HICL.L vs. HFEL.L
Compare and contrast key facts about HICL Infrastructure Company Ltd (HICL.L) and Henderson Far East Income Ltd (HFEL.L).
Performance
HICL.L vs. HFEL.L - Performance Comparison
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HICL.L vs. HFEL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HICL.L HICL Infrastructure Company Ltd | 5.07% | 5.39% | -8.33% | -10.53% | -2.34% | 6.51% | 7.00% | 13.71% | 5.04% | 0.79% |
HFEL.L Henderson Far East Income Ltd | 7.21% | 16.31% | 19.07% | -13.15% | 0.88% | -2.77% | -4.06% | 12.75% | -3.42% | 16.89% |
Fundamentals
HICL.L:
£246.60M
HFEL.L:
£103.96M
HICL.L:
£85.10M
HFEL.L:
£97.69M
HICL.L:
£0.00
HFEL.L:
£95.79M
Returns By Period
In the year-to-date period, HICL.L achieves a 5.07% return, which is significantly lower than HFEL.L's 7.21% return. Over the past 10 years, HICL.L has underperformed HFEL.L with an annualized return of 2.63%, while HFEL.L has yielded a comparatively higher 7.09% annualized return.
HICL.L
- 1D
- 1.35%
- 1M
- 0.25%
- YTD
- 5.07%
- 6M
- 0.65%
- 1Y
- 15.31%
- 3Y*
- -1.67%
- 5Y*
- -0.32%
- 10Y*
- 2.63%
HFEL.L
- 1D
- 1.01%
- 1M
- -5.65%
- YTD
- 7.21%
- 6M
- 9.24%
- 1Y
- 28.40%
- 3Y*
- 9.88%
- 5Y*
- 4.41%
- 10Y*
- 7.09%
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Return for Risk
HICL.L vs. HFEL.L — Risk / Return Rank
HICL.L
HFEL.L
HICL.L vs. HFEL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HICL Infrastructure Company Ltd (HICL.L) and Henderson Far East Income Ltd (HFEL.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.
| HICL.L | HFEL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.65 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.20 | 2.19 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.33 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.78 | -1.56 |
Martin ratioReturn relative to average drawdown | 3.92 | 9.42 | -5.51 |
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
| HICL.L | HFEL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.65 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.29 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.40 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | — | — |
Correlation
The correlation between HICL.L and HFEL.L is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HICL.L vs. HFEL.L - Dividend Comparison
HICL.L's dividend yield for the trailing twelve months is around 6.93%, less than HFEL.L's 9.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HICL.L HICL Infrastructure Company Ltd | 6.93% | 7.13% | 6.94% | 5.95% | 5.01% | 4.67% | 4.74% | 4.78% | 5.04% | 4.90% | 4.59% | 4.91% |
HFEL.L Henderson Far East Income Ltd | 9.96% | 10.40% | 10.72% | 11.26% | 8.71% | 7.93% | 7.04% | 6.13% | 6.26% | 5.49% | 5.83% | 6.61% |
Drawdowns
HICL.L vs. HFEL.L - Drawdown Comparison
The maximum HICL.L drawdown since its inception was -31.03%, smaller than the maximum HFEL.L drawdown of -60,394.88%. Use the drawdown chart below to compare losses from any high point for HICL.L and HFEL.L.
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Drawdown Indicators
| HICL.L | HFEL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.03% | -60,394.88% | +60,363.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.06% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -31.03% | -26.99% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -31.03% | -33.94% | +2.91% |
Current DrawdownCurrent decline from peak | -15.93% | -55,833.83% | +55,817.90% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -13,549.26% | +13,542.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.05% | +0.80% |
Volatility
HICL.L vs. HFEL.L - Volatility Comparison
HICL Infrastructure Company Ltd (HICL.L) has a higher volatility of 6.22% compared to Henderson Far East Income Ltd (HFEL.L) at 5.56%. This indicates that HICL.L's price experiences larger fluctuations and is considered to be riskier than HFEL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HICL.L | HFEL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 5.56% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 12.05% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 17.15% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 15.04% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 17.89% | +0.22% |
Financials
HICL.L vs. HFEL.L - Financials Comparison
This section allows you to compare key financial metrics between HICL Infrastructure Company Ltd and Henderson Far East Income Ltd. 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