EDIN.L vs. MYI.L
EDIN.L (Edinburgh Investment Trust) and MYI.L (Murray International Trust) 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 11.30%/yr for MYI.L. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
EDIN.L vs. MYI.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 MYI.L's 9.26% return. Over the past 10 years, EDIN.L has underperformed MYI.L with an annualized return of 5.79%, while MYI.L has yielded a comparatively higher 11.30% 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%
MYI.L
- 1D
- -0.55%
- 1M
- 3.91%
- YTD
- 9.26%
- 6M
- 12.10%
- 1Y
- 35.99%
- 3Y*
- 15.31%
- 5Y*
- 13.23%
- 10Y*
- 11.30%
EDIN.L vs. MYI.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% |
MYI.L Murray International Trust | 9.26% | 35.95% | 4.54% | 1.05% | 20.72% | 7.24% | -5.25% | 16.45% | -6.75% | 11.05% |
Correlation
The correlation between EDIN.L and MYI.L is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1986 | 0.58 |
The correlation between EDIN.L and MYI.L has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
Fundamentals
EDIN.L:
£1.39B
MYI.L:
£2.12B
EDIN.L:
£1.03
MYI.L:
£0.80
EDIN.L:
7.72
MYI.L:
4.47
EDIN.L:
0.25
MYI.L:
0.12
EDIN.L:
6.96
MYI.L:
4.11
EDIN.L:
1.31
MYI.L:
1.10
EDIN.L:
£181.46M
MYI.L:
£516.66M
EDIN.L:
£176.76M
MYI.L:
£508.77M
EDIN.L:
£169.58M
MYI.L:
£396.31M
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Return for Risk
EDIN.L vs. MYI.L — Risk / Return Rank
EDIN.L
MYI.L
EDIN.L vs. MYI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edinburgh Investment Trust (EDIN.L) and Murray International Trust (MYI.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 | MYI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.55 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 3.88 | -3.53 |
| Martin ratioReturn relative to average drawdown | 0.97 | 14.06 | -13.09 |
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 | MYI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 3.05 | -2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.88 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.65 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.62 | -0.12 |
Drawdowns
EDIN.L vs. MYI.L - Drawdown Comparison
The maximum EDIN.L drawdown since its inception was -58.67%, which is greater than MYI.L's maximum drawdown of -48.60%. Use the drawdown chart below to compare losses from any high point for EDIN.L and MYI.L.
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Drawdown Indicators
| EDIN.L | MYI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.67% | -48.60% | -10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -9.24% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -12.14% | -16.06% | +3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -18.21% | +3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -49.96% | -39.23% | -10.73% |
Current DrawdownCurrent decline from peak | -3.09% | -1.65% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -8.57% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.55% | +0.77% |
Volatility
EDIN.L vs. MYI.L - Volatility Comparison
Edinburgh Investment Trust (EDIN.L) has a higher volatility of 3.41% compared to Murray International Trust (MYI.L) at 3.08%. This indicates that EDIN.L's price experiences larger fluctuations and is considered to be riskier than MYI.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 | MYI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.08% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 9.44% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 11.74% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 15.02% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 17.35% | +0.01% |
Dividends
EDIN.L vs. MYI.L - Dividend Comparison
EDIN.L's dividend yield for the trailing twelve months is around 4.97%, more than MYI.L's 3.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MYI.L Murray International Trust | 3.46% | 3.58% | 4.54% | 4.34% | 4.12% | 4.71% | 4.73% | 4.17% | 4.51% | 3.82% | 3.91% | 5.55% |
Financials
EDIN.L vs. MYI.L - Financials Comparison
This section allows you to compare key financial metrics between Edinburgh Investment Trust and Murray International 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
EDIN.L and MYI.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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