ATY.L vs. HLAL
Compare and contrast key facts about Athelney Trust plc (ATY.L) and Wahed FTSE USA Shariah ETF (HLAL).
HLAL is a passively managed fund by Wahed that tracks the performance of the FTSE Shariah USA Index. It was launched on Jul 16, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATY.L or HLAL.
Key characteristics
| ATY.L | HLAL | |
|---|---|---|
| YTD Return | -2.93% | 17.01% |
| 1Y Return | -2.93% | 27.49% |
| 3Y Return (Ann) | -6.86% | 9.66% |
| 5Y Return (Ann) | -0.33% | 16.48% |
| Sharpe Ratio | -0.22 | 2.01 |
| Sortino Ratio | -0.21 | 2.66 |
| Omega Ratio | 0.92 | 1.36 |
| Calmar Ratio | -0.11 | 2.83 |
| Martin Ratio | -0.75 | 10.63 |
| Ulcer Index | 3.92% | 2.47% |
| Daily Std Dev | 13.11% | 13.06% |
| Max Drawdown | -60.89% | -33.57% |
| Current Drawdown | -23.41% | 0.00% |
Correlation
The correlation between ATY.L and HLAL is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ATY.L vs. HLAL - Performance Comparison
In the year-to-date period, ATY.L achieves a -2.93% return, which is significantly lower than HLAL's 17.01% 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
ATY.L vs. HLAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Athelney Trust plc (ATY.L) and Wahed FTSE USA Shariah ETF (HLAL). 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
ATY.L vs. HLAL - Dividend Comparison
ATY.L's dividend yield for the trailing twelve months is around 5.82%, more than HLAL's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATY.L Athelney Trust plc | 5.82% | 1.23% | 4.57% | 4.31% | 5.12% | 3.91% | 3.63% | 3.16% | 3.22% | 0.03% | 0.03% | 258.97% |
HLAL Wahed FTSE USA Shariah ETF | 0.69% | 0.72% | 1.15% | 0.78% | 0.97% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ATY.L vs. HLAL - Drawdown Comparison
The maximum ATY.L drawdown since its inception was -60.89%, which is greater than HLAL's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for ATY.L and HLAL. For additional features, visit the drawdowns tool.
Volatility
ATY.L vs. HLAL - Volatility Comparison
The current volatility for Athelney Trust plc (ATY.L) is 3.67%, while Wahed FTSE USA Shariah ETF (HLAL) has a volatility of 4.19%. This indicates that ATY.L experiences smaller price fluctuations and is considered to be less risky than HLAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.