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PCFT.L vs. FSG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

PCFT.L vs. FSG.L

Last updated Jun 4, 2026

PCFT.L (Polar Capital Global Financials Trust plc) and FSG.L (Foresight Group Holdings Limited) are both stocks. Both are in the Financial Services sector — PCFT.L in Collective Investments, FSG.L in Asset Management. Over the past 5 years, PCFT.L returned 8.90%/yr vs 3.60%/yr for FSG.L. At a 0.15 correlation, their price movements are largely independent.

Performance

PCFT.L vs. FSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Polar Capital Global Financials Trust plc (PCFT.L) and Foresight Group Holdings Limited (FSG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCFT.L achieves a -1.34% return, which is significantly lower than FSG.L's 2.34% return.

PCFT.L

1D
0.22%
1M
0.22%
YTD
-1.34%
6M
4.53%
1Y
12.53%
3Y*
20.67%
5Y*
8.90%
10Y*
11.68%

FSG.L

1D
-2.04%
1M
7.06%
YTD
2.34%
6M
9.33%
1Y
13.13%
3Y*
6.38%
5Y*
3.60%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCFT.L vs. FSG.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
PCFT.L
Polar Capital Global Financials Trust plc		-1.34%24.68%31.76%0.81%-9.24%22.34%
FSG.L
Foresight Group Holdings Limited		2.34%10.74%-0.12%3.49%2.33%-3.93%

Correlation

The correlation between PCFT.L and FSG.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.15

Over the past year, PCFT.L and FSG.L have become more correlated (0.36) than their long-term average of 0.15, meaning their price movements have been converging.

Fundamentals

Market Cap

PCFT.L:

£542.32M

FSG.L:

£503.23M

EPS

PCFT.L:

£0.90

FSG.L:

£0.60

PE Ratio

PCFT.L:

2.47

FSG.L:

7.23

PEG Ratio

PCFT.L:

0.00

FSG.L:

0.32

PS Ratio

PCFT.L:

2.94

FSG.L:

1.63

PB Ratio

PCFT.L:

1.44

FSG.L:

5.72

Total Revenue (TTM)

PCFT.L:

£184.77M

FSG.L:

£309.00M

Gross Profit (TTM)

PCFT.L:

£181.04M

FSG.L:

£284.24M

EBITDA (TTM)

PCFT.L:

£232.42M

FSG.L:

£99.10M

Compare stocks, funds, or ETFs

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Polar Capital Global Financials Trust plc

Foresight Group Holdings Limited

Often compared with PCFT.L:
PCFT.L vs. VUSA.LPCFT.L vs. FNX.LPCFT.L vs. DECKPCFT.L vs. ENEL.MIPCFT.L vs. ISP.MIPCFT.L vs. CLPCFT.L vs. TPL
Often compared with FSG.L:
FSG.L vs. MUT.LFSG.L vs. FNX.LFSG.L vs. ISP.MIFSG.L vs. LIIFSG.L vs. ENEL.MIFSG.L vs. USLMFSG.L vs. CL

Return for Risk

PCFT.L vs. FSG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PCFT.L
PCFT.L Risk / Return Rank: 6363
Overall Rank
PCFT.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PCFT.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
PCFT.L Omega Ratio Rank: 5959
Omega Ratio Rank
PCFT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
PCFT.L Martin Ratio Rank: 6767
Martin Ratio Rank
FSG.L
FSG.L Risk / Return Rank: 5353
Overall Rank
FSG.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FSG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
FSG.L Omega Ratio Rank: 5050
Omega Ratio Rank
FSG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
FSG.L Martin Ratio Rank: 5353
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.

PCFT.L vs. FSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polar Capital Global Financials Trust plc (PCFT.L) and Foresight Group Holdings Limited (FSG.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.

PCFT.LFSG.LDifference
Sharpe ratioReturn per unit of total volatility
0.81
0.49

+0.32

Sortino ratioReturn per unit of downside risk
1.22
0.82

+0.39

Omega ratioGain probability vs. loss probability

1.15

1.11

+0.04

Calmar ratioReturn relative to maximum drawdown

1.03

0.46

+0.57

Martin ratioReturn relative to average drawdown

3.10

1.10

+2.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PCFT.L vs. FSG.L - Sharpe Ratio Comparison

The current PCFT.L Sharpe Ratio is 0.81, which is higher than the FSG.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of PCFT.L and FSG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

PCFT.LFSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.49

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.10

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.07

+0.41

Drawdowns

PCFT.L vs. FSG.L - Drawdown Comparison

The maximum PCFT.L drawdown since its inception was -40.21%, roughly equal to the maximum FSG.L drawdown of -40.89%. Use the drawdown chart below to compare losses from any high point for PCFT.L and FSG.L.

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Drawdown Indicators

PCFT.LFSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.21%

-40.89%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

-28.42%

+16.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-40.89%

+26.08%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-40.89%

+13.84%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

—

—

Current Drawdown

Current decline from peak

-4.26%

-12.12%

+7.86%

Average Drawdown

Average peak-to-trough decline

-8.05%

-12.84%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

11.85%

-7.82%

Volatility

PCFT.L vs. FSG.L - Volatility Comparison

The current volatility for Polar Capital Global Financials Trust plc (PCFT.L) is 3.66%, while Foresight Group Holdings Limited (FSG.L) has a volatility of 6.57%. This indicates that PCFT.L experiences smaller price fluctuations and is considered to be less risky than FSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PCFT.LFSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

6.57%

-2.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

21.73%

-9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

26.98%

-11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

37.65%

-20.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

37.48%

-17.63%

Dividends

PCFT.L vs. FSG.L - Dividend Comparison

PCFT.L's dividend yield for the trailing twelve months is around 4.07%, less than FSG.L's 5.76% yield.

PositionTTM20252024202320222021202020192018201720162015
FSG.L
Foresight Group Holdings Limited		5.76%5.63%5.40%4.66%3.17%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
PCFT.L
Polar Capital Global Financials Trust plc		4.07%2.76%2.40%3.01%2.88%2.32%2.51%4.03%2.68%2.06%2.10%2.97%

Financials

PCFT.L vs. FSG.L - Financials Comparison

This section allows you to compare key financial metrics between Polar Capital Global Financials Trust plc and Foresight Group Holdings Limited. 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

-40.00M-20.00M0.0020.00M40.00M60.00M80.00M100.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-11.96M
81.53M
(PCFT.L) Total Revenue
(FSG.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions

PCFT.L and FSG.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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