HHI.L vs. MYI.L
HHI.L (Henderson High Income 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, HHI.L returned 7.35%/yr vs 11.30%/yr for MYI.L. At a 0.34 correlation, their price movements are largely independent.
Performance
HHI.L vs. MYI.L - Performance Comparison
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Returns By Period
In the year-to-date period, HHI.L achieves a 6.89% return, which is significantly lower than MYI.L's 9.26% return. Over the past 10 years, HHI.L has underperformed MYI.L with an annualized return of 7.35%, while MYI.L has yielded a comparatively higher 11.30% annualized return.
HHI.L
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 6.89%
- 6M
- 8.78%
- 1Y
- 14.82%
- 3Y*
- 12.40%
- 5Y*
- 8.32%
- 10Y*
- 7.35%
MYI.L
- 1D
- -0.55%
- 1M
- 2.58%
- YTD
- 9.26%
- 6M
- 11.42%
- 1Y
- 35.99%
- 3Y*
- 15.31%
- 5Y*
- 13.23%
- 10Y*
- 11.30%
HHI.L vs. MYI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HHI.L Henderson High Income Trust | 6.89% | 22.59% | 10.88% | 0.89% | -1.18% | 28.02% | -17.65% | 27.05% | -11.23% | 8.68% |
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 HHI.L and MYI.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 1997 | 0.34 |
The correlation between HHI.L and MYI.L shifts across timeframes, from 0.34 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
HHI.L:
£334.78M
MYI.L:
£2.12B
HHI.L:
£0.50
MYI.L:
£0.80
HHI.L:
3.91
MYI.L:
4.47
HHI.L:
0.31
MYI.L:
0.12
HHI.L:
6.19
MYI.L:
4.11
HHI.L:
0.98
MYI.L:
1.10
HHI.L:
£54.37M
MYI.L:
£516.66M
HHI.L:
£53.58M
MYI.L:
£508.77M
HHI.L:
£55.56M
MYI.L:
£396.31M
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Return for Risk
HHI.L vs. MYI.L — Risk / Return Rank
HHI.L
MYI.L
HHI.L vs. MYI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Henderson High Income Trust (HHI.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.
| HHI.L | MYI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.55 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 3.88 | -2.66 |
| Martin ratioReturn relative to average drawdown | 4.18 | 14.06 | -9.88 |
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
| HHI.L | MYI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 3.05 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.88 | -0.47 |
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 | 0.40 | 0.62 | -0.22 |
Drawdowns
HHI.L vs. MYI.L - Drawdown Comparison
The maximum HHI.L drawdown since its inception was -52.50%, 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 HHI.L and MYI.L.
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Drawdown Indicators
| HHI.L | MYI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.50% | -48.60% | -3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -9.24% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.99% | -16.00% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -18.21% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -46.03% | -39.23% | -6.80% |
Current DrawdownCurrent decline from peak | -4.11% | -1.65% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -8.57% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.55% | +1.26% |
Volatility
HHI.L vs. MYI.L - Volatility Comparison
Henderson High Income Trust (HHI.L) has a higher volatility of 4.11% compared to Murray International Trust (MYI.L) at 3.08%. This indicates that HHI.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
| HHI.L | MYI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.08% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 9.44% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 11.74% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 15.02% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 17.35% | +4.92% |
Dividends
HHI.L vs. MYI.L - Dividend Comparison
HHI.L's dividend yield for the trailing twelve months is around 5.57%, more than MYI.L's 3.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHI.L Henderson High Income Trust | 5.57% | 5.81% | 6.52% | 6.61% | 6.14% | 5.61% | 6.73% | 5.11% | 6.02% | 4.95% | 4.98% | 4.93% |
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
HHI.L vs. MYI.L - Financials Comparison
This section allows you to compare key financial metrics between Henderson High Income 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
HHI.L and MYI.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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