ORIT.L vs. NESF.L
Compare and contrast key facts about Octopus Renewables Infra Trust (ORIT.L) and NextEnergy Solar Fund Ltd (NESF.L).
Performance
ORIT.L vs. NESF.L - Performance Comparison
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ORIT.L vs. NESF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ORIT.L Octopus Renewables Infra Trust | -11.24% | -1.51% | -18.31% | -4.57% | -5.40% | 1.72% | 7.83% | 0.66% |
NESF.L NextEnergy Solar Fund Ltd | -7.59% | -13.31% | -20.88% | -9.80% | 17.08% | 2.32% | -8.41% | 1.22% |
Fundamentals
ORIT.L:
£61.83M
NESF.L:
£9.88M
ORIT.L:
£52.56M
NESF.L:
£9.88M
ORIT.L:
-£7.00M
NESF.L:
-£4.77M
Returns By Period
In the year-to-date period, ORIT.L achieves a -11.24% return, which is significantly lower than NESF.L's -7.59% return.
ORIT.L
- 1D
- -6.88%
- 1M
- -2.22%
- YTD
- -11.24%
- 6M
- -10.77%
- 1Y
- -9.16%
- 3Y*
- -10.90%
- 5Y*
- -8.47%
- 10Y*
- —
NESF.L
- 1D
- 1.14%
- 1M
- -14.02%
- YTD
- -7.59%
- 6M
- -23.40%
- 1Y
- -24.87%
- 3Y*
- -15.83%
- 5Y*
- -6.57%
- 10Y*
- 0.04%
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Return for Risk
ORIT.L vs. NESF.L — Risk / Return Rank
ORIT.L
NESF.L
ORIT.L vs. NESF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Octopus Renewables Infra Trust (ORIT.L) and NextEnergy Solar Fund Ltd (NESF.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.
| ORIT.L | NESF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.43 | -0.84 | +0.40 |
Sortino ratioReturn per unit of downside risk | -0.49 | -0.97 | +0.48 |
Omega ratioGain probability vs. loss probability | 0.94 | 0.85 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.68 | +0.26 |
Martin ratioReturn relative to average drawdown | -0.73 | -1.23 | +0.51 |
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
| ORIT.L | NESF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | -0.84 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | -0.31 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.03 | -0.27 |
Correlation
The correlation between ORIT.L and NESF.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
ORIT.L vs. NESF.L - Dividend Comparison
ORIT.L's dividend yield for the trailing twelve months is around 11.69%, less than NESF.L's 18.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NESF.L NextEnergy Solar Fund Ltd | 18.97% | 16.86% | 12.81% | 8.58% | 6.60% | 6.99% | 6.53% | 5.45% | 5.68% | 5.63% | 5.83% | 5.50% |
Drawdowns
ORIT.L vs. NESF.L - Drawdown Comparison
The maximum ORIT.L drawdown since its inception was -40.68%, smaller than the maximum NESF.L drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for ORIT.L and NESF.L.
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Drawdown Indicators
| ORIT.L | NESF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.68% | -47.81% | +7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -24.60% | -37.44% | +12.84% |
Max Drawdown (5Y)Largest decline over 5 years | -40.68% | -47.81% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.81% | — |
Current DrawdownCurrent decline from peak | -40.53% | -47.22% | +6.69% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -10.37% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.13% | 20.68% | -6.55% |
Volatility
ORIT.L vs. NESF.L - Volatility Comparison
The current volatility for Octopus Renewables Infra Trust (ORIT.L) is 9.41%, while NextEnergy Solar Fund Ltd (NESF.L) has a volatility of 21.22%. This indicates that ORIT.L experiences smaller price fluctuations and is considered to be less risky than NESF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORIT.L | NESF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.41% | 21.22% | -11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.07% | 27.16% | -11.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.05% | 29.56% | -8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 21.22% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 18.54% | +2.89% |
Financials
ORIT.L vs. NESF.L - Financials Comparison
This section allows you to compare key financial metrics between Octopus Renewables Infra Trust and NextEnergy Solar Fund Ltd. 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