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UUGRY vs. GRP.IR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UUGRY vs. GRP.IR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Utilities Group PLC ADR (UUGRY) and Greencoat Renewables PLC (GRP.IR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UUGRY is traded in USD, while GRP.IR is traded in EUR. To make them comparable, the GRP.IR values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UUGRY achieves a 8.48% return, which is significantly lower than GRP.IR's 14.50% return.


UUGRY

1D
-1.80%
1M
-7.94%
YTD
8.48%
6M
10.93%
1Y
18.22%
3Y*
13.88%
5Y*
8.53%
10Y*
7.89%

GRP.IR

1D
0.00%
1M
-0.75%
YTD
14.50%
6M
8.91%
1Y
10.31%
3Y*
-0.91%
5Y*
-1.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUGRY vs. GRP.IR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UUGRY
United Utilities Group PLC ADR
8.48%27.86%0.53%21.42%-16.24%22.43%4.26%39.83%-12.43%-2.02%
GRP.IR
Greencoat Renewables PLC
14.50%3.73%-18.30%-0.96%-0.05%-5.25%12.62%18.51%-1.71%3.19%

Correlation

The correlation between UUGRY and GRP.IR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.24

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2017

0.18

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Return for Risk

UUGRY vs. GRP.IR — Risk / Return Rank

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

UUGRY
UUGRY Risk / Return Rank: 6666
Overall Rank
UUGRY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UUGRY Sortino Ratio Rank: 6161
Sortino Ratio Rank
UUGRY Omega Ratio Rank: 6161
Omega Ratio Rank
UUGRY Calmar Ratio Rank: 6969
Calmar Ratio Rank
UUGRY Martin Ratio Rank: 7373
Martin Ratio Rank

GRP.IR
GRP.IR Risk / Return Rank: 5555
Overall Rank
GRP.IR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GRP.IR Sortino Ratio Rank: 5151
Sortino Ratio Rank
GRP.IR Omega Ratio Rank: 5151
Omega Ratio Rank
GRP.IR Calmar Ratio Rank: 5959
Calmar Ratio Rank
GRP.IR Martin Ratio Rank: 5959
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.

UUGRY vs. GRP.IR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Utilities Group PLC ADR (UUGRY) and Greencoat Renewables PLC (GRP.IR). 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.


UUGRYGRP.IRDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.16

1.10

+0.06

Calmar ratioReturn relative to maximum drawdown

1.39

0.80

+0.59

Martin ratioReturn relative to average drawdown

4.12

1.93

+2.19

UUGRY vs. GRP.IR - Sharpe Ratio Comparison

The current UUGRY Sharpe Ratio is 0.73, which is higher than the GRP.IR Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of UUGRY and GRP.IR, 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


UUGRYGRP.IRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.49

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.09

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.11

+0.25

Drawdowns

UUGRY vs. GRP.IR - Drawdown Comparison

The maximum UUGRY drawdown since its inception was -43.11%, which is greater than GRP.IR's maximum drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for UUGRY and GRP.IR.


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Drawdown Indicators


UUGRYGRP.IRDifference

Max Drawdown

Largest peak-to-trough decline

-43.11%

-33.00%

-10.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-12.53%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.49%

-25.29%

+5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-38.73%

-31.61%

-7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

Current Drawdown

Current decline from peak

-11.60%

-14.33%

+2.73%

Average Drawdown

Average peak-to-trough decline

-10.35%

-11.71%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

5.19%

-0.76%

Volatility

UUGRY vs. GRP.IR - Volatility Comparison

United Utilities Group PLC ADR (UUGRY) has a higher volatility of 10.31% compared to Greencoat Renewables PLC (GRP.IR) at 8.22%. This indicates that UUGRY's price experiences larger fluctuations and is considered to be riskier than GRP.IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUGRYGRP.IRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

8.22%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

20.54%

17.32%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

20.45%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

20.22%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.63%

22.04%

+3.59%

Dividends

UUGRY vs. GRP.IR - Dividend Comparison

UUGRY's dividend yield for the trailing twelve months is around 3.98%, less than GRP.IR's 8.93% yield.


PositionTTM20252024202320222021202020192018201720162015
GRP.IR
Greencoat Renewables PLC
8.93%9.89%8.09%6.24%5.44%5.41%5.22%5.10%6.90%0.00%0.00%0.00%
UUGRY
United Utilities Group PLC ADR
3.98%4.32%4.87%4.24%4.47%3.87%4.16%3.79%5.36%9.00%8.81%4.06%

Financials

UUGRY vs. GRP.IR - Financials Comparison

This section allows you to compare key financial metrics between United Utilities Group PLC ADR and Greencoat Renewables 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


Please note, different currencies. UUGRY values in USD, GRP.IR values in EUR

Frequently Asked Questions


UUGRY and GRP.IR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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