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

Performance

TSCO.L vs. GRP.IR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Tesco PLC (TSCO.L) and Greencoat Renewables PLC (GRP.IR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, TSCO.L achieves a 4.99% return, which is significantly lower than GRP.IR's 15.61% return.


TSCO.L

1D
-0.04%
1M
-0.67%
YTD
4.99%
6M
3.12%
1Y
20.04%
3Y*
24.64%
5Y*
19.54%
10Y*
15.19%

GRP.IR

1D
0.00%
1M
1.40%
YTD
15.61%
6M
8.73%
1Y
11.82%
3Y*
-2.85%
5Y*
-0.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCO.L vs. GRP.IR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCO.L
Tesco PLC
4.99%24.45%31.78%34.79%-18.79%30.32%-5.37%38.15%-7.70%19.56%
GRP.IR
Greencoat Renewables PLC
15.61%-3.66%-16.87%-5.91%11.84%-4.35%9.32%14.00%4.12%0.99%

Correlation

The correlation between TSCO.L and GRP.IR is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.13

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

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2017

0.06

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Return for Risk

TSCO.L vs. GRP.IR — 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: 6868
Overall Rank
TSCO.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 6363
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7171
Martin Ratio Rank

GRP.IR
GRP.IR Risk / Return Rank: 5555
Overall Rank
GRP.IR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GRP.IR Sortino Ratio Rank: 5151
Sortino Ratio Rank
GRP.IR Omega Ratio Rank: 5151
Omega Ratio Rank
GRP.IR Calmar Ratio Rank: 5959
Calmar Ratio Rank
GRP.IR Martin Ratio Rank: 5959
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. GRP.IR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.L) 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.


TSCO.LGRP.IRDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.18

1.12

+0.05

Calmar ratioReturn relative to maximum drawdown

1.52

1.01

+0.51

Martin ratioReturn relative to average drawdown

3.76

2.16

+1.60

TSCO.L vs. GRP.IR - Sharpe Ratio Comparison

The current TSCO.L Sharpe Ratio is 0.93, which is higher than the GRP.IR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of TSCO.L 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


TSCO.LGRP.IRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.60

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

-0.03

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.11

+0.06

Drawdowns

TSCO.L vs. GRP.IR - Drawdown Comparison

The maximum TSCO.L drawdown since its inception was -63.40%, which is greater than GRP.IR's maximum drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for TSCO.L and GRP.IR.


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Drawdown Indicators


TSCO.LGRP.IRDifference

Max Drawdown

Largest peak-to-trough decline

-63.40%

-32.71%

-30.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-11.57%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-24.35%

+3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.40%

-32.71%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-32.40%

Current Drawdown

Current decline from peak

-7.46%

-18.91%

+11.45%

Average Drawdown

Average peak-to-trough decline

-23.63%

-11.49%

-12.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

5.41%

-0.09%

Volatility

TSCO.L vs. GRP.IR - Volatility Comparison

The current volatility for Tesco PLC (TSCO.L) is 6.76%, while Greencoat Renewables PLC (GRP.IR) has a volatility of 7.91%. This indicates that TSCO.L experiences smaller price fluctuations and is considered to be less risky 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


TSCO.LGRP.IRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

7.91%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

16.84%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.45%

19.54%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

18.80%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

20.93%

+1.63%

Dividends

TSCO.L vs. GRP.IR - Dividend Comparison

TSCO.L's dividend yield for the trailing twelve months is around 3.19%, less than GRP.IR's 8.93% yield.


PositionTTM202520242023202220212020201920182017
GRP.IR
Greencoat Renewables PLC
8.93%9.89%8.09%6.24%5.44%5.41%5.22%5.10%6.90%0.00%
TSCO.L
Tesco PLC
3.19%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%

Financials

TSCO.L vs. GRP.IR - Financials Comparison

This section allows you to compare key financial metrics between Tesco PLC 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. TSCO.L values in GBp, GRP.IR values in EUR

Frequently Asked Questions


TSCO.L and GRP.IR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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