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SMT.L vs. III.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMT.L vs. III.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Scottish Mortgage Investment Trust plc (SMT.L) and 3I Group plc (III.L). The values are adjusted to include any dividend payments, if applicable.

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SMT.L vs. III.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMT.L
Scottish Mortgage Investment Trust plc
0.42%24.72%18.75%12.46%-45.71%10.46%110.49%24.76%4.64%41.09%
III.L
3I Group plc
-25.28%-6.44%50.11%85.46%-3.46%28.99%9.36%47.12%-12.49%32.12%

Returns By Period

In the year-to-date period, SMT.L achieves a 0.42% return, which is significantly higher than III.L's -25.28% return. Over the past 10 years, SMT.L has underperformed III.L with an annualized return of 16.93%, while III.L has yielded a comparatively higher 21.84% annualized return.


SMT.L

1D
1.36%
1M
-3.76%
YTD
0.42%
6M
4.86%
1Y
26.79%
3Y*
21.23%
5Y*
0.91%
10Y*
16.93%

III.L

1D
3.39%
1M
-26.61%
YTD
-25.28%
6M
-39.70%
1Y
-31.10%
3Y*
15.71%
5Y*
19.05%
10Y*
21.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SMT.L vs. III.L — Risk / Return Rank

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

SMT.L
SMT.L Risk / Return Rank: 6969
Overall Rank
SMT.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 6464
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 6464
Martin Ratio Rank

III.L
III.L Risk / Return Rank: 1212
Overall Rank
III.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
III.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
III.L Omega Ratio Rank: 1111
Omega Ratio Rank
III.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
III.L Martin Ratio Rank: 55
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.

SMT.L vs. III.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scottish Mortgage Investment Trust plc (SMT.L) and 3I Group plc (III.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.


SMT.LIII.LDifference

Sharpe ratio

Return per unit of total volatility

1.23

-0.76

+2.00

Sortino ratio

Return per unit of downside risk

1.77

-0.88

+2.65

Omega ratio

Gain probability vs. loss probability

1.23

0.86

+0.37

Calmar ratio

Return relative to maximum drawdown

1.91

-0.66

+2.57

Martin ratio

Return relative to average drawdown

6.19

-1.72

+7.91

SMT.L vs. III.L - Sharpe Ratio Comparison

The current SMT.L Sharpe Ratio is 1.23, which is higher than the III.L Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of SMT.L and III.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


SMT.LIII.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.76

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.65

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.73

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.38

+0.15

Correlation

The correlation between SMT.L and III.L is 0.50, 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

SMT.L vs. III.L - Dividend Comparison

SMT.L's dividend yield for the trailing twelve months is around 0.37%, less than III.L's 3.24% yield.


TTM20252024202320222021202020192018201720162015
SMT.L
Scottish Mortgage Investment Trust plc
0.37%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%
III.L
3I Group plc
3.24%2.42%1.82%2.32%3.76%2.78%3.02%3.42%3.75%1.75%2.64%1.68%

Drawdowns

SMT.L vs. III.L - Drawdown Comparison

The maximum SMT.L drawdown since its inception was -62.61%, smaller than the maximum III.L drawdown of -84.42%. Use the drawdown chart below to compare losses from any high point for SMT.L and III.L.


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Drawdown Indicators


SMT.LIII.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.61%

-84.42%

+21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-47.86%

+33.60%

Max Drawdown (5Y)

Largest decline over 5 years

-60.11%

-47.86%

-12.25%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

-49.08%

-11.03%

Current Drawdown

Current decline from peak

-21.23%

-44.70%

+23.47%

Average Drawdown

Average peak-to-trough decline

-16.09%

-26.61%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

18.45%

-14.28%

Volatility

SMT.L vs. III.L - Volatility Comparison

The current volatility for Scottish Mortgage Investment Trust plc (SMT.L) is 8.11%, while 3I Group plc (III.L) has a volatility of 23.44%. This indicates that SMT.L experiences smaller price fluctuations and is considered to be less risky than III.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMT.LIII.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.11%

23.44%

-15.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

37.10%

-22.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.75%

40.62%

-18.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.89%

29.55%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.63%

29.73%

-1.10%