EDIN.L vs. CLIG.L
EDIN.L (Edinburgh Investment Trust) and CLIG.L (City Of London Investment Group) are both stocks. Both are in the Financial Services sector — EDIN.L in Collective Investments, CLIG.L in Asset Management. Over the past 10 years, EDIN.L returned 5.79%/yr vs 11.84%/yr for CLIG.L. At a 0.11 correlation, their price movements are largely independent.
Performance
EDIN.L vs. CLIG.L - Performance Comparison
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Returns By Period
In the year-to-date period, EDIN.L achieves a -0.27% return, which is significantly lower than CLIG.L's 15.86% return. Over the past 10 years, EDIN.L has underperformed CLIG.L with an annualized return of 5.79%, while CLIG.L has yielded a comparatively higher 11.84% annualized return.
EDIN.L
- 1D
- 0.68%
- 1M
- 1.45%
- YTD
- -0.27%
- 6M
- 1.59%
- 1Y
- 3.29%
- 3Y*
- 10.84%
- 5Y*
- 9.03%
- 10Y*
- 5.79%
CLIG.L
- 1D
- -1.62%
- 1M
- 0.24%
- YTD
- 15.86%
- 6M
- 21.33%
- 1Y
- 26.30%
- 3Y*
- 7.72%
- 5Y*
- 3.46%
- 10Y*
- 11.84%
EDIN.L vs. CLIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between EDIN.L and CLIG.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
EDIN.L:
£1.39B
CLIG.L:
£211.00M
EDIN.L:
£1.03
CLIG.L:
£0.61
EDIN.L:
7.72
CLIG.L:
6.97
EDIN.L:
0.25
CLIG.L:
0.45
EDIN.L:
6.96
CLIG.L:
1.85
EDIN.L:
1.31
CLIG.L:
1.88
EDIN.L:
£181.46M
CLIG.L:
£114.62M
EDIN.L:
£176.76M
CLIG.L:
£102.27M
EDIN.L:
£169.58M
CLIG.L:
£48.99M
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Return for Risk
EDIN.L vs. CLIG.L — Risk / Return Rank
EDIN.L
CLIG.L
EDIN.L vs. CLIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edinburgh Investment Trust (EDIN.L) and City Of London Investment Group (CLIG.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.
| EDIN.L | CLIG.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 | 1.06 | 1.17 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 2.03 | -1.69 |
| Martin ratioReturn relative to average drawdown | 0.97 | 5.16 | -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
| EDIN.L | CLIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.86 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.10 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.34 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.36 | +0.13 |
Drawdowns
EDIN.L vs. CLIG.L - Drawdown Comparison
The maximum EDIN.L drawdown since its inception was -58.67%, smaller than the maximum CLIG.L drawdown of -63.64%. Use the drawdown chart below to compare losses from any high point for EDIN.L and CLIG.L.
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Drawdown Indicators
| EDIN.L | CLIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -63.64% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -13.04% | +3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -12.14% | -27.77% | +15.63% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -33.07% | +18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -49.96% | -40.58% | -9.38% |
Current DrawdownCurrent decline from peak | -3.09% | -7.61% | +4.52% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -12.80% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 5.15% | -1.83% |
Volatility
EDIN.L vs. CLIG.L - Volatility Comparison
The current volatility for Edinburgh Investment Trust (EDIN.L) is 3.41%, while City Of London Investment Group (CLIG.L) has a volatility of 9.09%. This indicates that EDIN.L experiences smaller price fluctuations and is considered to be less risky than CLIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDIN.L | CLIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 9.09% | -5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 23.98% | -14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 31.01% | -19.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 33.44% | -18.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 34.97% | -17.61% |
Dividends
EDIN.L vs. CLIG.L - Dividend Comparison
EDIN.L's dividend yield for the trailing twelve months is around 4.97%, less than CLIG.L's 7.76% 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 | 4.03% | 3.59% | 3.68% | 3.87% | 3.96% | 4.56% | 5.17% | 4.50% | 4.52% | 3.66% | 3.43% | 3.34% |
Financials
EDIN.L vs. CLIG.L - Financials Comparison
This section allows you to compare key financial metrics between Edinburgh Investment Trust and City Of London Investment Group. 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
EDIN.L and CLIG.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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