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TW.L vs. PHP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TW.L vs. PHP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Taylor Wimpey PLC (TW.L) and Primary Health Properties (PHP.L). The values are adjusted to include any dividend payments, if applicable.

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TW.L vs. PHP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TW.L
Taylor Wimpey PLC
-17.62%-3.91%-11.37%57.04%-36.73%11.45%-4.62%58.59%-28.42%44.27%
PHP.L
Primary Health Properties
-2.66%13.36%-3.49%0.11%-23.05%3.17%-0.83%50.58%-0.19%10.16%

Fundamentals

Market Cap

TW.L:

£3.16B

PHP.L:

£2.50B

EPS

TW.L:

£0.09

PHP.L:

£0.08

PE Ratio

TW.L:

9.86

PHP.L:

11.96

PS Ratio

TW.L:

0.44

PHP.L:

4.35

PB Ratio

TW.L:

0.75

PHP.L:

0.98

Total Revenue (TTM)

TW.L:

£7.25B

PHP.L:

£440.70M

Gross Profit (TTM)

TW.L:

£1.31B

PHP.L:

£308.00M

EBITDA (TTM)

TW.L:

£854.90M

PHP.L:

£325.10M

Returns By Period

In the year-to-date period, TW.L achieves a -17.62% return, which is significantly lower than PHP.L's -2.66% return. Over the past 10 years, TW.L has underperformed PHP.L with an annualized return of 0.33%, while PHP.L has yielded a comparatively higher 4.63% annualized return.


TW.L

1D
0.00%
1M
-19.64%
YTD
-17.62%
6M
-11.36%
1Y
-14.43%
3Y*
-3.01%
5Y*
-7.19%
10Y*
0.33%

PHP.L

1D
1.05%
1M
-12.06%
YTD
-2.66%
6M
5.67%
1Y
5.50%
3Y*
4.21%
5Y*
-3.04%
10Y*
4.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TW.L vs. PHP.L — Risk / Return Rank

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

TW.L
TW.L Risk / Return Rank: 2020
Overall Rank
TW.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TW.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
TW.L Omega Ratio Rank: 1919
Omega Ratio Rank
TW.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
TW.L Martin Ratio Rank: 2121
Martin Ratio Rank

PHP.L
PHP.L Risk / Return Rank: 4747
Overall Rank
PHP.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PHP.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
PHP.L Omega Ratio Rank: 4242
Omega Ratio Rank
PHP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
PHP.L Martin Ratio Rank: 4949
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.

TW.L vs. PHP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Wimpey PLC (TW.L) and Primary Health Properties (PHP.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.


TW.LPHP.LDifference

Sharpe ratio

Return per unit of total volatility

-0.49

0.30

-0.79

Sortino ratio

Return per unit of downside risk

-0.53

0.54

-1.07

Omega ratio

Gain probability vs. loss probability

0.94

1.07

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.54

0.31

-0.85

Martin ratio

Return relative to average drawdown

-1.14

0.77

-1.91

TW.L vs. PHP.L - Sharpe Ratio Comparison

The current TW.L Sharpe Ratio is -0.49, which is lower than the PHP.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of TW.L and PHP.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


TW.LPHP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

0.30

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.14

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.23

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.43

-0.40

Correlation

The correlation between TW.L and PHP.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TW.L vs. PHP.L - Dividend Comparison

TW.L's dividend yield for the trailing twelve months is around 5.26%, less than PHP.L's 7.84% yield.


TTM20252024202320222021202020192018201720162015
TW.L
Taylor Wimpey PLC
8.60%8.68%7.85%6.51%8.91%4.72%8.92%9.48%11.21%6.68%7.11%4.67%
PHP.L
Primary Health Properties
7.84%7.25%7.40%6.45%5.87%4.10%3.86%3.50%4.86%4.50%4.62%4.65%

Drawdowns

TW.L vs. PHP.L - Drawdown Comparison

The maximum TW.L drawdown since its inception was -98.99%, which is greater than PHP.L's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for TW.L and PHP.L.


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Drawdown Indicators


TW.LPHP.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.99%

-52.64%

-46.35%

Max Drawdown (1Y)

Largest decline over 1 year

-27.22%

-15.84%

-11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-52.79%

-42.78%

-10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-56.37%

-42.78%

-13.59%

Current Drawdown

Current decline from peak

-41.69%

-26.02%

-15.67%

Average Drawdown

Average peak-to-trough decline

-41.98%

-12.83%

-29.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.82%

6.38%

+6.44%

Volatility

TW.L vs. PHP.L - Volatility Comparison

Taylor Wimpey PLC (TW.L) has a higher volatility of 9.14% compared to Primary Health Properties (PHP.L) at 7.18%. This indicates that TW.L's price experiences larger fluctuations and is considered to be riskier than PHP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TW.LPHP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.14%

7.18%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

18.76%

12.79%

+5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

26.12%

18.24%

+7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

21.01%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.58%

19.73%

+14.85%

Financials

TW.L vs. PHP.L - Financials Comparison

This section allows you to compare key financial metrics between Taylor Wimpey PLC and Primary Health Properties. 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


0.00500.00M1.00B1.50B2.00B20212022202320242025
2.19B
169.30M
(TW.L) Total Revenue
(PHP.L) Total Revenue
Values in GBp except per share items

TW.L vs. PHP.L - Profitability Comparison

The chart below illustrates the profitability comparison between Taylor Wimpey PLC and Primary Health Properties over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
17.2%
90.2%
Portfolio components
TW.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Taylor Wimpey PLC reported a gross profit of 375.90M and revenue of 2.19B. Therefore, the gross margin over that period was 17.2%.

PHP.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Primary Health Properties reported a gross profit of 152.70M and revenue of 169.30M. Therefore, the gross margin over that period was 90.2%.

TW.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Taylor Wimpey PLC reported an operating income of 250.70M and revenue of 2.19B, resulting in an operating margin of 11.5%.

PHP.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Primary Health Properties reported an operating income of 135.50M and revenue of 169.30M, resulting in an operating margin of 80.0%.

TW.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Taylor Wimpey PLC reported a net income of 162.20M and revenue of 2.19B, resulting in a net margin of 7.4%.

PHP.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Primary Health Properties reported a net income of 59.60M and revenue of 169.30M, resulting in a net margin of 35.2%.