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WDP.BR vs. LMP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WDP.BR vs. LMP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Warehouses De Pauw NV (WDP.BR) and LondonMetric Property plc (LMP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WDP.BR is traded in EUR, while LMP.L is traded in GBp. To make them comparable, the LMP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDP.BR achieves a 0.76% return, which is significantly lower than LMP.L's 1.06% return. Over the past 10 years, WDP.BR has outperformed LMP.L with an annualized return of 8.67%, while LMP.L has yielded a comparatively lower 5.22% annualized return.


WDP.BR

1D
-1.38%
1M
-2.72%
YTD
0.76%
6M
2.14%
1Y
5.73%
3Y*
-4.29%
5Y*
-4.68%
10Y*
8.67%

LMP.L

1D
-0.50%
1M
-1.79%
YTD
1.06%
6M
2.24%
1Y
-4.67%
3Y*
5.67%
5Y*
0.53%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDP.BR vs. LMP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDP.BR
Warehouses De Pauw NV
0.76%20.94%-31.22%9.52%-35.68%52.06%24.54%44.26%27.20%13.76%
LMP.L
LondonMetric Property plc
-0.27%6.61%4.38%19.70%-39.81%36.68%-4.92%50.58%-3.51%20.35%

Correlation

The correlation between WDP.BR and LMP.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.66

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

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2007

0.37

Over the past year, WDP.BR and LMP.L have become more correlated (0.63) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

WDP.BR vs. LMP.L — Risk / Return Rank

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

WDP.BR
WDP.BR Risk / Return Rank: 4747
Overall Rank
WDP.BR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDP.BR Sortino Ratio Rank: 4343
Sortino Ratio Rank
WDP.BR Omega Ratio Rank: 4242
Omega Ratio Rank
WDP.BR Calmar Ratio Rank: 5050
Calmar Ratio Rank
WDP.BR Martin Ratio Rank: 5151
Martin Ratio Rank

LMP.L
LMP.L Risk / Return Rank: 3232
Overall Rank
LMP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LMP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
LMP.L Omega Ratio Rank: 2727
Omega Ratio Rank
LMP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
LMP.L Martin Ratio Rank: 3535
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.

WDP.BR vs. LMP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warehouses De Pauw NV (WDP.BR) and LondonMetric Property plc (LMP.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.


WDP.BRLMP.LDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.26

+0.55

Sortino ratio

Return per unit of downside risk

0.54

-0.25

+0.79

Omega ratio

Gain probability vs. loss probability

1.07

0.97

+0.10

Calmar ratio

Return relative to maximum drawdown

0.38

-0.31

+0.68

Martin ratio

Return relative to average drawdown

0.86

-0.55

+1.40

WDP.BR vs. LMP.L - Sharpe Ratio Comparison

The current WDP.BR Sharpe Ratio is 0.29, which is higher than the LMP.L Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of WDP.BR and LMP.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


WDP.BRLMP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.26

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.02

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.20

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.32

+0.19

Drawdowns

WDP.BR vs. LMP.L - Drawdown Comparison

The maximum WDP.BR drawdown since its inception was -53.49%, which is greater than LMP.L's maximum drawdown of -47.79%. Use the drawdown chart below to compare losses from any high point for WDP.BR and LMP.L.


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Drawdown Indicators


WDP.BRLMP.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.49%

-47.79%

-5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-14.56%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-34.57%

-18.18%

-16.39%

Max Drawdown (5Y)

Largest decline over 5 years

-53.49%

-44.86%

-8.63%

Max Drawdown (10Y)

Largest decline over 10 years

-53.49%

-47.79%

-5.70%

Current Drawdown

Current decline from peak

-40.96%

-19.62%

-21.34%

Average Drawdown

Average peak-to-trough decline

-12.10%

-12.23%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

8.09%

-1.44%

Volatility

WDP.BR vs. LMP.L - Volatility Comparison

The current volatility for Warehouses De Pauw NV (WDP.BR) is 5.27%, while LondonMetric Property plc (LMP.L) has a volatility of 5.66%. This indicates that WDP.BR experiences smaller price fluctuations and is considered to be less risky than LMP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDP.BRLMP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.66%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

14.39%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

17.96%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.42%

25.38%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

25.98%

-1.15%

Dividends

WDP.BR vs. LMP.L - Dividend Comparison

WDP.BR's dividend yield for the trailing twelve months is around 4.01%, less than LMP.L's 4.90% yield.


PositionTTM20252024202320222021202020192018201720162015
LMP.L
LondonMetric Property plc
6.75%6.54%6.16%5.07%5.48%3.12%3.71%3.55%4.60%4.09%4.73%5.49%
WDP.BR
Warehouses De Pauw NV
4.01%3.80%4.13%2.46%2.31%1.33%1.83%2.07%2.73%3.19%3.41%3.14%

Financials

WDP.BR vs. LMP.L - Financials Comparison

This section allows you to compare key financial metrics between Warehouses De Pauw NV and LondonMetric Property 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. WDP.BR values in EUR, LMP.L values in GBp

Frequently Asked Questions


WDP.BR and LMP.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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