PortfoliosLab logoPortfoliosLab logo
HRI.L vs. AGT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

HRI.L vs. AGT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Herald Investment Trust (HRI.L) and AVI Global Trust plc (AGT.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HRI.L vs. AGT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRI.L
Herald Investment Trust
3.95%-1.03%26.43%7.86%-28.86%11.58%51.69%37.67%-8.20%32.69%
AGT.L
AVI Global Trust plc
-4.66%7.03%13.13%17.23%-11.12%33.02%26.43%30.84%0.89%24.33%

Fundamentals

Total Revenue (TTM)

HRI.L:

£252.02M

AGT.L:

£255.65M

Gross Profit (TTM)

HRI.L:

£232.27M

AGT.L:

£251.72M

EBITDA (TTM)

HRI.L:

£120.46M

AGT.L:

£160.76M

Returns By Period

In the year-to-date period, HRI.L achieves a 3.95% return, which is significantly higher than AGT.L's -4.66% return. Over the past 10 years, HRI.L has underperformed AGT.L with an annualized return of 13.82%, while AGT.L has yielded a comparatively higher 16.95% annualized return.


HRI.L

1D
3.52%
1M
-1.57%
YTD
3.95%
6M
1.21%
1Y
26.39%
3Y*
12.54%
5Y*
3.70%
10Y*
13.82%

AGT.L

1D
1.66%
1M
-8.22%
YTD
-4.66%
6M
-5.72%
1Y
8.22%
3Y*
11.04%
5Y*
8.10%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

HRI.L vs. AGT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HRI.L
HRI.L Risk / Return Rank: 7878
Overall Rank
HRI.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HRI.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
HRI.L Omega Ratio Rank: 7474
Omega Ratio Rank
HRI.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
HRI.L Martin Ratio Rank: 8181
Martin Ratio Rank

AGT.L
AGT.L Risk / Return Rank: 5555
Overall Rank
AGT.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AGT.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
AGT.L Omega Ratio Rank: 5050
Omega Ratio Rank
AGT.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
AGT.L Martin Ratio Rank: 6363
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.

HRI.L vs. AGT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Herald Investment Trust (HRI.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.


HRI.LAGT.LDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.52

+0.76

Sortino ratio

Return per unit of downside risk

1.88

0.78

+1.10

Omega ratio

Gain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratio

Return relative to maximum drawdown

2.57

0.70

+1.87

Martin ratio

Return relative to average drawdown

6.58

2.38

+4.20

HRI.L vs. AGT.L - Sharpe Ratio Comparison

The current HRI.L Sharpe Ratio is 1.28, which is higher than the AGT.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HRI.L and AGT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HRI.LAGT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.52

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.51

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

1.03

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.77

-0.35

Correlation

The correlation between HRI.L and AGT.L is 0.39, 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

HRI.L vs. AGT.L - Dividend Comparison

HRI.L has not paid dividends to shareholders, while AGT.L's dividend yield for the trailing twelve months is around 1.83%.


TTM20252024202320222021202020192018201720162015
HRI.L
Herald Investment Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGT.L
AVI Global Trust plc
1.83%1.75%1.53%0.64%1.75%7.62%9.35%10.60%9.76%8.28%3.78%12.75%

Drawdowns

HRI.L vs. AGT.L - Drawdown Comparison

The maximum HRI.L drawdown since its inception was -81.68%, which is greater than AGT.L's maximum drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for HRI.L and AGT.L.


Loading graphics...

Drawdown Indicators


HRI.LAGT.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.68%

-40.70%

-40.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-12.36%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-22.24%

-18.44%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

-37.97%

-3.40%

Current Drawdown

Current decline from peak

-5.30%

-9.91%

+4.61%

Average Drawdown

Average peak-to-trough decline

-25.28%

-7.54%

-17.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.56%

+0.34%

Volatility

HRI.L vs. AGT.L - Volatility Comparison

Herald Investment Trust (HRI.L) has a higher volatility of 7.11% compared to AVI Global Trust plc (AGT.L) at 5.17%. This indicates that HRI.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.


Loading graphics...

Volatility by Period


HRI.LAGT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

5.17%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.70%

10.19%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.63%

15.73%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.28%

15.82%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.50%

16.34%

+7.16%

Financials

HRI.L vs. AGT.L - Financials Comparison

This section allows you to compare key financial metrics between Herald Investment Trust 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-100.00M0.00100.00M200.00M20212022202320242025
74.09M
16.63M
(HRI.L) Total Revenue
(AGT.L) Total Revenue
Values in GBp except per share items