PortfoliosLab logoPortfoliosLab logo
PCTN.L vs. IPRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCTN.L vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Picton Property Income Ltd (PCTN.L) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PCTN.L achieves a -0.21% return, which is significantly higher than IPRP.L's -0.45% return. Over the past 10 years, PCTN.L has outperformed IPRP.L with an annualized return of 4.32%, while IPRP.L has yielded a comparatively lower 1.98% annualized return.


PCTN.L

1D
0.84%
1M
-4.56%
YTD
-0.21%
6M
-2.45%
1Y
-2.60%
3Y*
2.32%
5Y*
0.54%
10Y*
4.32%

IPRP.L

1D
0.61%
1M
-3.26%
YTD
-0.45%
6M
0.67%
1Y
1.62%
3Y*
11.51%
5Y*
-3.55%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCTN.L vs. IPRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCTN.L
Picton Property Income Ltd
-0.21%21.96%-2.46%-9.07%-18.70%40.89%-19.54%18.35%5.90%15.15%
IPRP.L
iShares European Property Yield UCITS ETF
-0.45%14.18%-4.49%16.04%-33.34%2.23%-3.56%18.93%-4.97%19.62%

Correlation

The correlation between PCTN.L and IPRP.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2005

0.29

Over the past year, PCTN.L and IPRP.L have become more correlated (0.51) than their long-term average of 0.29, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PCTN.L vs. IPRP.L — Risk / Return Rank

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

PCTN.L
PCTN.L Risk / Return Rank: 3434
Overall Rank
PCTN.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PCTN.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
PCTN.L Omega Ratio Rank: 3030
Omega Ratio Rank
PCTN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PCTN.L Martin Ratio Rank: 3737
Martin Ratio Rank

IPRP.L
IPRP.L Risk / Return Rank: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
Martin Ratio Rank
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.

PCTN.L vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Picton Property Income Ltd (PCTN.L) and iShares European Property Yield UCITS ETF (IPRP.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.


PCTN.LIPRP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.11

0.11

-0.22

Martin ratioReturn relative to average drawdown

-0.27

0.29

-0.56

PCTN.L vs. IPRP.L - Sharpe Ratio Comparison

The current PCTN.L Sharpe Ratio is -0.12, which is lower than the IPRP.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of PCTN.L and IPRP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PCTN.LIPRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.11

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.16

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.10

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.22

-0.09

Drawdowns

PCTN.L vs. IPRP.L - Drawdown Comparison

The maximum PCTN.L drawdown since its inception was -87.15%, which is greater than IPRP.L's maximum drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for PCTN.L and IPRP.L.


Loading charts...

Drawdown Indicators


PCTN.LIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-59.70%

-27.45%

Max Drawdown (1Y)

Largest decline over 1 year

-19.43%

-16.11%

-3.32%

Max Drawdown (3Y)

Largest decline over 3 years

-21.24%

-16.11%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-37.52%

-48.44%

+10.92%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-48.44%

-1.07%

Current Drawdown

Current decline from peak

-17.95%

-22.85%

+4.90%

Average Drawdown

Average peak-to-trough decline

-22.09%

-14.69%

-7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

5.93%

+2.16%

Volatility

PCTN.L vs. IPRP.L - Volatility Comparison

Picton Property Income Ltd (PCTN.L) has a higher volatility of 5.31% compared to iShares European Property Yield UCITS ETF (IPRP.L) at 4.48%. This indicates that PCTN.L's price experiences larger fluctuations and is considered to be riskier than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PCTN.LIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.48%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

13.02%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

15.13%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.34%

21.51%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.24%

19.32%

+9.92%

Dividends

PCTN.L vs. IPRP.L - Dividend Comparison

PCTN.L's dividend yield for the trailing twelve months is around 5.26%, more than IPRP.L's 3.34% yield.


PositionTTM20252024202320222021202020192018201720162015
IPRP.L
iShares European Property Yield UCITS ETF
3.34%3.32%3.30%3.05%4.90%2.47%2.96%3.46%3.70%3.20%3.07%3.60%
PCTN.L
Picton Property Income Ltd
5.26%5.09%5.70%5.06%4.38%3.24%3.76%3.61%4.11%4.06%4.36%4.56%

Frequently Asked Questions


PCTN.L and IPRP.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PCTN.L and IPRP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer