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ATR.L vs. FAS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

ATR.L vs. FAS.L

Last updated Jun 4, 2026

ATR.L (Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc) and FAS.L (Fidelity Asian Values) are both stocks. Both are in the Financial Services sector — ATR.L in Asset Management, FAS.L in Collective Investments. Over the past 10 years, ATR.L returned 15.59%/yr vs 10.94%/yr for FAS.L. At a 0.45 correlation, their price movements are largely independent.

Performance

ATR.L vs. FAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) and Fidelity Asian Values (FAS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATR.L achieves a 30.32% return, which is significantly higher than FAS.L's -0.67% return. Over the past 10 years, ATR.L has outperformed FAS.L with an annualized return of 15.59%, while FAS.L has yielded a comparatively lower 10.94% annualized return.

ATR.L

1D
-1.92%
1M
14.93%
YTD
30.32%
6M
31.26%
1Y
57.62%
3Y*
22.92%
5Y*
10.45%
10Y*
15.59%

FAS.L

1D
-0.67%
1M
-5.43%
YTD
-0.67%
6M
-1.66%
1Y
20.47%
3Y*
7.96%
5Y*
7.26%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATR.L vs. FAS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ATR.L
Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc		30.32%19.35%12.63%10.29%-17.46%4.94%35.64%13.08%-7.28%43.92%
FAS.L
Fidelity Asian Values		-0.67%22.24%0.90%7.17%10.44%13.50%3.91%2.21%5.92%14.46%

Correlation

The correlation between ATR.L and FAS.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.43

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

0.39

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 14, 1996

0.45

Fundamentals

Market Cap

ATR.L:

£669.62M

FAS.L:

£382.62M

EPS

ATR.L:

£1.28

FAS.L:

£1.57

PE Ratio

ATR.L:

5.59

FAS.L:

3.77

PEG Ratio

ATR.L:

1.40

FAS.L:

0.05

PS Ratio

ATR.L:

7.26

FAS.L:

3.19

PB Ratio

ATR.L:

1.26

FAS.L:

0.92

Total Revenue (TTM)

ATR.L:

£92.28M

FAS.L:

£125.14M

Gross Profit (TTM)

ATR.L:

£85.84M

FAS.L:

£118.06M

EBITDA (TTM)

ATR.L:

£138.19M

FAS.L:

£115.09M

Compare stocks, funds, or ETFs

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Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc

Fidelity Asian Values

Often compared with ATR.L:
ATR.L vs. AAS.LATR.L vs. FSV.LATR.L vs. IUKD.LATR.L vs. ASIANPAINT.NSATR.L vs. SIDNXATR.L vs. SCVAXATR.L vs. EWT
Often compared with FAS.L:
FAS.L vs. VOOFAS.L vs. FCIT.LFAS.L vs. ORIT.LFAS.L vs. BRSC.LFAS.L vs. ASL.LFAS.L vs. FEV.LFAS.L vs. EWT

Return for Risk

ATR.L vs. FAS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ATR.L
ATR.L Risk / Return Rank: 9292
Overall Rank
ATR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ATR.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
ATR.L Omega Ratio Rank: 9393
Omega Ratio Rank
ATR.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ATR.L Martin Ratio Rank: 9393
Martin Ratio Rank
FAS.L
FAS.L Risk / Return Rank: 7474
Overall Rank
FAS.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FAS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FAS.L Omega Ratio Rank: 7373
Omega Ratio Rank
FAS.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FAS.L Martin Ratio Rank: 7474
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.

ATR.L vs. FAS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) and Fidelity Asian Values (FAS.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.

ATR.LFAS.LDifference
Sharpe ratioReturn per unit of total volatility
2.85
1.30

+1.55

Sortino ratioReturn per unit of downside risk
3.86
1.81

+2.05

Omega ratioGain probability vs. loss probability

1.51

1.25

+0.27

Calmar ratioReturn relative to maximum drawdown

3.92

1.71

+2.21

Martin ratioReturn relative to average drawdown

15.12

4.62

+10.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ATR.L vs. FAS.L - Sharpe Ratio Comparison

The current ATR.L Sharpe Ratio is 2.85, which is higher than the FAS.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ATR.L and FAS.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

ATR.LFAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

1.30

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.44

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.60

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.28

+0.16

Drawdowns

ATR.L vs. FAS.L - Drawdown Comparison

The maximum ATR.L drawdown since its inception was -70.72%, roughly equal to the maximum FAS.L drawdown of -72.25%. Use the drawdown chart below to compare losses from any high point for ATR.L and FAS.L.

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Drawdown Indicators

ATR.LFAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.72%

-72.25%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-11.90%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.08%

-13.80%

-5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-18.44%

-10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

-45.04%

+9.12%

Current Drawdown

Current decline from peak

-1.92%

-11.90%

+9.98%

Average Drawdown

Average peak-to-trough decline

-18.27%

-17.72%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

4.42%

-0.62%

Volatility

ATR.L vs. FAS.L - Volatility Comparison

Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) has a higher volatility of 7.17% compared to Fidelity Asian Values (FAS.L) at 6.18%. This indicates that ATR.L's price experiences larger fluctuations and is considered to be riskier than FAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ATR.LFAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

6.18%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

13.31%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

20.14%

15.71%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.28%

16.36%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

18.35%

+2.68%

Dividends

ATR.L vs. FAS.L - Dividend Comparison

ATR.L's dividend yield for the trailing twelve months is around 1.61%, less than FAS.L's 3.46% yield.

PositionTTM20252024202320222021202020192018201720162015
ATR.L
Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc		1.61%2.05%2.38%2.50%2.08%1.40%1.33%1.68%1.45%1.24%1.49%1.71%
FAS.L
Fidelity Asian Values		3.46%3.44%2.88%2.82%2.83%1.90%2.05%2.15%1.34%1.28%1.30%0.81%

Financials

ATR.L vs. FAS.L - Financials Comparison

This section allows you to compare key financial metrics between Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc and Fidelity Asian Values. 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

-100.00M-50.00M0.0050.00M100.00M202120222023202420252026
35.21M
45.63M
(ATR.L) Total Revenue
(FAS.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions

ATR.L and FAS.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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