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

Performance

UKW.L vs. GRID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Greencoat UK Wind (UKW.L) and Gresham House Energy Storage Fund plc (GRID.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UKW.L achieves a 11.30% return, which is significantly higher than GRID.L's 5.84% return.


UKW.L

1D
0.49%
1M
5.30%
YTD
11.30%
6M
10.91%
1Y
-1.38%
3Y*
-3.39%
5Y*
2.16%
10Y*
6.28%

GRID.L

1D
0.48%
1M
9.31%
YTD
5.84%
6M
1.46%
1Y
16.33%
3Y*
-17.61%
5Y*
-4.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
UKW.L
Greencoat UK Wind
11.30%-15.75%-8.61%5.42%13.59%10.52%-6.21%25.43%-0.00%
GRID.L
Gresham House Energy Storage Fund plc
5.84%71.94%-57.89%-28.66%29.65%23.06%10.83%7.94%0.00%

Correlation

The correlation between UKW.L and GRID.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.15

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2018

0.14

Fundamentals

EPS

UKW.L:

-£0.11

GRID.L:

-£0.33

Total Revenue (TTM)

UKW.L:

£459.76M

GRID.L:

-£87.41M

Gross Profit (TTM)

UKW.L:

£400.59M

GRID.L:

-£87.41M

EBITDA (TTM)

UKW.L:

-£101.83M

GRID.L:

£23.35M

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Return for Risk

UKW.L vs. GRID.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: 3636
Overall Rank
UKW.L Sharpe Ratio Rank: 3939
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: 3939
Calmar Ratio Rank
UKW.L Martin Ratio Rank: 3939
Martin Ratio Rank

GRID.L
GRID.L Risk / Return Rank: 6464
Overall Rank
GRID.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GRID.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
GRID.L Omega Ratio Rank: 6363
Omega Ratio Rank
GRID.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
GRID.L Martin Ratio Rank: 6060
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. GRID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greencoat UK Wind (UKW.L) and Gresham House Energy Storage Fund plc (GRID.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.LGRID.LDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.01

1.18

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.06

1.04

-1.10

Martin ratioReturn relative to average drawdown

-0.09

2.00

-2.09

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

The current UKW.L Sharpe Ratio is -0.07, which is lower than the GRID.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of UKW.L and GRID.L, 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


UKW.LGRID.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.90

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.15

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.02

+0.37

Drawdowns

UKW.L vs. GRID.L - Drawdown Comparison

The maximum UKW.L drawdown since its inception was -32.44%, smaller than the maximum GRID.L drawdown of -77.30%. Use the drawdown chart below to compare losses from any high point for UKW.L and GRID.L.


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Drawdown Indicators


UKW.LGRID.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.44%

-77.30%

+44.86%

Max Drawdown (1Y)

Largest decline over 1 year

-22.32%

-15.65%

-6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-27.01%

-74.52%

+47.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.40%

-77.30%

+48.90%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

Current Drawdown

Current decline from peak

-17.09%

-50.37%

+33.28%

Average Drawdown

Average peak-to-trough decline

-5.75%

-24.07%

+18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.98%

8.16%

+6.82%

Volatility

UKW.L vs. GRID.L - Volatility Comparison

Greencoat UK Wind (UKW.L) and Gresham House Energy Storage Fund plc (GRID.L) have volatilities of 5.47% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UKW.LGRID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

5.33%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

12.34%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

18.08%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

29.79%

-10.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

24.69%

-7.05%

Dividends

UKW.L vs. GRID.L - Dividend Comparison

UKW.L's dividend yield for the trailing twelve months is around 10.10%, more than GRID.L's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
GRID.L
Gresham House Energy Storage Fund plc
0.13%0.14%0.00%6.66%4.33%5.36%5.56%3.26%0.00%0.00%0.00%0.00%
UKW.L
Greencoat UK Wind
10.10%10.47%8.56%5.61%4.99%5.09%5.26%4.58%5.31%5.26%5.29%7.21%

Financials

UKW.L vs. GRID.L - Financials Comparison

This section allows you to compare key financial metrics between Greencoat UK Wind and Gresham House Energy Storage Fund 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


-100.00M0.00100.00M200.00M300.00M20212022202320242025
180.82M
31.64M
(UKW.L) Total Revenue
(GRID.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


UKW.L and GRID.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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