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SSEZY vs. ISF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSEZY vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SSE PLC ADR (SSEZY) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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SSEZY vs. ISF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSEZY
SSE PLC ADR
21.59%55.64%-14.33%23.22%-2.83%15.63%12.81%50.44%-17.36%1.53%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
4.35%35.47%7.46%13.50%-6.37%16.61%-8.97%21.81%-14.11%23.87%
Different Trading Currencies

SSEZY is traded in USD, while ISF.L is traded in GBp. To make them comparable, the ISF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSEZY achieves a 21.59% return, which is significantly higher than ISF.L's 4.35% return. Over the past 10 years, SSEZY has outperformed ISF.L with an annualized return of 12.33%, while ISF.L has yielded a comparatively lower 8.65% annualized return.


SSEZY

1D
2.53%
1M
-1.18%
YTD
21.59%
6M
52.97%
1Y
79.19%
3Y*
21.98%
5Y*
17.22%
10Y*
12.33%

ISF.L

1D
2.63%
1M
-3.88%
YTD
4.35%
6M
10.31%
1Y
28.10%
3Y*
17.70%
5Y*
12.08%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SSEZY vs. ISF.L — Risk / Return Rank

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

SSEZY
SSEZY Risk / Return Rank: 9393
Overall Rank
SSEZY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SSEZY Sortino Ratio Rank: 9595
Sortino Ratio Rank
SSEZY Omega Ratio Rank: 9494
Omega Ratio Rank
SSEZY Calmar Ratio Rank: 9191
Calmar Ratio Rank
SSEZY Martin Ratio Rank: 9292
Martin Ratio Rank

ISF.L
ISF.L Risk / Return Rank: 8787
Overall Rank
ISF.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 9191
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 8686
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.

SSEZY vs. ISF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.


SSEZYISF.LDifference

Sharpe ratio

Return per unit of total volatility

2.68

1.72

+0.95

Sortino ratio

Return per unit of downside risk

3.63

2.16

+1.47

Omega ratio

Gain probability vs. loss probability

1.49

1.35

+0.14

Calmar ratio

Return relative to maximum drawdown

4.38

2.37

+2.01

Martin ratio

Return relative to average drawdown

12.93

10.11

+2.82

SSEZY vs. ISF.L - Sharpe Ratio Comparison

The current SSEZY Sharpe Ratio is 2.68, which is higher than the ISF.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SSEZY and ISF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSEZYISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

1.72

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.74

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.48

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.18

+0.06

Correlation

The correlation between SSEZY and ISF.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SSEZY vs. ISF.L - Dividend Comparison

SSEZY's dividend yield for the trailing twelve months is around 2.38%, less than ISF.L's 2.88% yield.


TTM20252024202320222021202020192018201720162015
SSEZY
SSE PLC ADR
2.38%3.79%3.82%4.93%5.34%4.97%5.10%6.28%8.83%8.43%14.56%5.92%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
2.88%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Drawdowns

SSEZY vs. ISF.L - Drawdown Comparison

The maximum SSEZY drawdown since its inception was -54.69%, smaller than the maximum ISF.L drawdown of -63.42%. Use the drawdown chart below to compare losses from any high point for SSEZY and ISF.L.


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Drawdown Indicators


SSEZYISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.69%

-68.24%

+13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-10.57%

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-31.90%

-12.69%

-19.21%

Max Drawdown (10Y)

Largest decline over 10 years

-42.77%

-34.13%

-8.64%

Current Drawdown

Current decline from peak

-2.22%

-4.44%

+2.22%

Average Drawdown

Average peak-to-trough decline

-15.62%

-21.99%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

2.36%

+3.67%

Volatility

SSEZY vs. ISF.L - Volatility Comparison

SSE PLC ADR (SSEZY) has a higher volatility of 9.30% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 5.95%. This indicates that SSEZY's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSEZYISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

5.95%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

22.17%

9.76%

+12.41%

Volatility (1Y)

Calculated over the trailing 1-year period

29.75%

16.24%

+13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

16.27%

+9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

18.14%

+9.91%