NESF.L vs. GCP.L
Compare and contrast key facts about NextEnergy Solar Fund Ltd (NESF.L) and GCP Infrastructure Investments Limited (GCP.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NESF.L or GCP.L.
Key characteristics
| NESF.L | GCP.L | |
|---|---|---|
| YTD Return | -11.30% | 9.12% |
| 1Y Return | -1.35% | 23.72% |
| 3Y Return (Ann) | -1.18% | -5.33% |
| 5Y Return (Ann) | -2.06% | -4.38% |
| 10Y Return (Ann) | 1.90% | 1.87% |
| Sharpe Ratio | -0.09 | 0.95 |
| Sortino Ratio | 0.00 | 1.49 |
| Omega Ratio | 1.00 | 1.18 |
| Calmar Ratio | -0.05 | 0.53 |
| Martin Ratio | -0.13 | 4.34 |
| Ulcer Index | 12.25% | 4.51% |
| Daily Std Dev | 17.90% | 20.86% |
| Max Drawdown | -34.88% | -44.22% |
| Current Drawdown | -26.14% | -24.98% |
Fundamentals
| NESF.L | GCP.L | |
|---|---|---|
| Market Cap | £451.44M | £621.35M |
| EPS | £0.01 | -£1.74 |
| Total Revenue (TTM) | £12.00M | £19.92M |
| Gross Profit (TTM) | £12.00M | £15.73M |
| EBITDA (TTM) | -£4.99M | -£4.35M |
Correlation
The correlation between NESF.L and GCP.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NESF.L vs. GCP.L - Performance Comparison
In the year-to-date period, NESF.L achieves a -11.30% return, which is significantly lower than GCP.L's 9.12% return. Both investments have delivered pretty close results over the past 10 years, with NESF.L having a 1.90% annualized return and GCP.L not far behind at 1.87%. 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
NESF.L vs. GCP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NextEnergy Solar Fund Ltd (NESF.L) and GCP Infrastructure Investments Limited (GCP.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
NESF.L vs. GCP.L - Dividend Comparison
NESF.L's dividend yield for the trailing twelve months is around 11.07%, more than GCP.L's 9.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESF.L NextEnergy Solar Fund Ltd | 11.07% | 8.58% | 6.60% | 6.99% | 6.53% | 5.45% | 5.69% | 146.26% | 582.83% | 550.24% | 253.01% | 0.00% |
GCP.L GCP Infrastructure Investments Limited | 9.78% | 9.72% | 6.86% | 6.46% | 6.97% | 5.77% | 4.50% | 5.89% | 6.18% | 6.33% | 6.22% | 6.74% |
Drawdowns
NESF.L vs. GCP.L - Drawdown Comparison
The maximum NESF.L drawdown since its inception was -34.88%, smaller than the maximum GCP.L drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for NESF.L and GCP.L. For additional features, visit the drawdowns tool.
Volatility
NESF.L vs. GCP.L - Volatility Comparison
NextEnergy Solar Fund Ltd (NESF.L) has a higher volatility of 6.22% compared to GCP Infrastructure Investments Limited (GCP.L) at 5.35%. This indicates that NESF.L's price experiences larger fluctuations and is considered to be riskier than GCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NESF.L vs. GCP.L - Financials Comparison
This section allows you to compare key financial metrics between NextEnergy Solar Fund Ltd and GCP Infrastructure Investments Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities