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WPP vs. RPXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPP vs. RPXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WPP plc (WPP) and RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

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WPP vs. RPXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WPP
WPP plc
-30.77%-53.53%13.55%1.49%-31.96%43.52%-17.24%36.53%-36.30%-14.98%
RPXIX
RiverPark Large Growth Fund
-13.34%13.18%22.55%51.57%-47.37%1.09%55.28%32.49%-4.78%30.27%

Returns By Period

In the year-to-date period, WPP achieves a -30.77% return, which is significantly lower than RPXIX's -13.34% return. Over the past 10 years, WPP has underperformed RPXIX with an annualized return of -14.17%, while RPXIX has yielded a comparatively higher 10.12% annualized return.


WPP

1D
0.39%
1M
-16.40%
YTD
-30.77%
6M
-36.57%
1Y
-56.44%
3Y*
-32.60%
5Y*
-21.33%
10Y*
-14.17%

RPXIX

1D
0.28%
1M
-8.04%
YTD
-13.34%
6M
-12.24%
1Y
5.71%
3Y*
16.04%
5Y*
-1.11%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WPP vs. RPXIX — Risk / Return Rank

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

WPP
WPP Risk / Return Rank: 55
Overall Rank
WPP Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WPP Sortino Ratio Rank: 44
Sortino Ratio Rank
WPP Omega Ratio Rank: 33
Omega Ratio Rank
WPP Calmar Ratio Rank: 66
Calmar Ratio Rank
WPP Martin Ratio Rank: 99
Martin Ratio Rank

RPXIX
RPXIX Risk / Return Rank: 1111
Overall Rank
RPXIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RPXIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
RPXIX Omega Ratio Rank: 1313
Omega Ratio Rank
RPXIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
RPXIX Martin Ratio Rank: 1010
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.

WPP vs. RPXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) and RiverPark Large Growth Fund (RPXIX). 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.


WPPRPXIXDifference

Sharpe ratio

Return per unit of total volatility

-1.18

0.28

-1.46

Sortino ratio

Return per unit of downside risk

-1.77

0.56

-2.33

Omega ratio

Gain probability vs. loss probability

0.75

1.08

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.94

0.20

-1.14

Martin ratio

Return relative to average drawdown

-1.53

0.71

-2.24

WPP vs. RPXIX - Sharpe Ratio Comparison

The current WPP Sharpe Ratio is -1.18, which is lower than the RPXIX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of WPP and RPXIX, 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


WPPRPXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.18

0.28

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.62

-0.04

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.41

0.41

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.46

-0.46

Correlation

The correlation between WPP and RPXIX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WPP vs. RPXIX - Dividend Comparison

WPP's dividend yield for the trailing twelve months is around 13.13%, more than RPXIX's 10.56% yield.


TTM20252024202320222021202020192018201720162015
WPP
WPP plc
13.13%9.09%4.85%5.09%4.38%2.45%5.66%5.47%7.35%4.32%3.01%2.81%
RPXIX
RiverPark Large Growth Fund
10.56%9.15%7.22%0.00%0.01%3.79%6.69%11.76%15.17%9.01%0.54%1.72%

Drawdowns

WPP vs. RPXIX - Drawdown Comparison

The maximum WPP drawdown since its inception was -95.30%, which is greater than RPXIX's maximum drawdown of -58.56%. Use the drawdown chart below to compare losses from any high point for WPP and RPXIX.


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Drawdown Indicators


WPPRPXIXDifference

Max Drawdown

Largest peak-to-trough decline

-95.30%

-58.56%

-36.74%

Max Drawdown (1Y)

Largest decline over 1 year

-60.46%

-15.28%

-45.18%

Max Drawdown (5Y)

Largest decline over 5 years

-77.69%

-58.56%

-19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-79.99%

-58.56%

-21.43%

Current Drawdown

Current decline from peak

-79.40%

-20.17%

-59.23%

Average Drawdown

Average peak-to-trough decline

-42.33%

-11.64%

-30.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.21%

4.30%

+32.91%

Volatility

WPP vs. RPXIX - Volatility Comparison

WPP plc (WPP) has a higher volatility of 13.60% compared to RiverPark Large Growth Fund (RPXIX) at 4.87%. This indicates that WPP's price experiences larger fluctuations and is considered to be riskier than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPPRPXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.60%

4.87%

+8.73%

Volatility (6M)

Calculated over the trailing 6-month period

39.12%

10.79%

+28.33%

Volatility (1Y)

Calculated over the trailing 1-year period

47.98%

21.14%

+26.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.36%

26.37%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.79%

24.71%

+10.08%