PCFT.L vs. DECK

Last updated Jun 4, 2026

PCFT.L (Polar Capital Global Financials Trust plc) and DECK (Deckers Outdoor Corporation) are both stocks. PCFT.L operates in Collective Investments (Financial Services), while DECK operates in Footwear & Accessories (Consumer Cyclical). Over the past 10 years, PCFT.L returned 11.68%/yr vs 29.08%/yr for DECK. At a 0.10 correlation, their price movements are largely independent.

Performance

PCFT.L vs. DECK - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Polar Capital Global Financials Trust plc (PCFT.L) and Deckers Outdoor Corporation (DECK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PCFT.L is traded in GBp, while DECK is traded in USD. To make them comparable, the DECK values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PCFT.L achieves a -1.34% return, which is significantly lower than DECK's 3.94% return. Over the past 10 years, PCFT.L has underperformed DECK with an annualized return of 11.68%, while DECK has yielded a comparatively higher 29.08% annualized return.

PCFT.L

• 1D: 0.22%
• 1M: 0.22%
• YTD: -1.34%
• 6M: 4.53%
• 1Y: 12.53%
• 3Y*: 20.67%
• 5Y*: 8.90%
• 10Y*: 11.68%

DECK

• 1D: -2.84%
• 1M: 10.84%
• YTD: 3.94%
• 6M: 12.45%
• 1Y: 2.15%
• 3Y*: 7.81%
• 5Y*: 15.97%
• 10Y*: 29.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PCFT.L vs. DECK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PCFT.L Polar Capital Global Financials Trust plc	-1.34%	24.68%	31.76%	0.81%	-9.24%	25.04%	0.15%	24.36%	-13.50%	15.53%
DECK Deckers Outdoor Corporation	3.94%	-52.59%	85.48%	59.09%	21.92%	28.94%	64.84%	26.95%	68.89%	32.35%

Correlation

The correlation between PCFT.L and DECK is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Jul 9, 2013	0.10

Fundamentals

Market Cap PCFT.L : £542.32M DECK : $15.19B
EPS PCFT.L : £0.90 DECK : $6.98
PE Ratio PCFT.L : 2.47 DECK : 15.38
PEG Ratio PCFT.L : 0.00 DECK : 0.56
PS Ratio PCFT.L : 2.94 DECK : 2.88
PB Ratio PCFT.L : 1.44 DECK : 6.08
Total Revenue (TTM) PCFT.L : £184.77M DECK : $5.47B
Gross Profit (TTM) PCFT.L : £181.04M DECK : $3.16B
EBITDA (TTM) PCFT.L : £232.42M DECK : $1.31B

Return for Risk

PCFT.L vs. DECK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PCFT.L

PCFT.L Risk / Return Rank: 63
PCFT.L Sharpe Ratio Rank: 67
PCFT.L Sortino Ratio Rank: 59
PCFT.L Omega Ratio Rank: 59
PCFT.L Calmar Ratio Rank: 62
PCFT.L Martin Ratio Rank: 67

DECK

DECK Risk / Return Rank: 40
DECK Sharpe Ratio Rank: 41
DECK Sortino Ratio Rank: 38
DECK Omega Ratio Rank: 38
DECK Calmar Ratio Rank: 41
DECK Martin Ratio Rank: 41

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PCFT.L vs. DECK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polar Capital Global Financials Trust plc (PCFT.L) and Deckers Outdoor Corporation (DECK). 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.

	PCFT.L	DECK	Difference
Sharpe ratio: Return per unit of total volatility	0.81	0.05	+0.76
Sortino ratio: Return per unit of downside risk	1.22	0.42	+0.79
Omega ratio: Gain probability vs. loss probability	1.15	1.05	+0.10
Calmar ratio: Return relative to maximum drawdown	1.03	0.06	+0.97
Martin ratio: Return relative to average drawdown	3.10	0.13	+2.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PCFT.L vs. DECK - Sharpe Ratio Comparison

The current PCFT.L Sharpe Ratio is 0.81, which is higher than the DECK Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of PCFT.L and DECK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PCFT.L	DECK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	0.05	+0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.37	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.69	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.41	+0.07

Drawdowns

PCFT.L vs. DECK - Drawdown Comparison

The maximum PCFT.L drawdown since its inception was -40.21%, smaller than the maximum DECK drawdown of -75.67%. Use the drawdown chart below to compare losses from any high point for PCFT.L and DECK.

Drawdown Indicators

	PCFT.L	DECK	Difference
Max Drawdown Largest peak-to-trough decline	-40.21%	-75.67%	+35.46%
Max Drawdown (1Y) Largest decline over 1 year	-12.08%	-34.30%	+22.22%
Max Drawdown (3Y) Largest decline over 3 years	-14.81%	-66.27%	+51.46%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	-66.27%	+39.22%
Max Drawdown (10Y) Largest decline over 10 years	-40.21%	-66.27%	+26.06%
Current Drawdown Current decline from peak	-4.26%	-55.49%	+51.23%
Average Drawdown Average peak-to-trough decline	-8.05%	-25.48%	+17.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.03%	16.65%	-12.62%

Volatility

PCFT.L vs. DECK - Volatility Comparison

The current volatility for Polar Capital Global Financials Trust plc (PCFT.L) is 3.66%, while Deckers Outdoor Corporation (DECK) has a volatility of 12.12%. This indicates that PCFT.L experiences smaller price fluctuations and is considered to be less risky than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PCFT.L	DECK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	12.12%	-8.46%
Volatility (6M) Calculated over the trailing 6-month period	12.47%	31.16%	-18.69%
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	45.16%	-29.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.56%	43.71%	-26.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.85%	42.39%	-22.54%

Dividends

PCFT.L vs. DECK - Dividend Comparison

PCFT.L's dividend yield for the trailing twelve months is around 4.07%, while DECK has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DECK Deckers Outdoor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PCFT.L Polar Capital Global Financials Trust plc	4.07%	2.76%	2.40%	3.01%	2.88%	2.32%	2.51%	4.03%	2.68%	2.06%	2.10%	2.97%

Financials

Frequently Asked Questions

Can I hold both PCFT.L and DECK in my portfolio?

PCFT.L and DECK have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.