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CVCG.L vs. NCYF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CVCG.L vs. NCYF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CVC Income & Growth Limited (CVCG.L) and CQS New City High Yield Fund (NCYF.L). The values are adjusted to include any dividend payments, if applicable.

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CVCG.L vs. NCYF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVCG.L
CVC Income & Growth Limited
-2.40%7.43%31.28%17.87%-7.57%16.87%0.78%-3.50%0.53%14.77%
NCYF.L
CQS New City High Yield Fund
-1.99%8.31%12.08%4.61%3.17%16.43%-5.71%14.70%-2.24%12.97%

Fundamentals

EPS

CVCG.L:

£0.06

NCYF.L:

£0.10

PE Ratio

CVCG.L:

20.30

NCYF.L:

4.83

PEG Ratio

CVCG.L:

0.32

NCYF.L:

0.02

PS Ratio

CVCG.L:

4.14

NCYF.L:

4.06

Total Revenue (TTM)

CVCG.L:

£62.39M

NCYF.L:

£72.45M

Gross Profit (TTM)

CVCG.L:

£43.35M

NCYF.L:

£72.45M

EBITDA (TTM)

CVCG.L:

£43.05M

NCYF.L:

£0.00

Returns By Period

In the year-to-date period, CVCG.L achieves a -2.40% return, which is significantly lower than NCYF.L's -1.99% return. Over the past 10 years, CVCG.L has outperformed NCYF.L with an annualized return of 8.12%, while NCYF.L has yielded a comparatively lower 7.07% annualized return.


CVCG.L

1D
3.67%
1M
-2.16%
YTD
-2.40%
6M
-2.51%
1Y
0.96%
3Y*
15.10%
5Y*
10.43%
10Y*
8.12%

NCYF.L

1D
0.40%
1M
-3.50%
YTD
-1.99%
6M
-0.82%
1Y
5.36%
3Y*
9.46%
5Y*
8.17%
10Y*
7.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CVCG.L vs. NCYF.L — Risk / Return Rank

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

CVCG.L
CVCG.L Risk / Return Rank: 4242
Overall Rank
CVCG.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CVCG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CVCG.L Omega Ratio Rank: 3535
Omega Ratio Rank
CVCG.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
CVCG.L Martin Ratio Rank: 5555
Martin Ratio Rank

NCYF.L
NCYF.L Risk / Return Rank: 5757
Overall Rank
NCYF.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NCYF.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
NCYF.L Omega Ratio Rank: 5050
Omega Ratio Rank
NCYF.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
NCYF.L Martin Ratio Rank: 7171
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.

CVCG.L vs. NCYF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVC Income & Growth Limited (CVCG.L) and CQS New City High Yield Fund (NCYF.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.


CVCG.LNCYF.LDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.51

-0.44

Sortino ratio

Return per unit of downside risk

0.20

0.76

-0.56

Omega ratio

Gain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratio

Return relative to maximum drawdown

0.25

0.85

-0.60

Martin ratio

Return relative to average drawdown

1.37

3.78

-2.41

CVCG.L vs. NCYF.L - Sharpe Ratio Comparison

The current CVCG.L Sharpe Ratio is 0.07, which is lower than the NCYF.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CVCG.L and NCYF.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


CVCG.LNCYF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.51

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.60

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.32

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.49

-0.17

Correlation

The correlation between CVCG.L and NCYF.L is 0.12, 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.


Dividends

CVCG.L vs. NCYF.L - Dividend Comparison

CVCG.L's dividend yield for the trailing twelve months is around 8.59%, less than NCYF.L's 9.09% yield.


TTM20252024202320222021202020192018201720162015
CVCG.L
CVC Income & Growth Limited
8.59%8.64%8.58%8.08%5.68%4.49%5.14%5.54%5.07%4.64%6.04%4.90%
NCYF.L
CQS New City High Yield Fund
9.09%8.74%8.65%8.87%8.45%8.01%8.58%7.39%7.83%7.07%7.39%7.75%

Drawdowns

CVCG.L vs. NCYF.L - Drawdown Comparison

The maximum CVCG.L drawdown since its inception was -44.77%, smaller than the maximum NCYF.L drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CVCG.L and NCYF.L.


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Drawdown Indicators


CVCG.LNCYF.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-55.45%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.61%

-5.81%

-4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-16.73%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

-55.45%

+10.68%

Current Drawdown

Current decline from peak

-4.02%

-3.88%

-0.14%

Average Drawdown

Average peak-to-trough decline

-4.08%

-4.17%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.31%

+0.62%

Volatility

CVCG.L vs. NCYF.L - Volatility Comparison

CVC Income & Growth Limited (CVCG.L) has a higher volatility of 10.31% compared to CQS New City High Yield Fund (NCYF.L) at 6.18%. This indicates that CVCG.L's price experiences larger fluctuations and is considered to be riskier than NCYF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVCG.LNCYF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

6.18%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

7.85%

+3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

10.42%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

13.52%

+6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.84%

21.78%

+2.06%

Financials

CVCG.L vs. NCYF.L - Financials Comparison

This section allows you to compare key financial metrics between CVC Income & Growth Limited and CQS New City High Yield Fund. 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


-10.00M0.0010.00M20.00M30.00M201420152016201720182019202020212022202320242025
20.28M
11.22M
(CVCG.L) Total Revenue
(NCYF.L) Total Revenue
Values in GBp except per share items