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TSCO.L vs. EMIM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSCO.L vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Tesco PLC (TSCO.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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, TSCO.L achieves a 3.62% return, which is significantly lower than EMIM.L's 24.23% return. Over the past 10 years, TSCO.L has outperformed EMIM.L with an annualized return of 14.48%, while EMIM.L has yielded a comparatively lower 11.09% annualized return.


TSCO.L

1D
1.04%
1M
-3.58%
YTD
3.62%
6M
1.06%
1Y
19.49%
3Y*
23.91%
5Y*
19.39%
10Y*
14.48%

EMIM.L

1D
-1.35%
1M
3.19%
YTD
24.23%
6M
25.19%
1Y
49.71%
3Y*
20.15%
5Y*
8.76%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCO.L vs. EMIM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCO.L
Tesco PLC
3.62%24.45%31.78%34.79%-18.79%30.32%-5.37%38.15%-7.70%1.70%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
24.23%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%

Correlation

The correlation between TSCO.L and EMIM.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.00

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

0.07

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2014

0.22

The correlation between TSCO.L and EMIM.L shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSCO.L vs. EMIM.L — Risk / Return Rank

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

TSCO.L
TSCO.L Risk / Return Rank: 6666
Overall Rank
TSCO.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 6161
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7070
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 8787
Overall Rank
EMIM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8383
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.

TSCO.L vs. EMIM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


TSCO.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.58

Omega ratioGain probability vs. loss probability

1.17

1.57

-0.40

Calmar ratioReturn relative to maximum drawdown

1.45

4.63

-3.18

Martin ratioReturn relative to average drawdown

3.61

16.57

-12.96

TSCO.L vs. EMIM.L - Sharpe Ratio Comparison

The current TSCO.L Sharpe Ratio is 0.89, which is lower than the EMIM.L Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of TSCO.L and EMIM.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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Sharpe Ratios by Period


TSCO.LEMIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

3.04

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.55

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.62

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.49

-0.16

Drawdowns

TSCO.L vs. EMIM.L - Drawdown Comparison

The maximum TSCO.L drawdown since its inception was -63.40%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for TSCO.L and EMIM.L.


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Drawdown Indicators


TSCO.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.40%

-31.70%

-31.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-10.92%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-15.56%

-5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-32.40%

-21.98%

-10.42%

Max Drawdown (10Y)

Largest decline over 10 years

-32.40%

-26.46%

-5.94%

Current Drawdown

Current decline from peak

-8.66%

-2.39%

-6.27%

Average Drawdown

Average peak-to-trough decline

-17.48%

-8.71%

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

3.06%

+2.22%

Volatility

TSCO.L vs. EMIM.L - Volatility Comparison

Tesco PLC (TSCO.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) have volatilities of 6.80% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCO.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

7.03%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

14.14%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

16.67%

+4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.24%

15.82%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.57%

17.81%

+4.76%

Dividends

TSCO.L vs. EMIM.L - Dividend Comparison

TSCO.L's dividend yield for the trailing twelve months is around 3.24%, while EMIM.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSCO.L
Tesco PLC
3.24%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%

Frequently Asked Questions


TSCO.L and EMIM.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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