EDIN.L vs. FCIT.L
EDIN.L (Edinburgh Investment Trust) and FCIT.L (F&C Investment Trust plc) are both stocks. Both operate in the Collective Investments industry within the Financial Services sector. Over the past 10 years, EDIN.L returned 5.79%/yr vs 14.04%/yr for FCIT.L. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
EDIN.L vs. FCIT.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 FCIT.L's 9.92% return. Over the past 10 years, EDIN.L has underperformed FCIT.L with an annualized return of 5.79%, while FCIT.L has yielded a comparatively higher 14.04% annualized return.
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%
FCIT.L
- 1D
- -0.12%
- 1M
- 5.43%
- YTD
- 9.92%
- 6M
- 11.52%
- 1Y
- 26.85%
- 3Y*
- 16.41%
- 5Y*
- 12.01%
- 10Y*
- 14.04%
EDIN.L vs. FCIT.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% |
FCIT.L F&C Investment Trust plc | 9.92% | 14.68% | 16.94% | 10.03% | -0.89% | 19.40% | 4.62% | 22.88% | -0.57% | 21.05% |
Correlation
The correlation between EDIN.L and FCIT.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 1986 | 0.61 |
The correlation between EDIN.L and FCIT.L shifts across timeframes, from 0.54 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EDIN.L:
£1.39B
FCIT.L:
£1.65B
EDIN.L:
£1.03
FCIT.L:
£3.45
EDIN.L:
7.72
FCIT.L:
0.99
EDIN.L:
0.25
FCIT.L:
0.04
EDIN.L:
6.96
FCIT.L:
0.93
EDIN.L:
1.31
FCIT.L:
0.27
EDIN.L:
£181.46M
FCIT.L:
£1.78B
EDIN.L:
£176.76M
FCIT.L:
£1.77B
EDIN.L:
£169.58M
FCIT.L:
£1.04B
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Return for Risk
EDIN.L vs. FCIT.L — Risk / Return Rank
EDIN.L
FCIT.L
EDIN.L vs. FCIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edinburgh Investment Trust (EDIN.L) and F&C Investment Trust plc (FCIT.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 | FCIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.42 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 3.84 | -3.50 |
| Martin ratioReturn relative to average drawdown | 0.97 | 13.93 | -12.96 |
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 | FCIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.27 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.75 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.81 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.60 | -0.10 |
Drawdowns
EDIN.L vs. FCIT.L - Drawdown Comparison
The maximum EDIN.L drawdown since its inception was -58.67%, which is greater than FCIT.L's maximum drawdown of -49.87%. Use the drawdown chart below to compare losses from any high point for EDIN.L and FCIT.L.
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Drawdown Indicators
| EDIN.L | FCIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -49.87% | -8.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -7.14% | -2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -12.14% | -19.70% | +7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -19.70% | +4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -49.96% | -39.19% | -10.77% |
Current DrawdownCurrent decline from peak | -3.09% | -0.12% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -9.12% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.97% | +1.35% |
Volatility
EDIN.L vs. FCIT.L - Volatility Comparison
Edinburgh Investment Trust (EDIN.L) has a higher volatility of 3.41% compared to F&C Investment Trust plc (FCIT.L) at 3.19%. This indicates that EDIN.L's price experiences larger fluctuations and is considered to be riskier than FCIT.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 | FCIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.19% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 9.63% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 12.11% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 15.97% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 17.37% | -0.01% |
Dividends
EDIN.L vs. FCIT.L - Dividend Comparison
EDIN.L's dividend yield for the trailing twelve months is around 4.97%, more than FCIT.L's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FCIT.L F&C Investment Trust plc | 1.21% | 1.28% | 1.36% | 3.07% | 1.46% | 1.33% | 1.47% | 1.49% | 1.71% | 1.57% | 1.78% | 2.11% |
Financials
EDIN.L vs. FCIT.L - Financials Comparison
This section allows you to compare key financial metrics between Edinburgh Investment Trust and F&C 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EDIN.L and FCIT.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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