TWW.F vs. BP
Compare and contrast key facts about Taylor Wimpey PLC (TWW.F) and BP p.l.c. (BP).
Performance
TWW.F vs. BP - Performance Comparison
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TWW.F vs. BP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWW.F Taylor Wimpey PLC | -15.83% | -8.09% | -6.14% | 57.04% | -37.59% | 18.68% | -12.52% | 80.62% | -36.39% | 33.27% |
BP BP p.l.c. | 39.26% | 9.76% | -6.02% | 2.82% | 45.50% | 46.58% | -46.15% | 8.22% | -0.09% | 5.27% |
Different Trading Currencies
TWW.F is traded in EUR, while BP is traded in USD. To make them comparable, the BP values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TWW.F achieves a -15.83% return, which is significantly lower than BP's 39.26% return. Over the past 10 years, TWW.F has underperformed BP with an annualized return of -0.63%, while BP has yielded a comparatively higher 10.80% annualized return.
TWW.F
- 1D
- -0.98%
- 1M
- -22.31%
- YTD
- -15.83%
- 6M
- -8.43%
- 1Y
- -18.26%
- 3Y*
- -2.47%
- 5Y*
- -6.18%
- 10Y*
- -0.63%
BP
- 1D
- -1.60%
- 1M
- 23.66%
- YTD
- 39.26%
- 6M
- 42.15%
- 1Y
- 37.81%
- 3Y*
- 10.90%
- 5Y*
- 20.12%
- 10Y*
- 10.80%
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Return for Risk
TWW.F vs. BP — Risk / Return Rank
TWW.F
BP
TWW.F vs. BP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Wimpey PLC (TWW.F) and BP p.l.c. (BP). 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.
| TWW.F | BP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.51 | 1.19 | -1.70 |
Sortino ratioReturn per unit of downside risk | -0.56 | 1.59 | -2.15 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.62 | 1.49 | -2.12 |
Martin ratioReturn relative to average drawdown | -1.22 | 3.81 | -5.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TWW.F | BP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | 1.19 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.72 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.35 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.14 | -0.11 |
Correlation
The correlation between TWW.F and BP is 0.07, 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
TWW.F vs. BP - Dividend Comparison
TWW.F's dividend yield for the trailing twelve months is around 6.08%, more than BP's 4.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWW.F Taylor Wimpey PLC | 6.08% | 10.45% | 9.01% | 7.58% | 10.47% | 5.42% | 9.00% | 10.19% | 4.33% | 2.55% | 8.71% | 5.55% |
BP BP p.l.c. | 4.21% | 5.64% | 6.20% | 4.71% | 3.94% | 4.83% | 9.21% | 6.52% | 6.41% | 5.66% | 6.37% | 7.63% |
Drawdowns
TWW.F vs. BP - Drawdown Comparison
The maximum TWW.F drawdown since its inception was -98.80%, which is greater than BP's maximum drawdown of -64.98%. Use the drawdown chart below to compare losses from any high point for TWW.F and BP.
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Drawdown Indicators
| TWW.F | BP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.80% | -74.94% | -23.86% |
Max Drawdown (1Y)Largest decline over 1 year | -27.97% | -22.77% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -53.38% | -30.63% | -22.75% |
Max Drawdown (10Y)Largest decline over 10 years | -61.96% | -63.91% | +1.95% |
Current DrawdownCurrent decline from peak | -43.58% | -0.74% | -42.84% |
Average DrawdownAverage peak-to-trough decline | -43.06% | -25.34% | -17.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 7.47% | +6.82% |
Volatility
TWW.F vs. BP - Volatility Comparison
Taylor Wimpey PLC (TWW.F) has a higher volatility of 12.41% compared to BP p.l.c. (BP) at 8.65%. This indicates that TWW.F's price experiences larger fluctuations and is considered to be riskier than BP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWW.F | BP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.41% | 8.65% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 26.96% | 20.22% | +6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.44% | 31.89% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.33% | 28.23% | +8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.57% | 31.25% | +13.32% |
Financials
TWW.F vs. BP - Financials Comparison
This section allows you to compare key financial metrics between Taylor Wimpey PLC and BP p.l.c.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities