PRE.L vs. GGP.L
PRE.L (Pensana Rare Earths PLC) and GGP.L (Greatland Gold plc) are both stocks. Both are in the Basic Materials sector — PRE.L in Other Industrial Metals & Mining, GGP.L in Gold. Over the past 5 years, PRE.L returned -3.02%/yr vs 12.27%/yr for GGP.L. At a 0.11 correlation, their price movements are largely independent.
Performance
PRE.L vs. GGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, PRE.L achieves a 5.77% return, which is significantly lower than GGP.L's 38.21% return.
PRE.L
- 1D
- -2.30%
- 1M
- -4.40%
- YTD
- 5.77%
- 6M
- -8.78%
- 1Y
- 128.05%
- 3Y*
- 46.48%
- 5Y*
- -3.02%
- 10Y*
- —
GGP.L
- 1D
- 0.07%
- 1M
- -0.07%
- YTD
- 38.21%
- 6M
- 75.73%
- 1Y
- 150.17%
- 3Y*
- 66.68%
- 5Y*
- 12.27%
- 10Y*
- 60.38%
PRE.L vs. GGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRE.L Pensana Rare Earths PLC | 5.77% | 275.37% | 8.53% | -51.24% | -55.07% | -9.95% | 307.41% |
GGP.L Greatland Gold plc | 38.21% | 309.83% | -35.50% | 23.25% | -50.00% | -56.64% | 207.50% |
Correlation
The correlation between PRE.L and GGP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2020 | 0.11 |
Fundamentals
PRE.L:
-£0.05
GGP.L:
£0.48
PRE.L:
£0.00
GGP.L:
£937.29M
PRE.L:
-£28.36K
GGP.L:
£483.25M
PRE.L:
-£13.84M
GGP.L:
£477.73M
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Return for Risk
PRE.L vs. GGP.L — Risk / Return Rank
PRE.L
GGP.L
PRE.L vs. GGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pensana Rare Earths PLC (PRE.L) and Greatland Gold plc (GGP.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.
| PRE.L | GGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 4.26 | -1.87 |
| Martin ratioReturn relative to average drawdown | 3.54 | 11.07 | -7.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRE.L | GGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.32 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.19 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.15 | +0.11 |
Drawdowns
PRE.L vs. GGP.L - Drawdown Comparison
The maximum PRE.L drawdown since its inception was -93.56%, roughly equal to the maximum GGP.L drawdown of -98.48%. Use the drawdown chart below to compare losses from any high point for PRE.L and GGP.L.
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Drawdown Indicators
| PRE.L | GGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -98.48% | +4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -53.37% | -35.27% | -18.10% |
Max Drawdown (3Y)Largest decline over 3 years | -63.74% | -55.65% | -8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -89.77% | -76.82% | -12.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -86.35% | — |
Current DrawdownCurrent decline from peak | -54.39% | -9.31% | -45.08% |
Average DrawdownAverage peak-to-trough decline | -63.53% | -65.14% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.01% | 13.56% | +22.45% |
Volatility
PRE.L vs. GGP.L - Volatility Comparison
The current volatility for Pensana Rare Earths PLC (PRE.L) is 10.27%, while Greatland Gold plc (GGP.L) has a volatility of 13.36%. This indicates that PRE.L experiences smaller price fluctuations and is considered to be less risky than GGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRE.L | GGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.27% | 13.36% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 43.93% | 41.94% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.90% | 64.87% | +16.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.03% | 64.86% | +21.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.26% | 90.94% | -1.68% |
Dividends
PRE.L vs. GGP.L - Dividend Comparison
Neither PRE.L nor GGP.L has paid dividends to shareholders.
Financials
PRE.L vs. GGP.L - Financials Comparison
This section allows you to compare key financial metrics between Pensana Rare Earths PLC and Greatland Gold 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
Frequently Asked Questions
PRE.L and GGP.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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