CLIG.L vs. PROX.BR
CLIG.L (City Of London Investment Group) and PROX.BR (Proximus PLC) are both stocks. CLIG.L operates in Asset Management (Financial Services), while PROX.BR operates in Telecom Services (Communication Services). Over the past 10 years, CLIG.L returned 11.84%/yr vs -5.06%/yr for PROX.BR. At a 0.04 correlation, their price movements are largely independent.
Performance
CLIG.L vs. PROX.BR - Performance Comparison
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Different Trading Currencies
CLIG.L is traded in GBp, while PROX.BR is traded in EUR. To make them comparable, the PROX.BR values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CLIG.L achieves a 15.86% return, which is significantly higher than PROX.BR's -2.05% return. Over the past 10 years, CLIG.L has outperformed PROX.BR with an annualized return of 11.84%, while PROX.BR has yielded a comparatively lower -5.06% 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%
PROX.BR
- 1D
- -1.35%
- 1M
- 3.00%
- YTD
- -2.05%
- 6M
- -4.31%
- 1Y
- -2.46%
- 3Y*
- 8.55%
- 5Y*
- -7.11%
- 10Y*
- -5.06%
CLIG.L vs. PROX.BR - 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% |
PROX.BR Proximus PLC | -2.05% | 56.90% | -32.29% | 7.10% | -39.27% | 6.57% | -27.55% | 7.90% | -7.36% | 9.81% |
Correlation
The correlation between CLIG.L and PROX.BR is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007 | 0.04 |
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Return for Risk
CLIG.L vs. PROX.BR — Risk / Return Rank
CLIG.L
PROX.BR
CLIG.L vs. PROX.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for City Of London Investment Group (CLIG.L) and Proximus PLC (PROX.BR). 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 | PROX.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.01 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | -0.11 | +2.15 |
| Martin ratioReturn relative to average drawdown | 5.16 | -0.17 | +5.33 |
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 | PROX.BR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | -0.08 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | -0.26 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | -0.18 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.06 | +0.31 |
Drawdowns
CLIG.L vs. PROX.BR - Drawdown Comparison
The maximum CLIG.L drawdown since its inception was -63.64%, smaller than the maximum PROX.BR drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for CLIG.L and PROX.BR.
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Drawdown Indicators
| CLIG.L | PROX.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.64% | -72.01% | +8.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -21.49% | +8.45% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -40.18% | +12.41% |
Max Drawdown (5Y)Largest decline over 5 years | -33.07% | -60.80% | +27.73% |
Max Drawdown (10Y)Largest decline over 10 years | -40.58% | -72.01% | +31.43% |
Current DrawdownCurrent decline from peak | -7.61% | -55.07% | +47.46% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -23.41% | +10.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 14.05% | -8.90% |
Volatility
CLIG.L vs. PROX.BR - Volatility Comparison
City Of London Investment Group (CLIG.L) has a higher volatility of 9.09% compared to Proximus PLC (PROX.BR) at 5.46%. This indicates that CLIG.L's price experiences larger fluctuations and is considered to be riskier than PROX.BR 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 | PROX.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 5.46% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 23.98% | 23.46% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.01% | 29.92% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 27.17% | +6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.97% | 27.31% | +7.66% |
Dividends
CLIG.L vs. PROX.BR - Dividend Comparison
CLIG.L's dividend yield for the trailing twelve months is around 7.76%, less than PROX.BR's 8.98% 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% |
PROX.BR Proximus PLC | 8.98% | 5.65% | 23.88% | 14.10% | 13.34% | 7.00% | 9.25% | 5.88% | 6.35% | 5.48% | 5.48% | 5.02% |
Financials
CLIG.L vs. PROX.BR - Financials Comparison
This section allows you to compare key financial metrics between City Of London Investment Group and Proximus 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
Frequently Asked Questions
CLIG.L and PROX.BR have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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