NXT.L vs. RXL.PA
NXT.L (Next plc) and RXL.PA (Rexel S.A) are both stocks. NXT.L operates in Apparel Retail (Consumer Cyclical), while RXL.PA operates in Electronics & Computer Distribution (Technology). Over the past 10 years, NXT.L returned 13.29%/yr vs 15.84%/yr for RXL.PA. At a 0.31 correlation, their price movements are largely independent.
Performance
NXT.L vs. RXL.PA - Performance Comparison
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Different Trading Currencies
NXT.L is traded in GBp, while RXL.PA is traded in EUR. To make them comparable, the RXL.PA values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, NXT.L achieves a 0.02% return, which is significantly lower than RXL.PA's 13.00% return. Over the past 10 years, NXT.L has underperformed RXL.PA with an annualized return of 13.29%, while RXL.PA has yielded a comparatively higher 15.84% annualized return.
NXT.L
- 1D
- 1.33%
- 1M
- 2.50%
- YTD
- 0.02%
- 6M
- -3.66%
- 1Y
- 8.06%
- 3Y*
- 31.21%
- 5Y*
- 13.87%
- 10Y*
- 13.29%
RXL.PA
- 1D
- -0.82%
- 1M
- 6.83%
- YTD
- 13.00%
- 6M
- 16.52%
- 1Y
- 60.05%
- 3Y*
- 28.68%
- 5Y*
- 22.11%
- 10Y*
- 15.84%
NXT.L vs. RXL.PA - Yearly Performance Comparison
Correlation
The correlation between NXT.L and RXL.PA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.31 |
Over the past year, the correlation between NXT.L and RXL.PA has dropped to 0.11 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
NXT.L vs. RXL.PA — Risk / Return Rank
NXT.L
RXL.PA
NXT.L vs. RXL.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Next plc (NXT.L) and Rexel S.A (RXL.PA). 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.
| NXT.L | RXL.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 3.44 | -2.91 |
| Martin ratioReturn relative to average drawdown | 1.29 | 12.90 | -11.61 |
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
| NXT.L | RXL.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 2.13 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.66 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.43 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.25 | +0.23 |
Drawdowns
NXT.L vs. RXL.PA - Drawdown Comparison
The maximum NXT.L drawdown since its inception was -91.55%, which is greater than RXL.PA's maximum drawdown of -70.03%. Use the drawdown chart below to compare losses from any high point for NXT.L and RXL.PA.
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Drawdown Indicators
| NXT.L | RXL.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.55% | -70.03% | -21.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -17.19% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.96% | -30.36% | +15.40% |
Max Drawdown (5Y)Largest decline over 5 years | -45.80% | -30.97% | -14.83% |
Max Drawdown (10Y)Largest decline over 10 years | -53.81% | -63.22% | +9.41% |
Current DrawdownCurrent decline from peak | -5.58% | -3.32% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -19.52% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 4.61% | +1.62% |
Volatility
NXT.L vs. RXL.PA - Volatility Comparison
The current volatility for Next plc (NXT.L) is 8.26%, while Rexel S.A (RXL.PA) has a volatility of 9.29%. This indicates that NXT.L experiences smaller price fluctuations and is considered to be less risky than RXL.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NXT.L | RXL.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 9.29% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.63% | 22.12% | -5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.13% | 27.77% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.31% | 32.72% | -6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.22% | 36.15% | -4.93% |
Dividends
NXT.L vs. RXL.PA - Dividend Comparison
NXT.L's dividend yield for the trailing twelve months is around 4.54%, more than RXL.PA's 3.24% yield.
Financials
NXT.L vs. RXL.PA - Financials Comparison
This section allows you to compare key financial metrics between Next plc and Rexel S.A. 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
Frequently Asked Questions
NXT.L and RXL.PA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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