HGT.L vs. EDIN.L
Compare and contrast key facts about HgCapital Trust plc (HGT.L) and Edinburgh Investment Trust (EDIN.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HGT.L or EDIN.L.
Key characteristics
| HGT.L | EDIN.L | |
|---|---|---|
| YTD Return | 24.63% | 10.00% |
| 1Y Return | 41.57% | 16.10% |
| 3Y Return (Ann) | 9.77% | 9.22% |
| 5Y Return (Ann) | 18.40% | 8.82% |
| 10Y Return (Ann) | 34.84% | 5.19% |
| Sharpe Ratio | 1.56 | 1.33 |
| Sortino Ratio | 2.18 | 1.92 |
| Omega Ratio | 1.28 | 1.24 |
| Calmar Ratio | 2.98 | 2.12 |
| Martin Ratio | 8.47 | 5.72 |
| Ulcer Index | 4.34% | 2.57% |
| Daily Std Dev | 23.77% | 11.07% |
| Max Drawdown | -90.28% | -58.64% |
| Current Drawdown | -2.17% | -6.29% |
Fundamentals
| HGT.L | EDIN.L | |
|---|---|---|
| Market Cap | £2.44B | £1.07B |
| EPS | £0.50 | £0.82 |
| PE Ratio | 10.68 | 8.84 |
| Total Revenue (TTM) | £145.91M | £98.51M |
| Gross Profit (TTM) | £145.91M | £96.06M |
| EBITDA (TTM) | -£6.92M | -£1.47M |
Correlation
The correlation between HGT.L and EDIN.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HGT.L vs. EDIN.L - Performance Comparison
In the year-to-date period, HGT.L achieves a 24.63% return, which is significantly higher than EDIN.L's 10.00% return. Over the past 10 years, HGT.L has outperformed EDIN.L with an annualized return of 34.84%, while EDIN.L has yielded a comparatively lower 5.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HGT.L vs. EDIN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HgCapital Trust plc (HGT.L) and Edinburgh Investment Trust (EDIN.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.
Dividends
HGT.L vs. EDIN.L - Dividend Comparison
HGT.L's dividend yield for the trailing twelve months is around 1.22%, less than EDIN.L's 3.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGT.L HgCapital Trust plc | 1.22% | 1.50% | 2.14% | 1.19% | 1.64% | 12.35% | 25.77% | 35.07% | 25.96% | 0.03% | 45.39% | 2.28% |
EDIN.L Edinburgh Investment Trust | 3.78% | 3.87% | 3.96% | 4.56% | 5.17% | 4.50% | 4.52% | 3.66% | 3.43% | 0.75% | 0.04% | 3.77% |
Drawdowns
HGT.L vs. EDIN.L - Drawdown Comparison
The maximum HGT.L drawdown since its inception was -90.28%, which is greater than EDIN.L's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for HGT.L and EDIN.L. For additional features, visit the drawdowns tool.
Volatility
HGT.L vs. EDIN.L - Volatility Comparison
HgCapital Trust plc (HGT.L) has a higher volatility of 6.32% compared to Edinburgh Investment Trust (EDIN.L) at 4.32%. This indicates that HGT.L's price experiences larger fluctuations and is considered to be riskier than EDIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HGT.L vs. EDIN.L - Financials Comparison
This section allows you to compare key financial metrics between HgCapital Trust plc and Edinburgh Investment 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