NBPE.L vs. ICGT.L

Last updated Apr 2, 2026

Compare and contrast key facts about NB Private Equity Partners Ltd (NBPE.L) and ICG Enterprise Trust plc (ICGT.L).

Performance

NBPE.L vs. ICGT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in NB Private Equity Partners Ltd (NBPE.L) and ICG Enterprise Trust plc (ICGT.L). The values are adjusted to include any dividend payments, if applicable.

NBPE.L vs. ICGT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NBPE.L NB Private Equity Partners Ltd	-15.13%	7.37%	-1.20%	9.15%	-9.76%	65.01%	0.43%	25.71%	-0.32%	-10.29%
ICGT.L ICG Enterprise Trust plc	-8.86%	18.04%	8.15%	7.00%	-3.51%	35.50%	-0.32%	26.02%	3.05%	21.22%

Fundamentals

EPS NBPE.L : £0.60 ICGT.L : £1.57
PE Ratio NBPE.L : 22.35 ICGT.L : 8.59
PEG Ratio NBPE.L : 0.56 ICGT.L : 0.08
PS Ratio NBPE.L : 43.97 ICGT.L : 5.64
Total Revenue (TTM) NBPE.L : £13.99M ICGT.L : £152.13M
Gross Profit (TTM) NBPE.L : £13.99M ICGT.L : £122.07M
EBITDA (TTM) NBPE.L : -£11.03K ICGT.L : £35.34M

Returns By Period

In the year-to-date period, NBPE.L achieves a -15.13% return, which is significantly lower than ICGT.L's -8.86% return. Over the past 10 years, NBPE.L has underperformed ICGT.L with an annualized return of 6.81%, while ICGT.L has yielded a comparatively higher 13.15% annualized return.

NBPE.L

• 1D: 1.36%
• 1M: -5.23%
• YTD: -15.13%
• 6M: -10.01%
• 1Y: -8.53%
• 3Y*: 3.08%
• 5Y*: 7.80%
• 10Y*: 6.81%

ICGT.L

• 1D: 1.81%
• 1M: -7.67%
• YTD: -8.86%
• 6M: -7.44%
• 1Y: 10.48%
• 3Y*: 13.77%
• 5Y*: 8.75%
• 10Y*: 13.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NBPE.L vs. ICGT.L — Risk / Return Rank

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

NBPE.L

NBPE.L Risk / Return Rank: 21
NBPE.L Sharpe Ratio Rank: 23
NBPE.L Sortino Ratio Rank: 20
NBPE.L Omega Ratio Rank: 20
NBPE.L Calmar Ratio Rank: 26
NBPE.L Martin Ratio Rank: 14

ICGT.L

ICGT.L Risk / Return Rank: 54
ICGT.L Sharpe Ratio Rank: 58
ICGT.L Sortino Ratio Rank: 49
ICGT.L Omega Ratio Rank: 50
ICGT.L Calmar Ratio Rank: 54
ICGT.L Martin Ratio Rank: 58

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.

NBPE.L vs. ICGT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NB Private Equity Partners Ltd (NBPE.L) and ICG Enterprise Trust plc (ICGT.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.

	NBPE.L	ICGT.L	Difference
Sharpe ratio Return per unit of total volatility	-0.39	0.49	-0.88
Sortino ratio Return per unit of downside risk	-0.41	0.79	-1.20
Omega ratio Gain probability vs. loss probability	0.94	1.11	-0.17
Calmar ratio Return relative to maximum drawdown	-0.45	0.60	-1.05
Martin ratio Return relative to average drawdown	-1.31	1.72	-3.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NBPE.L vs. ICGT.L - Sharpe Ratio Comparison

The current NBPE.L Sharpe Ratio is -0.39, which is lower than the ICGT.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of NBPE.L and ICGT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NBPE.L	ICGT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.39	0.49	-0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.35	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.51	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.55	-0.55

Correlation

The correlation between NBPE.L and ICGT.L is 0.24, 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.

Dividends

NBPE.L vs. ICGT.L - Dividend Comparison

NBPE.L's dividend yield for the trailing twelve months is around 5.28%, more than ICGT.L's 2.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NBPE.L NB Private Equity Partners Ltd	5.28%	4.38%	4.49%	4.24%	4.43%	2.82%	3.82%	3.78%	3.96%	3.61%	4.15%	4.50%
ICGT.L ICG Enterprise Trust plc	2.78%	2.49%	2.63%	2.60%	3.21%	2.05%	2.40%	2.23%	2.61%	2.50%	2.36%	3.53%

Drawdowns

NBPE.L vs. ICGT.L - Drawdown Comparison

The maximum NBPE.L drawdown since its inception was -99.18%, which is greater than ICGT.L's maximum drawdown of -70.29%. Use the drawdown chart below to compare losses from any high point for NBPE.L and ICGT.L.

Drawdown Indicators

	NBPE.L	ICGT.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.18%	-70.29%	-28.89%
Max Drawdown (1Y) Largest decline over 1 year	-18.37%	-17.13%	-1.24%
Max Drawdown (5Y) Largest decline over 5 years	-31.25%	-27.04%	-4.21%
Max Drawdown (10Y) Largest decline over 10 years	-56.76%	-54.44%	-2.32%
Current Drawdown Current decline from peak	-17.26%	-14.73%	-2.53%
Average Drawdown Average peak-to-trough decline	-9.84%	-12.86%	+3.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.23%	5.98%	+0.25%

Volatility

NBPE.L vs. ICGT.L - Volatility Comparison

NB Private Equity Partners Ltd (NBPE.L) and ICG Enterprise Trust plc (ICGT.L) have volatilities of 6.03% and 6.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBPE.L	ICGT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.03%	6.08%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	12.13%	-1.09%
Volatility (1Y) Calculated over the trailing 1-year period	21.80%	21.43%	+0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.56%	25.34%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.71%	25.93%	-0.22%

Financials