OXIG.L vs. CRDA.L
Compare and contrast key facts about Oxford Instruments plc (OXIG.L) and Croda International plc (CRDA.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXIG.L or CRDA.L.
Key characteristics
| OXIG.L | CRDA.L | |
|---|---|---|
| YTD Return | -7.47% | -26.75% |
| 1Y Return | 2.57% | -20.67% |
| 3Y Return (Ann) | -1.23% | -27.25% |
| 5Y Return (Ann) | 7.22% | -3.67% |
| 10Y Return (Ann) | 7.13% | 6.28% |
| Sharpe Ratio | 0.16 | -0.69 |
| Sortino Ratio | 0.43 | -0.92 |
| Omega Ratio | 1.05 | 0.90 |
| Calmar Ratio | 0.16 | -0.30 |
| Martin Ratio | 0.40 | -1.25 |
| Ulcer Index | 11.97% | 15.41% |
| Daily Std Dev | 30.27% | 27.68% |
| Max Drawdown | -74.05% | -63.61% |
| Current Drawdown | -24.56% | -63.31% |
Fundamentals
| OXIG.L | CRDA.L | |
|---|---|---|
| Market Cap | £1.18B | £5.06B |
| EPS | £0.86 | £1.16 |
| PE Ratio | 23.66 | 31.25 |
| PEG Ratio | 0.00 | 1.26 |
| Total Revenue (TTM) | £260.70M | £1.63B |
| Gross Profit (TTM) | £126.50M | £649.00M |
| EBITDA (TTM) | £49.50M | £384.10M |
Correlation
The correlation between OXIG.L and CRDA.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.
Performance
OXIG.L vs. CRDA.L - Performance Comparison
In the year-to-date period, OXIG.L achieves a -7.47% return, which is significantly higher than CRDA.L's -26.75% return. Over the past 10 years, OXIG.L has outperformed CRDA.L with an annualized return of 7.13%, while CRDA.L has yielded a comparatively lower 6.28% annualized return. 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
OXIG.L vs. CRDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Instruments plc (OXIG.L) and Croda International plc (CRDA.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
OXIG.L vs. CRDA.L - Dividend Comparison
OXIG.L's dividend yield for the trailing twelve months is around 0.99%, less than CRDA.L's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXIG.L Oxford Instruments plc | 0.99% | 1.51% | 0.81% | 0.81% | 0.21% | 0.94% | 1.46% | 1.53% | 1.78% | 1.69% | 0.97% | 0.63% |
CRDA.L Croda International plc | 3.02% | 2.14% | 1.57% | 0.94% | 1.36% | 6.22% | 2.71% | 1.68% | 5.22% | 2.08% | 2.30% | 2.51% |
Drawdowns
OXIG.L vs. CRDA.L - Drawdown Comparison
The maximum OXIG.L drawdown since its inception was -74.05%, which is greater than CRDA.L's maximum drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for OXIG.L and CRDA.L. For additional features, visit the drawdowns tool.
Volatility
OXIG.L vs. CRDA.L - Volatility Comparison
Oxford Instruments plc (OXIG.L) has a higher volatility of 10.88% compared to Croda International plc (CRDA.L) at 9.31%. This indicates that OXIG.L's price experiences larger fluctuations and is considered to be riskier than CRDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OXIG.L vs. CRDA.L - Financials Comparison
This section allows you to compare key financial metrics between Oxford Instruments plc and Croda International plc. 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