-11.03%

-20.10%

+9.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.92%

7.11%

+12.81%

Volatility

MKC vs. IPRP.L - Volatility Comparison

McCormick & Company, Incorporated (MKC) has a higher volatility of 6.12% compared to iShares European Property Yield UCITS ETF (IPRP.L) at 4.94%. This indicates that MKC's price experiences larger fluctuations and is considered to be riskier than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

MKCIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

4.94%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

23.28%

14.03%

+9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

28.06%

16.94%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.34%

24.17%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

21.42%

+2.75%

Dividends

MKC vs. IPRP.L - Dividend Comparison

MKC's dividend yield for the trailing twelve months is around 3.80%, more than IPRP.L's 0.50% yield.

PositionTTM20252024202320222021202020192018201720162015
IPRP.L
iShares European Property Yield UCITS ETF		0.50%2.83%2.79%2.62%4.20%2.11%2.68%3.07%3.24%2.81%2.49%2.59%
MKC
McCormick & Company, Incorporated		3.80%2.69%2.24%2.32%1.81%1.44%1.68%1.37%1.53%1.89%1.89%1.91%

Frequently Asked Questions

MKC and IPRP.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MKC and IPRP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer