PCTN.L vs. IPRP.L
PCTN.L (Picton Property Income Ltd) is a stock, while IPRP.L (iShares European Property Yield UCITS ETF) is REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR. Over the past 10 years, PCTN.L returned 4.32%/yr vs 1.98%/yr for IPRP.L. At a 0.29 correlation, their price movements are largely independent.
Performance
PCTN.L vs. IPRP.L - Performance Comparison
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%
PCTN.L vs. IPRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PCTN.L
IPRP.L
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.L | IPRP.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PCTN.L | IPRP.L | Difference | |
|---|---|---|---|
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.L | IPRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.95% | -22.85% | +4.90% |
Average DrawdownAverage peak-to-trough decline | -22.09% | -14.69% | -7.40% |
Ulcer IndexDepth 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.L | IPRP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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