CLDN.L vs. ATST.L
Compare and contrast key facts about Caledonia Investments (CLDN.L) and Alliance Trust plc (ATST.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLDN.L or ATST.L.
Key characteristics
| CLDN.L | ATST.L | |
|---|---|---|
| YTD Return | -3.51% | 15.92% |
| 1Y Return | -0.48% | 23.74% |
| 3Y Return (Ann) | -0.13% | 8.32% |
| 5Y Return (Ann) | 5.30% | 11.71% |
| 10Y Return (Ann) | 6.93% | 12.56% |
| Sharpe Ratio | -0.11 | 1.97 |
| Sortino Ratio | -0.04 | 2.66 |
| Omega Ratio | 1.00 | 1.36 |
| Calmar Ratio | -0.10 | 2.95 |
| Martin Ratio | -0.31 | 8.04 |
| Ulcer Index | 6.15% | 2.95% |
| Daily Std Dev | 17.73% | 12.01% |
| Max Drawdown | -49.91% | -41.44% |
| Current Drawdown | -13.25% | 0.00% |
Fundamentals
| CLDN.L | ATST.L | |
|---|---|---|
| Market Cap | £1.84B | £3.41B |
| EPS | £3.69 | £2.12 |
| PE Ratio | 9.16 | 5.73 |
| Total Revenue (TTM) | £114.20M | £652.76M |
| Gross Profit (TTM) | £99.40M | £635.13M |
| EBITDA (TTM) | £101.05M | £295.69M |
Correlation
The correlation between CLDN.L and ATST.L is 0.50, 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.
Performance
CLDN.L vs. ATST.L - Performance Comparison
In the year-to-date period, CLDN.L achieves a -3.51% return, which is significantly lower than ATST.L's 15.92% return. Over the past 10 years, CLDN.L has underperformed ATST.L with an annualized return of 6.93%, while ATST.L has yielded a comparatively higher 12.56% 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
CLDN.L vs. ATST.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caledonia Investments (CLDN.L) and Alliance Trust plc (ATST.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
CLDN.L vs. ATST.L - Dividend Comparison
CLDN.L's dividend yield for the trailing twelve months is around 2.08%, more than ATST.L's 2.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLDN.L Caledonia Investments | 2.08% | 1.92% | 6.66% | 1.56% | 2.14% | 1.91% | 2.04% | 5.51% | 2.05% | 2.15% | 0.02% | 2.51% |
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% |
Drawdowns
CLDN.L vs. ATST.L - Drawdown Comparison
The maximum CLDN.L drawdown since its inception was -49.91%, which is greater than ATST.L's maximum drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for CLDN.L and ATST.L. For additional features, visit the drawdowns tool.
Volatility
CLDN.L vs. ATST.L - Volatility Comparison
Caledonia Investments (CLDN.L) has a higher volatility of 4.95% compared to Alliance Trust plc (ATST.L) at 3.17%. This indicates that CLDN.L's price experiences larger fluctuations and is considered to be riskier than ATST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CLDN.L vs. ATST.L - Financials Comparison
This section allows you to compare key financial metrics between Caledonia Investments and Alliance 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