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UKW.L vs. GCP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

UKW.L vs. GCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Greencoat UK Wind (UKW.L) and GCP Infrastructure Investments Limited (GCP.L). The values are adjusted to include any dividend payments, if applicable.

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UKW.L vs. GCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UKW.L
Greencoat UK Wind
2.82%-15.75%-8.61%5.42%13.59%10.52%-6.21%25.43%8.32%8.37%
GCP.L
GCP Infrastructure Investments Limited
-1.11%15.63%7.90%-22.98%0.44%6.30%-11.70%9.93%5.00%11.41%

Fundamentals

Total Revenue (TTM)

UKW.L:

£459.76M

GCP.L:

£174.44M

Gross Profit (TTM)

UKW.L:

£400.59M

GCP.L:

£59.04M

EBITDA (TTM)

UKW.L:

-£101.83M

GCP.L:

£40.21M

Returns By Period

In the year-to-date period, UKW.L achieves a 2.82% return, which is significantly higher than GCP.L's -1.11% return. Over the past 10 years, UKW.L has outperformed GCP.L with an annualized return of 5.37%, while GCP.L has yielded a comparatively lower 2.30% annualized return.


UKW.L

1D
1.24%
1M
2.61%
YTD
2.82%
6M
-6.98%
1Y
-0.48%
3Y*
-7.18%
5Y*
1.41%
10Y*
5.37%

GCP.L

1D
-0.96%
1M
-5.77%
YTD
-1.11%
6M
4.68%
1Y
10.64%
3Y*
3.76%
5Y*
1.26%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UKW.L vs. GCP.L — Risk / Return Rank

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

UKW.L
UKW.L Risk / Return Rank: 3535
Overall Rank
UKW.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
UKW.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
UKW.L Omega Ratio Rank: 3131
Omega Ratio Rank
UKW.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
UKW.L Martin Ratio Rank: 3838
Martin Ratio Rank

GCP.L
GCP.L Risk / Return Rank: 6060
Overall Rank
GCP.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GCP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
GCP.L Omega Ratio Rank: 5353
Omega Ratio Rank
GCP.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
GCP.L Martin Ratio Rank: 6262
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.

UKW.L vs. GCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greencoat UK Wind (UKW.L) and GCP Infrastructure Investments Limited (GCP.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.


UKW.LGCP.LDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.67

-0.70

Sortino ratio

Return per unit of downside risk

0.10

1.06

-0.96

Omega ratio

Gain probability vs. loss probability

1.01

1.12

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.05

1.22

-1.27

Martin ratio

Return relative to average drawdown

-0.09

2.38

-2.47

UKW.L vs. GCP.L - Sharpe Ratio Comparison

The current UKW.L Sharpe Ratio is -0.02, which is lower than the GCP.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of UKW.L and GCP.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


UKW.LGCP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.67

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.06

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.11

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.28

+0.08

Correlation

The correlation between UKW.L and GCP.L is 0.26, 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

UKW.L vs. GCP.L - Dividend Comparison

UKW.L's dividend yield for the trailing twelve months is around 10.55%, more than GCP.L's 9.74% yield.


TTM20252024202320222021202020192018201720162015
UKW.L
Greencoat UK Wind
10.55%10.47%8.56%5.61%4.99%5.09%5.26%4.58%5.31%5.26%5.29%7.21%
GCP.L
GCP Infrastructure Investments Limited
9.74%9.41%9.89%9.72%6.86%6.46%6.97%5.77%5.97%5.89%6.18%6.33%

Drawdowns

UKW.L vs. GCP.L - Drawdown Comparison

The maximum UKW.L drawdown since its inception was -32.44%, smaller than the maximum GCP.L drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for UKW.L and GCP.L.


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Drawdown Indicators


UKW.LGCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.44%

-44.22%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-22.32%

-9.25%

-13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.40%

-44.22%

+15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

-44.22%

+11.78%

Current Drawdown

Current decline from peak

-23.41%

-15.18%

-8.23%

Average Drawdown

Average peak-to-trough decline

-5.56%

-8.06%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.84%

4.73%

+9.11%

Volatility

UKW.L vs. GCP.L - Volatility Comparison

Greencoat UK Wind (UKW.L) has a higher volatility of 7.65% compared to GCP Infrastructure Investments Limited (GCP.L) at 5.57%. This indicates that UKW.L's price experiences larger fluctuations and is considered to be riskier than GCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UKW.LGCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

5.57%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

9.88%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.10%

15.73%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

19.97%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

20.53%

-3.14%

Financials

UKW.L vs. GCP.L - Financials Comparison

This section allows you to compare key financial metrics between Greencoat UK Wind and GCP Infrastructure Investments Limited. 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20212022202320242025
180.82M
31.91M
(UKW.L) Total Revenue
(GCP.L) Total Revenue
Values in GBp except per share items