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BHMG.L vs. FCIT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

BHMG.L vs. FCIT.L

Last updated Apr 2, 2026

Compare and contrast key facts about BH Macro Limited (BHMG.L) and F&C Investment Trust plc (FCIT.L).

Performance

BHMG.L vs. FCIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BH Macro Limited (BHMG.L) and F&C Investment Trust plc (FCIT.L). The values are adjusted to include any dividend payments, if applicable.

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BHMG.L vs. FCIT.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BHMG.L
BH Macro Limited		5.26%-1.72%10.63%-18.26%20.05%6.25%34.87%10.36%18.25%-6.28%
FCIT.L
F&C Investment Trust plc		-0.98%14.68%16.94%8.10%-0.89%19.40%4.62%22.88%-0.57%21.04%

Fundamentals

Market Cap

BHMG.L:

£1.51B

FCIT.L:

£5.96B

EPS

BHMG.L:

£0.88

FCIT.L:

£3.45

PE Ratio

BHMG.L:

4.79

FCIT.L:

3.58

PEG Ratio

BHMG.L:

0.05

FCIT.L:

0.13

PS Ratio

BHMG.L:

8.13

FCIT.L:

3.35

PB Ratio

BHMG.L:

0.72

FCIT.L:

0.97

Total Revenue (TTM)

BHMG.L:

£185.43M

FCIT.L:

£1.78B

Gross Profit (TTM)

BHMG.L:

£177.43M

FCIT.L:

£1.77B

EBITDA (TTM)

BHMG.L:

£81.73M

FCIT.L:

£1.04B

Returns By Period

In the year-to-date period, BHMG.L achieves a 5.26% return, which is significantly higher than FCIT.L's -0.98% return. Over the past 10 years, BHMG.L has underperformed FCIT.L with an annualized return of 7.76%, while FCIT.L has yielded a comparatively higher 12.80% annualized return.

BHMG.L

1D
-0.24%
1M
-2.89%
YTD
5.26%
6M
6.33%
1Y
11.26%
3Y*
0.08%
5Y*
4.72%
10Y*
7.76%

FCIT.L

1D
2.74%
1M
-2.91%
YTD
-0.98%
6M
2.61%
1Y
15.59%
3Y*
12.43%
5Y*
10.79%
10Y*
12.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BH Macro Limited

F&C Investment Trust plc

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Often compared with FCIT.L:
FCIT.L vs. JAM.LFCIT.L vs. LWDB.LFCIT.L vs. MYI.LFCIT.L vs. SMT.LFCIT.L vs. HMWO.LFCIT.L vs. FNCL.LFCIT.L vs. JGGI.L

Return for Risk

BHMG.L vs. FCIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BHMG.L
BHMG.L Risk / Return Rank: 6969
Overall Rank
BHMG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BHMG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
BHMG.L Omega Ratio Rank: 6565
Omega Ratio Rank
BHMG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
BHMG.L Martin Ratio Rank: 7171
Martin Ratio Rank
FCIT.L
FCIT.L Risk / Return Rank: 7474
Overall Rank
FCIT.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FCIT.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
FCIT.L Omega Ratio Rank: 6767
Omega Ratio Rank
FCIT.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
FCIT.L Martin Ratio Rank: 8484
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.

BHMG.L vs. FCIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BH Macro Limited (BHMG.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.

BHMG.LFCIT.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.01

-0.05

Sortino ratio

Return per unit of downside risk

1.46

1.49

-0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.70

2.16

-0.46

Martin ratio

Return relative to average drawdown

3.86

7.52

-3.66

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

BHMG.L vs. FCIT.L - Sharpe Ratio Comparison

The current BHMG.L Sharpe Ratio is 0.96, which is comparable to the FCIT.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of BHMG.L and FCIT.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

BHMG.LFCIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.01

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.68

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.74

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.48

—

Correlation

The correlation between BHMG.L and FCIT.L is 0.11, 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.

Dividends

BHMG.L vs. FCIT.L - Dividend Comparison

BHMG.L has not paid dividends to shareholders, while FCIT.L's dividend yield for the trailing twelve months is around 1.31%.

TTM20252024202320222021202020192018201720162015
BHMG.L
BH Macro Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCIT.L
F&C Investment Trust plc		1.31%1.28%1.36%1.44%1.46%1.33%1.47%1.49%1.71%1.57%1.78%2.11%

Drawdowns

BHMG.L vs. FCIT.L - Drawdown Comparison

The maximum BHMG.L drawdown since its inception was -127.79%, which is greater than FCIT.L's maximum drawdown of -68.22%. Use the drawdown chart below to compare losses from any high point for BHMG.L and FCIT.L.

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Drawdown Indicators

BHMG.LFCIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-127.79%

-68.22%

-59.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-10.43%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-35.94%

-19.70%

-16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.94%

-39.19%

+3.25%

Current Drawdown

Current decline from peak

-122.80%

-4.11%

-118.69%

Average Drawdown

Average peak-to-trough decline

-84.68%

-10.39%

-74.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.23%

+0.84%

Volatility

BHMG.L vs. FCIT.L - Volatility Comparison

The current volatility for BH Macro Limited (BHMG.L) is 4.63%, while F&C Investment Trust plc (FCIT.L) has a volatility of 5.70%. This indicates that BHMG.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.

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Volatility by Period

BHMG.LFCIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

5.70%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

9.78%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

15.36%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

15.96%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

17.30%

-0.76%

Financials

BHMG.L vs. FCIT.L - Financials Comparison

This section allows you to compare key financial metrics between BH Macro Limited 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.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

-600.00M-400.00M-200.00M0.00200.00M400.00M600.00M20212022202320242025
20.66M
698.48M
(BHMG.L) Total Revenue
(FCIT.L) Total Revenue
Values in GBp except per share items