CLIG.L vs. EDIN.L
CLIG.L (City Of London Investment Group) and EDIN.L (Edinburgh Investment Trust) are both stocks. Both are in the Financial Services sector — CLIG.L in Asset Management, EDIN.L in Collective Investments. Over the past 10 years, CLIG.L returned 11.84%/yr vs 5.79%/yr for EDIN.L. At a 0.11 correlation, their price movements are largely independent.
Performance
CLIG.L vs. EDIN.L - Performance Comparison
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Returns By Period
In the year-to-date period, CLIG.L achieves a 15.86% return, which is significantly higher than EDIN.L's -0.27% return. Over the past 10 years, CLIG.L has outperformed EDIN.L with an annualized return of 11.84%, while EDIN.L has yielded a comparatively lower 5.79% annualized return.
CLIG.L
- 1D
- -1.62%
- 1M
- 6.25%
- YTD
- 15.86%
- 6M
- 19.99%
- 1Y
- 26.64%
- 3Y*
- 7.72%
- 5Y*
- 3.46%
- 10Y*
- 11.84%
EDIN.L
- 1D
- 0.68%
- 1M
- 3.01%
- YTD
- -0.27%
- 6M
- 0.96%
- 1Y
- 3.22%
- 3Y*
- 10.84%
- 5Y*
- 9.03%
- 10Y*
- 5.79%
CLIG.L vs. EDIN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLIG.L City Of London Investment Group | 15.86% | 3.96% | 36.42% | -18.22% | -6.92% | 21.55% | 6.89% | 27.33% | -1.86% | 28.67% |
EDIN.L Edinburgh Investment Trust | -0.27% | 14.69% | 12.88% | 12.11% | 5.44% | 20.62% | -7.69% | 9.42% | -11.30% | 1.72% |
Correlation
The correlation between CLIG.L and EDIN.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2006 | 0.11 |
Fundamentals
CLIG.L:
£211.00M
EDIN.L:
£1.39B
CLIG.L:
£0.61
EDIN.L:
£1.03
CLIG.L:
6.97
EDIN.L:
7.72
CLIG.L:
0.45
EDIN.L:
0.25
CLIG.L:
1.85
EDIN.L:
6.96
CLIG.L:
1.88
EDIN.L:
1.31
CLIG.L:
£114.62M
EDIN.L:
£181.46M
CLIG.L:
£102.27M
EDIN.L:
£176.76M
CLIG.L:
£48.99M
EDIN.L:
£169.58M
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Return for Risk
CLIG.L vs. EDIN.L — Risk / Return Rank
CLIG.L
EDIN.L
CLIG.L vs. EDIN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for City Of London Investment Group (CLIG.L) and Edinburgh Investment Trust (EDIN.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.
| CLIG.L | EDIN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.06 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 0.34 | +1.69 |
| Martin ratioReturn relative to average drawdown | 5.16 | 0.97 | +4.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLIG.L | EDIN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.28 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.62 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.33 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.50 | -0.13 |
Drawdowns
CLIG.L vs. EDIN.L - Drawdown Comparison
The maximum CLIG.L drawdown since its inception was -63.64%, which is greater than EDIN.L's maximum drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for CLIG.L and EDIN.L.
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Drawdown Indicators
| CLIG.L | EDIN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.64% | -58.67% | -4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -9.31% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -12.14% | -15.63% |
Max Drawdown (5Y)Largest decline over 5 years | -33.07% | -15.02% | -18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -40.58% | -49.96% | +9.38% |
Current DrawdownCurrent decline from peak | -7.61% | -3.09% | -4.52% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -11.15% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 3.32% | +1.83% |
Volatility
CLIG.L vs. EDIN.L - Volatility Comparison
City Of London Investment Group (CLIG.L) has a higher volatility of 9.09% compared to Edinburgh Investment Trust (EDIN.L) at 3.41%. This indicates that CLIG.L's price experiences larger fluctuations and is considered to be riskier than EDIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLIG.L | EDIN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 3.41% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 23.98% | 9.64% | +14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.01% | 11.64% | +19.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 14.48% | +18.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.97% | 17.36% | +17.61% |
Dividends
CLIG.L vs. EDIN.L - Dividend Comparison
CLIG.L's dividend yield for the trailing twelve months is around 7.76%, more than EDIN.L's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLIG.L City Of London Investment Group | 7.76% | 8.75% | 8.35% | 10.41% | 11.07% | 6.60% | 6.85% | 9.20% | 7.10% | 6.03% | 8.14% | 6.96% |
EDIN.L Edinburgh Investment Trust | 4.97% | 3.59% | 3.68% | 3.87% | 3.96% | 4.56% | 5.17% | 4.50% | 4.52% | 3.66% | 3.43% | 3.34% |
Financials
CLIG.L vs. EDIN.L - Financials Comparison
This section allows you to compare key financial metrics between City Of London Investment Group and Edinburgh Investment Trust. 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
Frequently Asked Questions
CLIG.L and EDIN.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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