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HSL.L vs. BRSC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

HSL.L vs. BRSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Henderson Smaller Cos Inv Tst (HSL.L) and Blackrock Smaller Companies Trust plc (BRSC.L). The values are adjusted to include any dividend payments, if applicable.

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HSL.L vs. BRSC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSL.L
Henderson Smaller Cos Inv Tst
-5.01%9.21%1.54%1.68%-30.11%19.08%-0.58%46.38%-11.66%37.82%
BRSC.L
Blackrock Smaller Companies Trust plc
-7.02%-1.21%2.19%5.25%-34.32%23.97%4.04%45.82%-6.20%38.32%

Fundamentals

Market Cap

HSL.L:

£517.63M

BRSC.L:

£520.56M

EPS

HSL.L:

£1.86

BRSC.L:

£0.82

PE Ratio

HSL.L:

4.35

BRSC.L:

14.79

PS Ratio

HSL.L:

3.92

BRSC.L:

11.41

PB Ratio

HSL.L:

0.91

BRSC.L:

0.89

Total Revenue (TTM)

HSL.L:

£136.73M

BRSC.L:

£45.63M

Gross Profit (TTM)

HSL.L:

£102.13M

BRSC.L:

£26.93M

EBITDA (TTM)

HSL.L:

£8.74M

BRSC.L:

£9.63M

Returns By Period

In the year-to-date period, HSL.L achieves a -5.01% return, which is significantly higher than BRSC.L's -7.02% return. Both investments have delivered pretty close results over the past 10 years, with HSL.L having a 5.96% annualized return and BRSC.L not far ahead at 6.01%.


HSL.L

1D
-0.25%
1M
-8.01%
YTD
-5.01%
6M
-6.54%
1Y
9.95%
3Y*
3.50%
5Y*
-4.48%
10Y*
5.96%

BRSC.L

1D
-0.33%
1M
-8.56%
YTD
-7.02%
6M
-7.30%
1Y
2.96%
3Y*
1.22%
5Y*
-4.46%
10Y*
6.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HSL.L vs. BRSC.L — Risk / Return Rank

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

HSL.L
HSL.L Risk / Return Rank: 5757
Overall Rank
HSL.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HSL.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
HSL.L Omega Ratio Rank: 5050
Omega Ratio Rank
HSL.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
HSL.L Martin Ratio Rank: 6565
Martin Ratio Rank

BRSC.L
BRSC.L Risk / Return Rank: 4343
Overall Rank
BRSC.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BRSC.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
BRSC.L Omega Ratio Rank: 3737
Omega Ratio Rank
BRSC.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
BRSC.L Martin Ratio Rank: 5151
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.

HSL.L vs. BRSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Henderson Smaller Cos Inv Tst (HSL.L) and Blackrock Smaller Companies Trust plc (BRSC.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.


HSL.LBRSC.LDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.17

+0.40

Sortino ratio

Return per unit of downside risk

0.88

0.36

+0.51

Omega ratio

Gain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratio

Return relative to maximum drawdown

0.74

0.27

+0.48

Martin ratio

Return relative to average drawdown

3.10

1.05

+2.05

HSL.L vs. BRSC.L - Sharpe Ratio Comparison

The current HSL.L Sharpe Ratio is 0.57, which is higher than the BRSC.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of HSL.L and BRSC.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.


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Sharpe Ratios by Period


HSL.LBRSC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.17

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.23

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.24

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.36

+0.04

Correlation

The correlation between HSL.L and BRSC.L is 0.47, 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.


Dividends

HSL.L vs. BRSC.L - Dividend Comparison

HSL.L's dividend yield for the trailing twelve months is around 3.47%, less than BRSC.L's 3.65% yield.


TTM20252024202320222021202020192018201720162015
HSL.L
Henderson Smaller Cos Inv Tst
3.47%3.26%3.33%3.15%2.86%1.92%2.23%2.11%2.73%2.02%2.27%1.95%
BRSC.L
Blackrock Smaller Companies Trust plc
3.65%3.40%3.10%2.93%2.69%1.58%1.87%1.87%2.33%1.76%1.93%1.61%

Drawdowns

HSL.L vs. BRSC.L - Drawdown Comparison

The maximum HSL.L drawdown since its inception was -89.52%, which is greater than BRSC.L's maximum drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for HSL.L and BRSC.L.


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Drawdown Indicators


HSL.LBRSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.52%

-65.33%

-24.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.59%

-17.49%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-51.20%

-46.13%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-54.56%

-55.18%

+0.62%

Current Drawdown

Current decline from peak

-32.57%

-37.62%

+5.05%

Average Drawdown

Average peak-to-trough decline

-24.01%

-13.74%

-10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

4.47%

-0.49%

Volatility

HSL.L vs. BRSC.L - Volatility Comparison

The current volatility for Henderson Smaller Cos Inv Tst (HSL.L) is 6.49%, while Blackrock Smaller Companies Trust plc (BRSC.L) has a volatility of 6.85%. This indicates that HSL.L experiences smaller price fluctuations and is considered to be less risky than BRSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSL.LBRSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

6.85%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

11.30%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

17.17%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.37%

19.54%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

24.68%

-0.53%

Financials

HSL.L vs. BRSC.L - Financials Comparison

This section allows you to compare key financial metrics between Henderson Smaller Cos Inv Tst and Blackrock Smaller Companies 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


-200.00M-100.00M0.00100.00M200.00M300.00M20212022202320242025
26.20M
16.31M
(HSL.L) Total Revenue
(BRSC.L) Total Revenue
Values in GBp except per share items

HSL.L vs. BRSC.L - Profitability Comparison

The chart below illustrates the profitability comparison between Henderson Smaller Cos Inv Tst and Blackrock Smaller Companies Trust plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2021202220232024202500
Portfolio components
HSL.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Henderson Smaller Cos Inv Tst reported a gross profit of 0.00 and revenue of 26.20M. Therefore, the gross margin over that period was 0.0%.

BRSC.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Blackrock Smaller Companies Trust plc reported a gross profit of 0.00 and revenue of 16.31M. Therefore, the gross margin over that period was 0.0%.

HSL.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Henderson Smaller Cos Inv Tst reported an operating income of 24.70M and revenue of 26.20M, resulting in an operating margin of 94.3%.

BRSC.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Blackrock Smaller Companies Trust plc reported an operating income of 13.85M and revenue of 16.31M, resulting in an operating margin of 84.9%.

HSL.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Henderson Smaller Cos Inv Tst reported a net income of 23.04M and revenue of 26.20M, resulting in a net margin of 87.9%.

BRSC.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Blackrock Smaller Companies Trust plc reported a net income of 12.89M and revenue of 16.31M, resulting in a net margin of 79.0%.