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AGT.L vs. SMT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGT.L vs. SMT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in AVI Global Trust plc (AGT.L) and Scottish Mortgage Investment Trust plc (SMT.L). The values are adjusted to include any dividend payments, if applicable.

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AGT.L vs. SMT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGT.L
AVI Global Trust plc
-4.66%7.03%13.13%17.23%-11.12%33.02%26.43%30.84%0.89%24.33%
SMT.L
Scottish Mortgage Investment Trust plc
6.11%24.72%18.75%12.46%-45.71%10.46%110.49%24.76%4.64%41.09%

Returns By Period

In the year-to-date period, AGT.L achieves a -4.66% return, which is significantly lower than SMT.L's 6.11% return. Both investments have delivered pretty close results over the past 10 years, with AGT.L having a 16.95% annualized return and SMT.L not far ahead at 17.57%.


AGT.L

1D
1.66%
1M
-8.22%
YTD
-4.66%
6M
-5.72%
1Y
8.22%
3Y*
11.04%
5Y*
8.10%
10Y*
16.95%

SMT.L

1D
5.67%
1M
4.09%
YTD
6.11%
6M
10.71%
1Y
32.93%
3Y*
23.47%
5Y*
2.03%
10Y*
17.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AGT.L vs. SMT.L — Risk / Return Rank

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

AGT.L
AGT.L Risk / Return Rank: 5555
Overall Rank
AGT.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AGT.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
AGT.L Omega Ratio Rank: 5050
Omega Ratio Rank
AGT.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
AGT.L Martin Ratio Rank: 6363
Martin Ratio Rank

SMT.L
SMT.L Risk / Return Rank: 7878
Overall Rank
SMT.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 7171
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 7979
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.

AGT.L vs. SMT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AVI Global Trust plc (AGT.L) and Scottish Mortgage Investment Trust plc (SMT.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.


AGT.LSMT.LDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.47

-0.95

Sortino ratio

Return per unit of downside risk

0.78

2.11

-1.32

Omega ratio

Gain probability vs. loss probability

1.11

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

0.70

2.78

-2.08

Martin ratio

Return relative to average drawdown

2.38

9.07

-6.70

AGT.L vs. SMT.L - Sharpe Ratio Comparison

The current AGT.L Sharpe Ratio is 0.52, which is lower than the SMT.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AGT.L and SMT.L, 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


AGT.LSMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.47

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.07

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.61

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.54

+0.23

Correlation

The correlation between AGT.L and SMT.L is 0.60, 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

AGT.L vs. SMT.L - Dividend Comparison

AGT.L's dividend yield for the trailing twelve months is around 1.83%, more than SMT.L's 0.35% yield.


TTM20252024202320222021202020192018201720162015
AGT.L
AVI Global Trust plc
1.83%1.75%1.53%0.64%1.75%7.62%9.35%10.60%9.76%8.28%3.78%12.75%
SMT.L
Scottish Mortgage Investment Trust plc
0.35%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%

Drawdowns

AGT.L vs. SMT.L - Drawdown Comparison

The maximum AGT.L drawdown since its inception was -40.70%, smaller than the maximum SMT.L drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for AGT.L and SMT.L.


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Drawdown Indicators


AGT.LSMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-62.61%

+21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-13.50%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

-60.11%

+37.87%

Max Drawdown (10Y)

Largest decline over 10 years

-37.97%

-60.11%

+22.14%

Current Drawdown

Current decline from peak

-9.91%

-16.77%

+6.86%

Average Drawdown

Average peak-to-trough decline

-7.54%

-16.09%

+8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.76%

-0.20%

Volatility

AGT.L vs. SMT.L - Volatility Comparison

The current volatility for AVI Global Trust plc (AGT.L) is 5.17%, while Scottish Mortgage Investment Trust plc (SMT.L) has a volatility of 9.24%. This indicates that AGT.L experiences smaller price fluctuations and is considered to be less risky than SMT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGT.LSMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

9.24%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

15.99%

-5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

22.36%

-6.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

29.98%

-14.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

28.68%

-12.34%