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SGPYY vs. GRP.IR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SGPYY vs. GRP.IR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sage Group PLC ADR (SGPYY) and Greencoat Renewables PLC (GRP.IR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGPYY is traded in USD, while GRP.IR is traded in EUR. To make them comparable, the GRP.IR values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGPYY achieves a -18.13% return, which is significantly lower than GRP.IR's -1.02% return.


SGPYY

1D
-0.83%
1M
-3.47%
YTD
-18.13%
6M
-16.71%
1Y
-29.55%
3Y*
4.66%
5Y*
6.42%
10Y*
5.14%

GRP.IR

1D
0.24%
1M
-1.35%
YTD
-1.02%
6M
-0.09%
1Y
2.05%
3Y*
-7.10%
5Y*
-5.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGPYY vs. GRP.IR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGPYY
Sage Group PLC ADR
-18.13%-7.16%7.97%70.61%-22.82%51.27%-17.88%33.20%-27.65%22.96%
GRP.IR
Greencoat Renewables PLC
-1.02%6.27%-24.01%-3.51%0.40%-5.65%12.64%19.02%-1.71%5.05%

Correlation

The correlation between SGPYY and GRP.IR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.10

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2017

0.17

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Return for Risk

SGPYY vs. GRP.IR — Risk / Return Rank

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

SGPYY
SGPYY Risk / Return Rank: 99
Overall Rank
SGPYY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SGPYY Sortino Ratio Rank: 77
Sortino Ratio Rank
SGPYY Omega Ratio Rank: 88
Omega Ratio Rank
SGPYY Calmar Ratio Rank: 1313
Calmar Ratio Rank
SGPYY Martin Ratio Rank: 1111
Martin Ratio Rank

GRP.IR
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.

SGPYY vs. GRP.IR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sage Group PLC ADR (SGPYY) and Greencoat Renewables PLC (GRP.IR). 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.


SGPYYGRP.IRDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

0.83

1.05

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.77

0.35

-1.12

Martin ratioReturn relative to average drawdown

-1.34

0.83

-2.17

SGPYY vs. GRP.IR - Sharpe Ratio Comparison

The current SGPYY Sharpe Ratio is -1.02, which is lower than the GRP.IR Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SGPYY and GRP.IR, 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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Sharpe Ratios by Period


SGPYYGRP.IRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

0.29

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.32

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.01

+0.23

Drawdowns

SGPYY vs. GRP.IR - Drawdown Comparison

The maximum SGPYY drawdown since its inception was -58.33%, which is greater than GRP.IR's maximum drawdown of -38.81%. Use the drawdown chart below to compare losses from any high point for SGPYY and GRP.IR.


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Drawdown Indicators


SGPYYGRP.IRDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-38.81%

-19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-38.41%

-5.19%

-33.22%

Max Drawdown (3Y)

Largest decline over 3 years

-38.41%

-31.99%

-6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-38.61%

-37.75%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-42.85%

Current Drawdown

Current decline from peak

-31.46%

-30.70%

-0.76%

Average Drawdown

Average peak-to-trough decline

-14.65%

-13.42%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.07%

2.21%

+19.86%

Volatility

SGPYY vs. GRP.IR - Volatility Comparison

Sage Group PLC ADR (SGPYY) has a higher volatility of 12.94% compared to Greencoat Renewables PLC (GRP.IR) at 1.22%. This indicates that SGPYY's price experiences larger fluctuations and is considered to be riskier than GRP.IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGPYYGRP.IRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.94%

1.22%

+11.72%

Volatility (6M)

Calculated over the trailing 6-month period

25.15%

4.36%

+20.79%

Volatility (1Y)

Calculated over the trailing 1-year period

29.18%

6.30%

+22.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.35%

18.12%

+10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.14%

20.49%

+9.65%

Dividends

SGPYY vs. GRP.IR - Dividend Comparison

SGPYY's dividend yield for the trailing twelve months is around 2.59%, while GRP.IR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GRP.IR
Greencoat Renewables PLC
0.00%0.00%0.00%4.68%5.42%5.41%5.20%5.08%6.90%0.00%0.00%0.00%
SGPYY
Sage Group PLC ADR
2.59%1.87%1.57%1.50%2.59%1.88%2.37%1.86%2.45%1.47%4.60%1.88%

Financials

SGPYY vs. GRP.IR - Financials Comparison

This section allows you to compare key financial metrics between Sage Group PLC ADR and Greencoat Renewables 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. SGPYY values in USD, GRP.IR values in EUR

Frequently Asked Questions


SGPYY and GRP.IR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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