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TWW.F vs. BP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TWW.F vs. BP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Taylor Wimpey PLC (TWW.F) and BP p.l.c. (BP). The values are adjusted to include any dividend payments, if applicable.

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TWW.F vs. BP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Taylor Wimpey PLC

BP p.l.c.

Return for Risk

TWW.F vs. BP — Risk / Return Rank

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

TWW.F
TWW.F Risk / Return Rank: 1818
Overall Rank
TWW.F Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TWW.F Sortino Ratio Rank: 1717
Sortino Ratio Rank
TWW.F Omega Ratio Rank: 1919
Omega Ratio Rank
TWW.F Calmar Ratio Rank: 2020
Calmar Ratio Rank
TWW.F Martin Ratio Rank: 1717
Martin Ratio Rank

BP
BP Risk / Return Rank: 8181
Overall Rank
BP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BP Sortino Ratio Rank: 7979
Sortino Ratio Rank
BP Omega Ratio Rank: 8080
Omega Ratio Rank
BP Calmar Ratio Rank: 7979
Calmar Ratio Rank
BP Martin Ratio Rank: 8282
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.

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.FBPDifference

Sharpe ratio

Return per unit of total volatility

-0.51

1.19

-1.70

Sortino ratio

Return per unit of downside risk

-0.56

1.59

-2.15

Omega ratio

Gain probability vs. loss probability

0.94

1.23

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.62

1.49

-2.12

Martin ratio

Return relative to average drawdown

-1.22

3.81

-5.03

TWW.F vs. BP - Sharpe Ratio Comparison

The current TWW.F Sharpe Ratio is -0.51, which is lower than the BP Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of TWW.F and BP, 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


TWW.FBPDifference

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.


TTM20252024202320222021202020192018201720162015
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.FBPDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-43.58%

-0.74%

-42.84%

Average Drawdown

Average peak-to-trough decline

-43.06%

-25.34%

-17.72%

Ulcer Index

Depth 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.FBPDifference

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. TWW.F values in EUR, BP values in USD