HGT.L vs. AGT.L
HGT.L (HgCapital Trust plc) and AGT.L (AVI Global Trust plc) are both stocks. Both operate in the Collective Investments industry within the Financial Services sector. Over the past 10 years, HGT.L returned 14.80%/yr vs 17.46%/yr for AGT.L. At a 0.22 correlation, their price movements are largely independent.
Performance
HGT.L vs. AGT.L - Performance Comparison
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Returns By Period
In the year-to-date period, HGT.L achieves a -19.12% return, which is significantly lower than AGT.L's 2.14% return. Over the past 10 years, HGT.L has underperformed AGT.L with an annualized return of 14.80%, while AGT.L has yielded a comparatively higher 17.46% annualized return.
HGT.L
- 1D
- 5.44%
- 1M
- 8.82%
- YTD
- -19.12%
- 6M
- -15.28%
- 1Y
- -17.49%
- 3Y*
- 1.98%
- 5Y*
- 5.44%
- 10Y*
- 14.80%
AGT.L
- 1D
- 0.38%
- 1M
- 0.38%
- YTD
- 2.14%
- 6M
- 3.95%
- 1Y
- 13.97%
- 3Y*
- 12.43%
- 5Y*
- 9.19%
- 10Y*
- 17.46%
HGT.L vs. AGT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HGT.L HgCapital Trust plc | -19.12% | -4.88% | 25.79% | 26.26% | -15.08% | 39.80% | 21.38% | 47.45% | 3.55% | 19.37% |
AGT.L AVI Global Trust plc | 2.14% | 7.03% | 13.13% | 17.23% | -11.12% | 33.02% | 26.43% | 30.84% | 0.89% | 24.33% |
Correlation
The correlation between HGT.L and AGT.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 1, 1990 | 0.22 |
The correlation between HGT.L and AGT.L shifts across timeframes, from 0.22 (all time) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HGT.L:
£393.82M
AGT.L:
£255.65M
HGT.L:
£393.82M
AGT.L:
£251.72M
HGT.L:
-£6.92M
AGT.L:
£160.76M
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Return for Risk
HGT.L vs. AGT.L — Risk / Return Rank
HGT.L
AGT.L
HGT.L vs. AGT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HgCapital Trust plc (HGT.L) and AVI Global Trust plc (AGT.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.
| HGT.L | AGT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.19 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.15 | -1.61 |
| Martin ratioReturn relative to average drawdown | -1.15 | 3.40 | -4.55 |
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
| HGT.L | AGT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 1.00 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.58 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 1.06 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.78 | -0.14 |
Drawdowns
HGT.L vs. AGT.L - Drawdown Comparison
The maximum HGT.L drawdown since its inception was -42.13%, roughly equal to the maximum AGT.L drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for HGT.L and AGT.L.
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Drawdown Indicators
| HGT.L | AGT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.13% | -40.70% | -1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -37.40% | -12.11% | -25.29% |
Max Drawdown (3Y)Largest decline over 3 years | -39.84% | -18.88% | -20.96% |
Max Drawdown (5Y)Largest decline over 5 years | -39.84% | -22.24% | -17.60% |
Max Drawdown (10Y)Largest decline over 10 years | -42.13% | -37.97% | -4.16% |
Current DrawdownCurrent decline from peak | -24.20% | -3.49% | -20.71% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.53% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.11% | 4.09% | +11.02% |
Volatility
HGT.L vs. AGT.L - Volatility Comparison
HgCapital Trust plc (HGT.L) has a higher volatility of 12.97% compared to AVI Global Trust plc (AGT.L) at 4.69%. This indicates that HGT.L's price experiences larger fluctuations and is considered to be riskier than AGT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HGT.L | AGT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 4.69% | +8.28% |
Volatility (6M)Calculated over the trailing 6-month period | 31.28% | 11.13% | +20.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.57% | 13.89% | +19.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.45% | 15.94% | +14.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 16.43% | +12.83% |
Dividends
HGT.L vs. AGT.L - Dividend Comparison
HGT.L's dividend yield for the trailing twelve months is around 1.23%, less than AGT.L's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGT.L AVI Global Trust plc | 1.71% | 1.75% | 1.53% | 0.64% | 1.75% | 7.62% | 9.35% | 10.60% | 9.76% | 8.28% | 3.78% | 12.75% |
HGT.L HgCapital Trust plc | 1.23% | 1.08% | 1.21% | 1.50% | 2.14% | 1.19% | 1.64% | 1.86% | 2.58% | 3.51% | 2.60% | 2.87% |
Financials
HGT.L vs. AGT.L - Financials Comparison
This section allows you to compare key financial metrics between HgCapital Trust plc and AVI Global 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
HGT.L and AGT.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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