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NAIT.L vs. CTY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NAIT.L vs. CTY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in The North American Income Trust plc (NAIT.L) and The City of London Investment Trust plc (CTY.L). The values are adjusted to include any dividend payments, if applicable.

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NAIT.L vs. CTY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAIT.L
The North American Income Trust plc
3.12%18.23%15.96%0.17%12.88%19.01%-16.13%26.13%-4.03%9.52%
CTY.L
The City of London Investment Trust plc
5.59%28.16%10.63%4.83%-101.25%11.77%-11.79%20.53%-8.47%12.55%

Fundamentals

Market Cap

NAIT.L:

£497.62M

CTY.L:

£2.77B

EPS

NAIT.L:

£0.71

CTY.L:

£1.58

PE Ratio

NAIT.L:

5.33

CTY.L:

3.49

PEG Ratio

NAIT.L:

0.05

CTY.L:

0.05

PS Ratio

NAIT.L:

4.67

CTY.L:

3.36

PB Ratio

NAIT.L:

1.14

CTY.L:

1.06

Total Revenue (TTM)

NAIT.L:

£106.65M

CTY.L:

£816.21M

Gross Profit (TTM)

NAIT.L:

£102.36M

CTY.L:

£812.37M

EBITDA (TTM)

NAIT.L:

£49.03M

CTY.L:

£450.99M

Returns By Period

In the year-to-date period, NAIT.L achieves a 3.13% return, which is significantly lower than CTY.L's 5.59% return.


NAIT.L

1D
0.93%
1M
-7.10%
YTD
3.13%
6M
8.13%
1Y
20.54%
3Y*
14.97%
5Y*
11.99%
10Y*
11.89%

CTY.L

1D
2.60%
1M
-4.33%
YTD
5.59%
6M
10.47%
1Y
26.93%
3Y*
15.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NAIT.L vs. CTY.L — Risk / Return Rank

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

NAIT.L
NAIT.L Risk / Return Rank: 7878
Overall Rank
NAIT.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
NAIT.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
NAIT.L Omega Ratio Rank: 7373
Omega Ratio Rank
NAIT.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
NAIT.L Martin Ratio Rank: 8686
Martin Ratio Rank

CTY.L
CTY.L Risk / Return Rank: 8787
Overall Rank
CTY.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CTY.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
CTY.L Omega Ratio Rank: 8989
Omega Ratio Rank
CTY.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
CTY.L Martin Ratio Rank: 9090
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.

NAIT.L vs. CTY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The North American Income Trust plc (NAIT.L) and The City of London Investment Trust plc (CTY.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.


NAIT.LCTY.LDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.85

-0.59

Sortino ratio

Return per unit of downside risk

1.79

2.48

-0.70

Omega ratio

Gain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratio

Return relative to maximum drawdown

2.26

2.76

-0.50

Martin ratio

Return relative to average drawdown

9.12

10.68

-1.56

NAIT.L vs. CTY.L - Sharpe Ratio Comparison

The current NAIT.L Sharpe Ratio is 1.27, which is lower than the CTY.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of NAIT.L and CTY.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


NAIT.LCTY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.85

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

Correlation

The correlation between NAIT.L and CTY.L is 0.48, 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

NAIT.L vs. CTY.L - Dividend Comparison

NAIT.L's dividend yield for the trailing twelve months is around 3.29%, less than CTY.L's 3.91% yield.


TTM20252024202320222021202020192018201720162015
NAIT.L
The North American Income Trust plc
3.29%4.13%2.85%4.76%3.78%3.64%3.97%2.87%3.23%2.78%2.71%3.72%
CTY.L
The City of London Investment Trust plc
3.91%4.06%4.83%4.92%8,878.51%4.86%5.13%4.24%4.66%3.86%3.95%3.99%

Drawdowns

NAIT.L vs. CTY.L - Drawdown Comparison

The maximum NAIT.L drawdown since its inception was -52.57%, smaller than the maximum CTY.L drawdown of -101.88%. Use the drawdown chart below to compare losses from any high point for NAIT.L and CTY.L.


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Drawdown Indicators


NAIT.LCTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.57%

-101.88%

+49.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-9.76%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-101.88%

+84.64%

Max Drawdown (10Y)

Largest decline over 10 years

-37.10%

-101.88%

+64.78%

Current Drawdown

Current decline from peak

-7.10%

-101.78%

+94.68%

Average Drawdown

Average peak-to-trough decline

-13.36%

-15.72%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.52%

-0.25%

Volatility

NAIT.L vs. CTY.L - Volatility Comparison

The current volatility for The North American Income Trust plc (NAIT.L) is 4.96%, while The City of London Investment Trust plc (CTY.L) has a volatility of 6.81%. This indicates that NAIT.L experiences smaller price fluctuations and is considered to be less risky than CTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAIT.LCTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.81%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

10.24%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

14.47%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

47.22%

-30.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

35.59%

-15.92%

Financials

NAIT.L vs. CTY.L - Financials Comparison

This section allows you to compare key financial metrics between The North American Income Trust plc and The City of London 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.


Quarterly
Annual

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


-50.00M0.0050.00M100.00M150.00M200.00M250.00M300.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-5.68M
287.76M
(NAIT.L) Total Revenue
(CTY.L) Total Revenue
Values in GBp except per share items