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TAN vs. RAYS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAN vs. RAYS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Solar ETF (TAN) and Invesco Solar Energy UCITS ETF Acc (RAYS.L). The values are adjusted to include any dividend payments, if applicable.

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TAN vs. RAYS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TAN
Invesco Solar ETF
14.56%48.31%-37.61%-26.79%-5.24%-10.05%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
13.47%46.65%-37.40%-25.89%-6.14%-8.68%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, TAN achieves a 14.56% return, which is significantly higher than RAYS.L's 13.47% return.


TAN

1D
1.01%
1M
-0.16%
YTD
14.56%
6M
24.82%
1Y
82.69%
3Y*
-10.00%
5Y*
-9.00%
10Y*
10.44%

RAYS.L

1D
4.19%
1M
0.51%
YTD
13.47%
6M
25.52%
1Y
82.93%
3Y*
-10.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAN vs. RAYS.L - Expense Ratio Comparison

Both TAN and RAYS.L have an expense ratio of 0.69%.


Return for Risk

TAN vs. RAYS.L — Risk / Return Rank

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

TAN
TAN Risk / Return Rank: 9191
Overall Rank
TAN Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TAN Sortino Ratio Rank: 9191
Sortino Ratio Rank
TAN Omega Ratio Rank: 8282
Omega Ratio Rank
TAN Calmar Ratio Rank: 9797
Calmar Ratio Rank
TAN Martin Ratio Rank: 9393
Martin Ratio Rank

RAYS.L
RAYS.L Risk / Return Rank: 9292
Overall Rank
RAYS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8585
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9292
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.

TAN vs. RAYS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar ETF (TAN) and Invesco Solar Energy UCITS ETF Acc (RAYS.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.


TANRAYS.LDifference

Sharpe ratio

Return per unit of total volatility

2.10

2.26

-0.16

Sortino ratio

Return per unit of downside risk

2.68

2.88

-0.19

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratio

Return relative to maximum drawdown

5.21

5.90

-0.68

Martin ratio

Return relative to average drawdown

13.78

15.37

-1.59

TAN vs. RAYS.L - Sharpe Ratio Comparison

The current TAN Sharpe Ratio is 2.10, which is comparable to the RAYS.L Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TAN and RAYS.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


TANRAYS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.26

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.23

+0.08

Correlation

The correlation between TAN and RAYS.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TAN vs. RAYS.L - Dividend Comparison

Neither TAN nor RAYS.L has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TAN
Invesco Solar ETF
0.00%0.00%0.50%0.09%0.00%0.00%0.09%0.30%0.69%1.77%5.04%1.60%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TAN vs. RAYS.L - Drawdown Comparison

The maximum TAN drawdown since its inception was -95.29%, which is greater than RAYS.L's maximum drawdown of -73.91%. Use the drawdown chart below to compare losses from any high point for TAN and RAYS.L.


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Drawdown Indicators


TANRAYS.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.29%

-73.42%

-21.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-15.28%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-73.95%

Max Drawdown (10Y)

Largest decline over 10 years

-78.53%

Current Drawdown

Current decline from peak

-74.16%

-44.62%

-29.54%

Average Drawdown

Average peak-to-trough decline

-78.57%

-41.72%

-36.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

5.42%

+0.73%

Volatility

TAN vs. RAYS.L - Volatility Comparison

Invesco Solar ETF (TAN) has a higher volatility of 10.07% compared to Invesco Solar Energy UCITS ETF Acc (RAYS.L) at 8.19%. This indicates that TAN's price experiences larger fluctuations and is considered to be riskier than RAYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TANRAYS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

8.19%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

26.24%

22.66%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

39.51%

36.48%

+3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.82%

38.51%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.78%

38.51%

-0.73%