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HICL Infrastructure Company Ltd (HICL.L) Sortino Ratio: 1.37

Equity · Currency in GBp · Last updated Jul 16, 2026

HICL Infrastructure plc specializes in direct and fund of funds investments. For direct investments, it seeks to invest in infrastructure projects. It invests in project companies which have not yet completed the construction phases of their concessions including project companies which are in the process of bidding for project concessions. The fund also invests project companies with "demand' based concessions and project companies which do not have public sector sponsored/awarded or government backed concessions. It seeks to invest in PFI, PPP, P3, social infrastructure projects, toll roads, bridges, and tunnels, airports, ports, utilities, communication networks, and renewables. The fund makes fund of funds investments in limited partnerships and other funds that make infrastructure investments and financial instruments and securities issued by companies that make infrastructure investments, or whose activities are similar or comparable to infrastructure investments. The fund invests in European Union, Norway, Switzerland, North America, South America, and selected territories in Asia and Australasia.

HICL.L's Sortino Ratio of 1.37 indicates that for each unit of downside volatility, it generates 1.37 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

HICL.L Sortino Ratio Rank

HICL.L Sortino Ratio Rank: 67.768
Above Average

HICL.L ranks above 67.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Above-average downside protection with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio risk profile

HICL.L Sortino Ratio Market Positioning

The chart shows HICL.L's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): -0.36 or lower
  • Yellow zone (middle 50%): -0.36 to 1.78
  • Green zone (top 25%): 1.78 or higher
  • Top 1%: 5.94+
  • Median: 0.65 — half of all investments score higher

How it compares to other similar stocks

The table compares HICL Infrastructure Company Ltd's Sortino Ratio with other stocks in the Collective Investments industry across multiple time periods, showing how HICL.L's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 16, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
IBT.LInternational Biotechnology Trust plc3.98
MYI.LMurray International Trust3.59
PCT.LPolar Capital Technology Trust3.55
NAIT.LThe North American Income Trust plc3.36
CCJI.LCC Japan Income and Growth Trust plc3.30
MNTN.LSchiehallion Fund Ltd3.29
AAIF.Labrdn Asian Income Fund Limited3.20
BSRT.LBaker Steel Resources Trust3.10
ATT.LAllianz Technology Trust plc2.97
FCIT.LF&C Investment Trust plc2.79
HICL.LHICL Infrastructure Company Ltd1.37

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows HICL.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HICL.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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