PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FSG.L vs. PCFT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

FSG.L vs. PCFT.L

Last updated Jun 4, 2026

FSG.L (Foresight Group Holdings Limited) and PCFT.L (Polar Capital Global Financials Trust plc) are both stocks. Both are in the Financial Services sector — FSG.L in Asset Management, PCFT.L in Collective Investments. Over the past 5 years, FSG.L returned 3.60%/yr vs 8.90%/yr for PCFT.L. At a 0.15 correlation, their price movements are largely independent.

Performance

FSG.L vs. PCFT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Foresight Group Holdings Limited (FSG.L) and Polar Capital Global Financials Trust plc (PCFT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FSG.L achieves a 2.34% return, which is significantly higher than PCFT.L's -1.34% return.

FSG.L

1D
-2.04%
1M
7.06%
YTD
2.34%
6M
9.33%
1Y
13.13%
3Y*
6.38%
5Y*
3.60%
10Y*
—

PCFT.L

1D
0.22%
1M
0.22%
YTD
-1.34%
6M
4.53%
1Y
12.53%
3Y*
20.67%
5Y*
8.90%
10Y*
11.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSG.L vs. PCFT.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
FSG.L
Foresight Group Holdings Limited		2.34%10.74%-0.12%3.49%2.33%-3.93%
PCFT.L
Polar Capital Global Financials Trust plc		-1.34%24.68%31.76%0.81%-9.24%22.34%

Correlation

The correlation between FSG.L and PCFT.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.25

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.15

Over the past year, FSG.L and PCFT.L have become more correlated (0.36) than their long-term average of 0.15, meaning their price movements have been converging.

Fundamentals

Market Cap

FSG.L:

£503.23M

PCFT.L:

£542.32M

EPS

FSG.L:

£0.60

PCFT.L:

£0.90

PE Ratio

FSG.L:

7.23

PCFT.L:

2.47

PEG Ratio

FSG.L:

0.32

PCFT.L:

0.00

PS Ratio

FSG.L:

1.63

PCFT.L:

2.94

PB Ratio

FSG.L:

5.72

PCFT.L:

1.44

Total Revenue (TTM)

FSG.L:

£309.00M

PCFT.L:

£184.77M

Gross Profit (TTM)

FSG.L:

£284.24M

PCFT.L:

£181.04M

EBITDA (TTM)

FSG.L:

£99.10M

PCFT.L:

£232.42M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Foresight Group Holdings Limited

Polar Capital Global Financials Trust plc

Often compared with FSG.L:
FSG.L vs. MUT.LFSG.L vs. FNX.LFSG.L vs. ISP.MIFSG.L vs. LIIFSG.L vs. ENEL.MIFSG.L vs. USLMFSG.L vs. CL
Often compared with PCFT.L:
PCFT.L vs. VUSA.LPCFT.L vs. FNX.LPCFT.L vs. DECKPCFT.L vs. ENEL.MIPCFT.L vs. ISP.MIPCFT.L vs. TPLPCFT.L vs. CL

Return for Risk

FSG.L vs. PCFT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FSG.L
FSG.L Risk / Return Rank: 5353
Overall Rank
FSG.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FSG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
FSG.L Omega Ratio Rank: 5050
Omega Ratio Rank
FSG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
FSG.L Martin Ratio Rank: 5353
Martin Ratio Rank
PCFT.L
PCFT.L Risk / Return Rank: 6363
Overall Rank
PCFT.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PCFT.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
PCFT.L Omega Ratio Rank: 5959
Omega Ratio Rank
PCFT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
PCFT.L Martin Ratio Rank: 6767
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.

FSG.L vs. PCFT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foresight Group Holdings Limited (FSG.L) and Polar Capital Global Financials Trust plc (PCFT.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.

FSG.LPCFT.LDifference
Sharpe ratioReturn per unit of total volatility
0.49
0.81

-0.32

Sortino ratioReturn per unit of downside risk
0.82
1.22

-0.39

Omega ratioGain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratioReturn relative to maximum drawdown

0.46

1.03

-0.57

Martin ratioReturn relative to average drawdown

1.10

3.10

-2.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSG.L vs. PCFT.L - Sharpe Ratio Comparison

The current FSG.L Sharpe Ratio is 0.49, which is lower than the PCFT.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FSG.L and PCFT.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.

Loading charts...

Sharpe Ratios by Period

FSG.LPCFT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.81

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.51

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.48

-0.41

Drawdowns

FSG.L vs. PCFT.L - Drawdown Comparison

The maximum FSG.L drawdown since its inception was -40.89%, roughly equal to the maximum PCFT.L drawdown of -40.21%. Use the drawdown chart below to compare losses from any high point for FSG.L and PCFT.L.

Loading charts...

Drawdown Indicators

FSG.LPCFT.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.89%

-40.21%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-28.42%

-12.08%

-16.34%

Max Drawdown (3Y)

Largest decline over 3 years

-40.89%

-14.81%

-26.08%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

-27.05%

-13.84%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.21%

—

Current Drawdown

Current decline from peak

-12.12%

-4.26%

-7.86%

Average Drawdown

Average peak-to-trough decline

-12.84%

-8.05%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.85%

4.03%

+7.82%

Volatility

FSG.L vs. PCFT.L - Volatility Comparison

Foresight Group Holdings Limited (FSG.L) has a higher volatility of 6.57% compared to Polar Capital Global Financials Trust plc (PCFT.L) at 3.66%. This indicates that FSG.L's price experiences larger fluctuations and is considered to be riskier than PCFT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FSG.LPCFT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

3.66%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.73%

12.47%

+9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

26.98%

15.42%

+11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.65%

17.56%

+20.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.48%

19.85%

+17.63%

Dividends

FSG.L vs. PCFT.L - Dividend Comparison

FSG.L's dividend yield for the trailing twelve months is around 5.76%, more than PCFT.L's 4.07% yield.

PositionTTM20252024202320222021202020192018201720162015
FSG.L
Foresight Group Holdings Limited		5.76%5.63%5.40%4.66%3.17%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
PCFT.L
Polar Capital Global Financials Trust plc		4.07%2.76%2.40%3.01%2.88%2.32%2.51%4.03%2.68%2.06%2.10%2.97%

Financials

FSG.L vs. PCFT.L - Financials Comparison

This section allows you to compare key financial metrics between Foresight Group Holdings Limited and Polar Capital Global Financials 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

-40.00M-20.00M0.0020.00M40.00M60.00M80.00M100.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
81.53M
-11.96M
(FSG.L) Total Revenue
(PCFT.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions

FSG.L and PCFT.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FSG.L and PCFT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer