MYI.L vs. FCIT.L
Compare and contrast key facts about Murray International Trust (MYI.L) and F&C Investment Trust plc (FCIT.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MYI.L or FCIT.L.
Key characteristics
| MYI.L | FCIT.L | |
|---|---|---|
| YTD Return | 2.72% | 16.09% |
| 1Y Return | 13.25% | 25.48% |
| 3Y Return (Ann) | 8.57% | 7.40% |
| 5Y Return (Ann) | 5.28% | 10.27% |
| 10Y Return (Ann) | 6.26% | 11.26% |
| Sharpe Ratio | 0.91 | 1.84 |
| Sortino Ratio | 1.30 | 2.70 |
| Omega Ratio | 1.18 | 1.33 |
| Calmar Ratio | 0.21 | 2.42 |
| Martin Ratio | 4.06 | 10.47 |
| Ulcer Index | 3.14% | 2.29% |
| Daily Std Dev | 14.06% | 13.06% |
| Max Drawdown | -93.70% | -62.23% |
| Current Drawdown | -57.14% | 0.00% |
Fundamentals
| MYI.L | FCIT.L | |
|---|---|---|
| Market Cap | £1.54B | £5.25B |
| EPS | £0.30 | £1.92 |
| PE Ratio | 8.33 | 5.65 |
| Total Revenue (TTM) | £205.21M | £1.02B |
| Gross Profit (TTM) | £198.20M | £1.01B |
| EBITDA (TTM) | £196.53M | £332.53M |
Correlation
The correlation between MYI.L and FCIT.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MYI.L vs. FCIT.L - Performance Comparison
In the year-to-date period, MYI.L achieves a 2.72% return, which is significantly lower than FCIT.L's 16.09% return. Over the past 10 years, MYI.L has underperformed FCIT.L with an annualized return of 6.26%, while FCIT.L has yielded a comparatively higher 11.26% 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
MYI.L vs. FCIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Murray International Trust (MYI.L) and F&C Investment Trust plc (FCIT.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
MYI.L vs. FCIT.L - Dividend Comparison
MYI.L's dividend yield for the trailing twelve months is around 4.62%, more than FCIT.L's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYI.L Murray International Trust | 4.62% | 4.34% | 4.12% | 4.71% | 4.73% | 4.17% | 4.51% | 3.82% | 3.91% | 2.56% | 0.04% | 3.94% |
FCIT.L F&C Investment Trust plc | 1.37% | 1.45% | 1.46% | 1.33% | 1.47% | 1.13% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 2.86% |
Drawdowns
MYI.L vs. FCIT.L - Drawdown Comparison
The maximum MYI.L drawdown since its inception was -93.70%, which is greater than FCIT.L's maximum drawdown of -62.23%. Use the drawdown chart below to compare losses from any high point for MYI.L and FCIT.L. For additional features, visit the drawdowns tool.
Volatility
MYI.L vs. FCIT.L - Volatility Comparison
Murray International Trust (MYI.L) has a higher volatility of 4.41% compared to F&C Investment Trust plc (FCIT.L) at 3.99%. This indicates that MYI.L's price experiences larger fluctuations and is considered to be riskier than FCIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MYI.L vs. FCIT.L - Financials Comparison
This section allows you to compare key financial metrics between Murray International Trust and F&C Investment 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.
Total Revenue: Total amount of money received from sales and other business activities