NESF.L vs. ORIT.L
Compare and contrast key facts about NextEnergy Solar Fund Ltd (NESF.L) and Octopus Renewables Infra Trust (ORIT.L).
Performance
NESF.L vs. ORIT.L - Performance Comparison
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NESF.L vs. ORIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NESF.L NextEnergy Solar Fund Ltd | -8.63% | -13.31% | -20.88% | -9.80% | 17.08% | 2.32% | -8.41% | 1.22% |
ORIT.L Octopus Renewables Infra Trust | -11.24% | -1.51% | -18.31% | -4.57% | -5.40% | 1.72% | 7.83% | 0.66% |
Fundamentals
NESF.L:
£9.88M
ORIT.L:
£61.83M
NESF.L:
£9.88M
ORIT.L:
£52.56M
NESF.L:
-£4.77M
ORIT.L:
-£7.00M
Returns By Period
In the year-to-date period, NESF.L achieves a -8.63% return, which is significantly higher than ORIT.L's -11.24% return.
NESF.L
- 1D
- -1.12%
- 1M
- -15.15%
- YTD
- -8.63%
- 6M
- -24.26%
- 1Y
- -26.36%
- 3Y*
- -16.14%
- 5Y*
- -6.78%
- 10Y*
- -0.07%
ORIT.L
- 1D
- -6.88%
- 1M
- -1.86%
- YTD
- -11.24%
- 6M
- -11.34%
- 1Y
- -10.28%
- 3Y*
- -10.90%
- 5Y*
- -8.47%
- 10Y*
- —
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Return for Risk
NESF.L vs. ORIT.L — Risk / Return Rank
NESF.L
ORIT.L
NESF.L vs. ORIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NextEnergy Solar Fund Ltd (NESF.L) and Octopus Renewables Infra Trust (ORIT.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.
| NESF.L | ORIT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.89 | -0.43 | -0.46 |
Sortino ratioReturn per unit of downside risk | -1.05 | -0.49 | -0.56 |
Omega ratioGain probability vs. loss probability | 0.84 | 0.94 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.42 | -0.31 |
Martin ratioReturn relative to average drawdown | -1.30 | -0.73 | -0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NESF.L | ORIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | -0.43 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | -0.40 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | -0.24 | +0.27 |
Correlation
The correlation between NESF.L and ORIT.L is 0.21, 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
NESF.L vs. ORIT.L - Dividend Comparison
NESF.L's dividend yield for the trailing twelve months is around 19.18%, more than ORIT.L's 11.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESF.L NextEnergy Solar Fund Ltd | 19.18% | 16.86% | 12.81% | 8.58% | 6.60% | 6.99% | 6.53% | 5.45% | 5.68% | 5.63% | 5.83% | 5.50% |
ORIT.L Octopus Renewables Infra Trust | 11.69% | 10.03% | 8.76% | 6.28% | 5.18% | 4.33% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NESF.L vs. ORIT.L - Drawdown Comparison
The maximum NESF.L drawdown since its inception was -47.81%, which is greater than ORIT.L's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for NESF.L and ORIT.L.
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Drawdown Indicators
| NESF.L | ORIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -40.68% | -7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -37.44% | -24.60% | -12.84% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -40.68% | -7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | — | — |
Current DrawdownCurrent decline from peak | -47.81% | -40.53% | -7.28% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -15.33% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.81% | 14.13% | +6.68% |
Volatility
NESF.L vs. ORIT.L - Volatility Comparison
NextEnergy Solar Fund Ltd (NESF.L) has a higher volatility of 21.19% compared to Octopus Renewables Infra Trust (ORIT.L) at 9.41%. This indicates that NESF.L's price experiences larger fluctuations and is considered to be riskier than ORIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESF.L | ORIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.19% | 9.41% | +11.78% |
Volatility (6M)Calculated over the trailing 6-month period | 27.18% | 16.07% | +11.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.58% | 21.05% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 21.03% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 21.43% | -2.89% |
Financials
NESF.L vs. ORIT.L - Financials Comparison
This section allows you to compare key financial metrics between NextEnergy Solar Fund Ltd and Octopus Renewables Infra Trust. 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