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PCTN.L vs. IUKP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCTN.L vs. IUKP.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, PCTN.L achieves a -0.49% return, which is significantly lower than IUKP.L's 10.04% return. Over the past 10 years, PCTN.L has outperformed IUKP.L with an annualized return of 5.15%, while IUKP.L has yielded a comparatively lower 0.83% annualized return.


PCTN.L

1D
-0.41%
1M
3.00%
6M
-11.37%
YTD
-0.49%
1Y
-4.95%
3Y*
4.67%
5Y*
0.51%
10Y*
5.15%
ALL TIME*
3.28%

IUKP.L

1D
-0.02%
1M
9.79%
6M
4.92%
YTD
10.04%
1Y
13.24%
3Y*
5.09%
5Y*
-2.65%
10Y*
0.83%
ALL TIME*
-1.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
PCTN.L
Picton Property Income Ltd
-0.49%21.96%-2.46%-9.07%-18.70%40.89%-19.54%18.35%5.90%15.15%
IUKP.L
iShares UK Property UCITS ETF
10.04%9.29%-12.11%10.25%-31.86%28.41%-16.85%29.42%-13.37%12.07%

Correlation

The correlation between PCTN.L and IUKP.L is 0.69, 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

0.69

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

0.64

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

0.58

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

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2007

0.36

Over the past year, PCTN.L and IUKP.L have become more correlated (0.69) than their long-term average of 0.36, meaning their price movements have been converging.

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Return for Risk

PCTN.L vs. IUKP.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: 3333
Overall Rank
PCTN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PCTN.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
PCTN.L Omega Ratio Rank: 2929
Omega Ratio Rank
PCTN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PCTN.L Martin Ratio Rank: 3636
Martin Ratio Rank

IUKP.L
IUKP.L Risk / Return Rank: 2424
Overall Rank
IUKP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IUKP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IUKP.L Omega Ratio Rank: 2525
Omega Ratio Rank
IUKP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IUKP.L Martin Ratio Rank: 2323
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. IUKP.L - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.92

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

0.97

1.14

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.22

0.76

-0.99

Martin ratioReturn relative to average drawdown

-0.48

2.06

-2.54

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

The current PCTN.L Sharpe Ratio is -0.26, which is lower than the IUKP.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PCTN.L and IUKP.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.


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Drawdowns

PCTN.L vs. IUKP.L - Drawdown Comparison

The maximum PCTN.L drawdown since its inception was -87.15%, which is greater than IUKP.L's maximum drawdown of -79.72%. Use the drawdown chart below to compare losses from any high point for PCTN.L and IUKP.L.


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Drawdown Indicators


PCTN.LIUKP.LDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-79.72%

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-22.15%

-17.25%

-4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-22.15%

-22.98%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-37.52%

-40.70%

+3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-40.70%

-8.81%

Current Drawdown

Current decline from peak

-18.18%

-22.78%

+4.60%

Average Drawdown

Average peak-to-trough decline

-23.04%

-34.94%

+11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.28%

6.42%

+3.86%

Volatility

PCTN.L vs. IUKP.L - Volatility Comparison

The current volatility for Picton Property Income Ltd (PCTN.L) is 5.15%, while iShares UK Property UCITS ETF (IUKP.L) has a volatility of 7.24%. This indicates that PCTN.L experiences smaller price fluctuations and is considered to be less risky than IUKP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCTN.LIUKP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

7.24%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

16.37%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

19.83%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

21.43%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.48%

19.89%

+8.59%

Dividends

PCTN.L vs. IUKP.L - Dividend Comparison

PCTN.L's dividend yield for the trailing twelve months is around 5.28%, more than IUKP.L's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
IUKP.L
iShares UK Property UCITS ETF
4.03%4.14%4.49%3.53%3.63%2.01%1.94%2.78%3.72%3.05%2.72%2.39%
PCTN.L
Picton Property Income Ltd
5.28%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 IUKP.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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