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FAS.L vs. ASL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FAS.L vs. ASL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Asian Values (FAS.L) and Aberforth Smaller Companies Trust plc (ASL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAS.L achieves a -0.67% return, which is significantly lower than ASL.L's 5.03% return. Over the past 10 years, FAS.L has outperformed ASL.L with an annualized return of 10.94%, while ASL.L has yielded a comparatively lower 7.61% annualized return.


FAS.L

1D
-0.67%
1M
-5.43%
YTD
-0.67%
6M
-1.66%
1Y
20.47%
3Y*
7.96%
5Y*
7.26%
10Y*
10.94%

ASL.L

1D
-0.98%
1M
4.55%
YTD
5.03%
6M
7.07%
1Y
11.97%
3Y*
12.04%
5Y*
4.10%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAS.L vs. ASL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAS.L
Fidelity Asian Values
-0.67%22.24%0.90%7.17%10.44%13.50%3.91%2.21%5.92%14.46%
ASL.L
Aberforth Smaller Companies Trust plc
5.03%10.86%10.70%8.01%-7.29%20.31%-16.46%39.70%-11.76%22.64%

Correlation

The correlation between FAS.L and ASL.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 14, 1996

0.29

Fundamentals

Market Cap

FAS.L:

£382.62M

ASL.L:

£1.31B

EPS

FAS.L:

£1.57

ASL.L:

£3.03

PE Ratio

FAS.L:

3.77

ASL.L:

5.32

PS Ratio

FAS.L:

3.19

ASL.L:

3.70

PB Ratio

FAS.L:

0.92

ASL.L:

0.94

Total Revenue (TTM)

FAS.L:

£125.14M

ASL.L:

£355.90M

Gross Profit (TTM)

FAS.L:

£118.06M

ASL.L:

£383.46M

EBITDA (TTM)

FAS.L:

£115.09M

ASL.L:

£11.08M

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Return for Risk

FAS.L vs. ASL.L — Risk / Return Rank

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

FAS.L
FAS.L Risk / Return Rank: 7474
Overall Rank
FAS.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FAS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FAS.L Omega Ratio Rank: 7373
Omega Ratio Rank
FAS.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FAS.L Martin Ratio Rank: 7474
Martin Ratio Rank

ASL.L
ASL.L Risk / Return Rank: 6060
Overall Rank
ASL.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ASL.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
ASL.L Omega Ratio Rank: 5757
Omega Ratio Rank
ASL.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
ASL.L Martin Ratio Rank: 6262
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.

FAS.L vs. ASL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asian Values (FAS.L) and Aberforth Smaller Companies Trust plc (ASL.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.


FAS.LASL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratioReturn relative to maximum drawdown

1.71

0.70

+1.01

Martin ratioReturn relative to average drawdown

4.62

2.17

+2.45

FAS.L vs. ASL.L - Sharpe Ratio Comparison

The current FAS.L Sharpe Ratio is 1.30, which is higher than the ASL.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of FAS.L and ASL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FAS.LASL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.77

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.24

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.35

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.60

-0.32

Drawdowns

FAS.L vs. ASL.L - Drawdown Comparison

The maximum FAS.L drawdown since its inception was -72.25%, which is greater than ASL.L's maximum drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for FAS.L and ASL.L.


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Drawdown Indicators


FAS.LASL.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.25%

-60.11%

-12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-17.08%

+5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.80%

-25.35%

+11.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.44%

-31.98%

+13.54%

Max Drawdown (10Y)

Largest decline over 10 years

-45.04%

-59.56%

+14.52%

Current Drawdown

Current decline from peak

-11.90%

-5.85%

-6.05%

Average Drawdown

Average peak-to-trough decline

-17.72%

-11.24%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

5.50%

-1.08%

Volatility

FAS.L vs. ASL.L - Volatility Comparison

Fidelity Asian Values (FAS.L) has a higher volatility of 6.18% compared to Aberforth Smaller Companies Trust plc (ASL.L) at 4.66%. This indicates that FAS.L's price experiences larger fluctuations and is considered to be riskier than ASL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAS.LASL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

4.66%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

11.59%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

15.55%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

16.99%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

21.40%

-3.05%

Dividends

FAS.L vs. ASL.L - Dividend Comparison

FAS.L's dividend yield for the trailing twelve months is around 3.46%, less than ASL.L's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
ASL.L
Aberforth Smaller Companies Trust plc
3.65%3.20%3.48%3.50%2.75%2.31%2.92%2.50%3.16%2.30%2.63%2.11%
FAS.L
Fidelity Asian Values
3.46%3.44%2.88%2.82%2.83%1.90%2.05%2.15%1.34%1.28%1.30%0.81%

Financials

FAS.L vs. ASL.L - Financials Comparison

This section allows you to compare key financial metrics between Fidelity Asian Values and Aberforth Smaller Companies 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20222023202420252026
45.63M
27.69M
(FAS.L) Total Revenue
(ASL.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


FAS.L and ASL.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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