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BRSC.L vs. HSL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BRSC.L vs. HSL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Blackrock Smaller Companies Trust plc (BRSC.L) and Henderson Smaller Cos Inv Tst (HSL.L). The values are adjusted to include any dividend payments, if applicable.

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BRSC.L vs. HSL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRSC.L
Blackrock Smaller Companies Trust plc
-6.72%-1.21%2.19%5.25%-34.32%23.97%4.04%45.82%-6.20%38.32%
HSL.L
Henderson Smaller Cos Inv Tst
-4.78%9.21%1.54%1.68%-30.11%19.08%-0.58%46.38%-11.66%37.82%

Fundamentals

Market Cap

BRSC.L:

£522.27M

HSL.L:

£518.91M

EPS

BRSC.L:

£0.82

HSL.L:

£1.86

PE Ratio

BRSC.L:

14.84

HSL.L:

4.36

PS Ratio

BRSC.L:

11.45

HSL.L:

3.93

PB Ratio

BRSC.L:

0.89

HSL.L:

0.92

Total Revenue (TTM)

BRSC.L:

£45.63M

HSL.L:

£136.73M

Gross Profit (TTM)

BRSC.L:

£26.93M

HSL.L:

£102.13M

EBITDA (TTM)

BRSC.L:

£9.63M

HSL.L:

£8.74M

Returns By Period

In the year-to-date period, BRSC.L achieves a -6.72% return, which is significantly lower than HSL.L's -4.78% return. Both investments have delivered pretty close results over the past 10 years, with BRSC.L having a 6.07% annualized return and HSL.L not far behind at 5.98%.


BRSC.L

1D
2.35%
1M
-11.32%
YTD
-6.72%
6M
-6.15%
1Y
2.96%
3Y*
1.22%
5Y*
-4.39%
10Y*
6.07%

HSL.L

1D
2.53%
1M
-10.51%
YTD
-4.78%
6M
-5.55%
1Y
9.65%
3Y*
3.29%
5Y*
-4.43%
10Y*
5.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BRSC.L vs. HSL.L — Risk / Return Rank

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

BRSC.L
BRSC.L Risk / Return Rank: 4343
Overall Rank
BRSC.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BRSC.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
BRSC.L Omega Ratio Rank: 3838
Omega Ratio Rank
BRSC.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
BRSC.L Martin Ratio Rank: 4949
Martin Ratio Rank

HSL.L
HSL.L Risk / Return Rank: 5656
Overall Rank
HSL.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HSL.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
HSL.L Omega Ratio Rank: 5050
Omega Ratio Rank
HSL.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
HSL.L Martin Ratio Rank: 6363
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.

BRSC.L vs. HSL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Smaller Companies Trust plc (BRSC.L) and Henderson Smaller Cos Inv Tst (HSL.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.


BRSC.LHSL.LDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.56

-0.38

Sortino ratio

Return per unit of downside risk

0.36

0.86

-0.49

Omega ratio

Gain probability vs. loss probability

1.05

1.11

-0.07

Calmar ratio

Return relative to maximum drawdown

0.19

0.62

-0.43

Martin ratio

Return relative to average drawdown

0.74

2.52

-1.78

BRSC.L vs. HSL.L - Sharpe Ratio Comparison

The current BRSC.L Sharpe Ratio is 0.17, which is lower than the HSL.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BRSC.L and HSL.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


BRSC.LHSL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.56

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.22

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.25

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.39

-0.04

Correlation

The correlation between BRSC.L and HSL.L is 0.47, 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

BRSC.L vs. HSL.L - Dividend Comparison

BRSC.L's dividend yield for the trailing twelve months is around 3.64%, more than HSL.L's 3.46% yield.


TTM20252024202320222021202020192018201720162015
BRSC.L
Blackrock Smaller Companies Trust plc
3.64%3.40%3.10%2.93%2.69%1.58%1.87%1.87%2.33%1.76%1.93%1.61%
HSL.L
Henderson Smaller Cos Inv Tst
3.46%3.26%3.33%3.15%2.86%1.92%2.23%2.11%2.73%2.02%2.27%1.95%

Drawdowns

BRSC.L vs. HSL.L - Drawdown Comparison

The maximum BRSC.L drawdown since its inception was -65.33%, smaller than the maximum HSL.L drawdown of -89.52%. Use the drawdown chart below to compare losses from any high point for BRSC.L and HSL.L.


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Drawdown Indicators


BRSC.LHSL.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.33%

-89.52%

+24.19%

Max Drawdown (1Y)

Largest decline over 1 year

-17.49%

-16.59%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-46.13%

-51.20%

+5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-55.18%

-54.56%

-0.62%

Current Drawdown

Current decline from peak

-37.42%

-32.41%

-5.01%

Average Drawdown

Average peak-to-trough decline

-13.74%

-24.01%

+10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

4.06%

+0.40%

Volatility

BRSC.L vs. HSL.L - Volatility Comparison

Blackrock Smaller Companies Trust plc (BRSC.L) has a higher volatility of 6.89% compared to Henderson Smaller Cos Inv Tst (HSL.L) at 6.54%. This indicates that BRSC.L's price experiences larger fluctuations and is considered to be riskier than HSL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRSC.LHSL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

6.54%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

10.57%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

17.30%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.55%

20.38%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.68%

24.16%

+0.52%

Financials

BRSC.L vs. HSL.L - Financials Comparison

This section allows you to compare key financial metrics between Blackrock Smaller Companies Trust plc and Henderson Smaller Cos Inv Tst. 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


-200.00M-100.00M0.00100.00M200.00M300.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
16.31M
26.20M
(BRSC.L) Total Revenue
(HSL.L) Total Revenue
Values in GBp except per share items

BRSC.L vs. HSL.L - Profitability Comparison

The chart below illustrates the profitability comparison between Blackrock Smaller Companies Trust plc and Henderson Smaller Cos Inv Tst over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober00
Portfolio components
BRSC.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Blackrock Smaller Companies Trust plc reported a gross profit of 0.00 and revenue of 16.31M. Therefore, the gross margin over that period was 0.0%.

HSL.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Henderson Smaller Cos Inv Tst reported a gross profit of 0.00 and revenue of 26.20M. Therefore, the gross margin over that period was 0.0%.

BRSC.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Blackrock Smaller Companies Trust plc reported an operating income of 13.85M and revenue of 16.31M, resulting in an operating margin of 84.9%.

HSL.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Henderson Smaller Cos Inv Tst reported an operating income of 24.70M and revenue of 26.20M, resulting in an operating margin of 94.3%.

BRSC.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Blackrock Smaller Companies Trust plc reported a net income of 12.89M and revenue of 16.31M, resulting in a net margin of 79.0%.

HSL.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Henderson Smaller Cos Inv Tst reported a net income of 23.04M and revenue of 26.20M, resulting in a net margin of 87.9%.