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CLIG.L vs. CTY.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CLIG.L and CTY.L is 0.25, 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.


-0.50.00.51.00.2

Performance

CLIG.L vs. CTY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in City Of London Investment Group (CLIG.L) and The City of London Investment Trust plc (CTY.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.53%
-2.52%
CLIG.L
CTY.L

Key characteristics

Sharpe Ratio

CLIG.L:

0.38

CTY.L:

1.46

Sortino Ratio

CLIG.L:

0.73

CTY.L:

2.06

Omega Ratio

CLIG.L:

1.09

CTY.L:

1.26

Calmar Ratio

CLIG.L:

0.39

CTY.L:

2.68

Martin Ratio

CLIG.L:

2.41

CTY.L:

7.53

Ulcer Index

CLIG.L:

4.84%

CTY.L:

2.16%

Daily Std Dev

CLIG.L:

30.78%

CTY.L:

11.10%

Max Drawdown

CLIG.L:

-63.64%

CTY.L:

-67.70%

Current Drawdown

CLIG.L:

-14.31%

CTY.L:

-1.47%

Fundamentals

Market Cap

CLIG.L:

£175.85M

CTY.L:

£2.16B

EPS

CLIG.L:

£0.27

CTY.L:

£0.59

PE Ratio

CLIG.L:

13.04

CTY.L:

7.40

Total Revenue (TTM)

CLIG.L:

£27.88M

CTY.L:

£257.20M

Gross Profit (TTM)

CLIG.L:

£23.95M

CTY.L:

£250.76M

EBITDA (TTM)

CLIG.L:

£11.22M

CTY.L:

£167.70M

Returns By Period

In the year-to-date period, CLIG.L achieves a -10.89% return, which is significantly lower than CTY.L's 2.50% return. Over the past 10 years, CLIG.L has outperformed CTY.L with an annualized return of 8.12%, while CTY.L has yielded a comparatively lower 5.61% annualized return.


CLIG.L

YTD

-10.89%

1M

-1.12%

6M

1.97%

1Y

12.35%

5Y*

3.17%

10Y*

8.12%

CTY.L

YTD

2.50%

1M

0.75%

6M

1.98%

1Y

16.09%

5Y*

5.44%

10Y*

5.61%

*Annualized

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Risk-Adjusted Performance

CLIG.L vs. CTY.L — Risk-Adjusted Performance Rank

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

CLIG.L
The Risk-Adjusted Performance Rank of CLIG.L is 5959
Overall Rank
The Sharpe Ratio Rank of CLIG.L is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of CLIG.L is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CLIG.L is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CLIG.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of CLIG.L is 6969
Martin Ratio Rank

CTY.L
The Risk-Adjusted Performance Rank of CTY.L is 8686
Overall Rank
The Sharpe Ratio Rank of CTY.L is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of CTY.L is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CTY.L is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CTY.L is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CTY.L is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLIG.L vs. CTY.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for City Of London Investment Group (CLIG.L) and The City of London Investment Trust plc (CTY.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.


Sharpe ratio
The chart of Sharpe ratio for CLIG.L, currently valued at 0.36, compared to the broader market-2.000.002.000.361.18
The chart of Sortino ratio for CLIG.L, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.006.000.711.69
The chart of Omega ratio for CLIG.L, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.21
The chart of Calmar ratio for CLIG.L, currently valued at 0.31, compared to the broader market0.002.004.006.000.311.36
The chart of Martin ratio for CLIG.L, currently valued at 2.08, compared to the broader market-10.000.0010.0020.0030.002.083.69
CLIG.L
CTY.L

The current CLIG.L Sharpe Ratio is 0.38, which is lower than the CTY.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CLIG.L and CTY.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.36
1.18
CLIG.L
CTY.L

Dividends

CLIG.L vs. CTY.L - Dividend Comparison

CLIG.L's dividend yield for the trailing twelve months is around 937.50%, more than CTY.L's 4.81% yield.


TTM20242023202220212020201920182017201620152014
CLIG.L
City Of London Investment Group
937.50%835.44%1,041.01%845.24%660.00%684.93%715.91%709.59%602.77%701.61%695.65%727.00%
CTY.L
The City of London Investment Trust plc
4.81%4.83%4.92%4.82%4.86%5.13%4.24%4.66%3.86%3.95%4.00%3.92%

Drawdowns

CLIG.L vs. CTY.L - Drawdown Comparison

The maximum CLIG.L drawdown since its inception was -63.64%, smaller than the maximum CTY.L drawdown of -67.70%. Use the drawdown chart below to compare losses from any high point for CLIG.L and CTY.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.89%
-4.24%
CLIG.L
CTY.L

Volatility

CLIG.L vs. CTY.L - Volatility Comparison

City Of London Investment Group (CLIG.L) has a higher volatility of 8.21% compared to The City of London Investment Trust plc (CTY.L) at 2.51%. This indicates that CLIG.L's price experiences larger fluctuations and is considered to be riskier than CTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.21%
2.51%
CLIG.L
CTY.L

Financials

CLIG.L vs. CTY.L - Financials Comparison

This section allows you to compare key financial metrics between City Of London Investment Group and The City of London 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


Values in GBp except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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