ATST.L vs. FCIT.L
Compare and contrast key facts about Alliance Trust plc (ATST.L) and F&C Investment Trust plc (FCIT.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATST.L or FCIT.L.
Key characteristics
| ATST.L | FCIT.L | |
|---|---|---|
| YTD Return | 15.92% | 17.36% |
| 1Y Return | 23.74% | 24.75% |
| 3Y Return (Ann) | 8.32% | 7.64% |
| 5Y Return (Ann) | 11.71% | 10.76% |
| 10Y Return (Ann) | 12.56% | 11.25% |
| Sharpe Ratio | 1.97 | 1.92 |
| Sortino Ratio | 2.66 | 2.81 |
| Omega Ratio | 1.36 | 1.34 |
| Calmar Ratio | 2.95 | 2.52 |
| Martin Ratio | 8.04 | 10.88 |
| Ulcer Index | 2.95% | 2.29% |
| Daily Std Dev | 12.01% | 12.98% |
| Max Drawdown | -41.44% | -62.23% |
| Current Drawdown | 0.00% | 0.00% |
Fundamentals
| ATST.L | FCIT.L | |
|---|---|---|
| Market Cap | £3.41B | £5.38B |
| EPS | £2.12 | £1.92 |
| PE Ratio | 5.73 | 5.79 |
| Total Revenue (TTM) | £652.76M | £1.02B |
| Gross Profit (TTM) | £635.13M | £1.01B |
| EBITDA (TTM) | £295.69M | £332.53M |
Correlation
The correlation between ATST.L and FCIT.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ATST.L vs. FCIT.L - Performance Comparison
In the year-to-date period, ATST.L achieves a 15.92% return, which is significantly lower than FCIT.L's 17.36% return. Over the past 10 years, ATST.L has outperformed FCIT.L with an annualized return of 12.56%, while FCIT.L has yielded a comparatively lower 11.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATST.L vs. FCIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliance Trust plc (ATST.L) and F&C Investment Trust plc (FCIT.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.
Dividends
ATST.L vs. FCIT.L - Dividend Comparison
ATST.L's dividend yield for the trailing twelve months is around 2.04%, more than FCIT.L's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATST.L Alliance Trust plc | 2.04% | 2.24% | 2.51% | 1.63% | 1.59% | 1.65% | 1.48% | 1.76% | 2.02% | 1.76% | 0.02% | 1.66% |
FCIT.L F&C Investment Trust plc | 1.36% | 1.45% | 1.46% | 1.33% | 1.47% | 1.13% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 2.86% |
Drawdowns
ATST.L vs. FCIT.L - Drawdown Comparison
The maximum ATST.L drawdown since its inception was -41.44%, smaller than the maximum FCIT.L drawdown of -62.23%. Use the drawdown chart below to compare losses from any high point for ATST.L and FCIT.L. For additional features, visit the drawdowns tool.
Volatility
ATST.L vs. FCIT.L - Volatility Comparison
The current volatility for Alliance Trust plc (ATST.L) is 3.17%, while F&C Investment Trust plc (FCIT.L) has a volatility of 4.22%. This indicates that ATST.L experiences smaller price fluctuations and is considered to be less risky than FCIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ATST.L vs. FCIT.L - Financials Comparison
This section allows you to compare key financial metrics between Alliance Trust plc and F&C Investment Trust 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.
Total Revenue: Total amount of money received from sales and other business activities