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ABDN.L vs. EMG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ABDN.L vs. EMG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Abrdn plc (ABDN.L) and Man Group plc (EMG.L). The values are adjusted to include any dividend payments, if applicable.

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ABDN.L vs. EMG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABDN.L
Abrdn plc
-1.64%57.94%-12.84%2.11%-14.88%-9.77%-5.36%38.83%-37.07%23.74%
EMG.L
Man Group plc
12.06%15.64%-2.97%15.39%-1.55%72.22%-7.02%25.52%-32.33%83.45%

Fundamentals

EPS

ABDN.L:

£0.70

EMG.L:

£0.41

PE Ratio

ABDN.L:

2.80

EMG.L:

6.22

PS Ratio

ABDN.L:

0.56

EMG.L:

1.03

Total Revenue (TTM)

ABDN.L:

£3.20B

EMG.L:

£2.87B

Gross Profit (TTM)

ABDN.L:

£3.05B

EMG.L:

£1.83B

EBITDA (TTM)

ABDN.L:

£796.00M

EMG.L:

£808.12M

Returns By Period

In the year-to-date period, ABDN.L achieves a -1.64% return, which is significantly lower than EMG.L's 12.06% return. Over the past 10 years, ABDN.L has underperformed EMG.L with an annualized return of 2.01%, while EMG.L has yielded a comparatively higher 11.29% annualized return.


ABDN.L

1D
-1.51%
1M
1.73%
YTD
-1.64%
6M
0.71%
1Y
37.48%
3Y*
7.33%
5Y*
0.33%
10Y*
2.01%

EMG.L

1D
-2.06%
1M
-2.21%
YTD
12.06%
6M
40.34%
1Y
42.04%
3Y*
12.10%
5Y*
16.03%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABDN.L vs. EMG.L — Risk / Return Rank

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

ABDN.L
ABDN.L Risk / Return Rank: 7777
Overall Rank
ABDN.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ABDN.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ABDN.L Omega Ratio Rank: 7272
Omega Ratio Rank
ABDN.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
ABDN.L Martin Ratio Rank: 8686
Martin Ratio Rank

EMG.L
EMG.L Risk / Return Rank: 8282
Overall Rank
EMG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EMG.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
EMG.L Omega Ratio Rank: 7575
Omega Ratio Rank
EMG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
EMG.L Martin Ratio Rank: 8686
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.

ABDN.L vs. EMG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn plc (ABDN.L) and Man Group plc (EMG.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.


ABDN.LEMG.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.44

-0.26

Sortino ratio

Return per unit of downside risk

1.65

2.06

-0.42

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

2.92

3.65

-0.73

Martin ratio

Return relative to average drawdown

8.93

9.22

-0.29

ABDN.L vs. EMG.L - Sharpe Ratio Comparison

The current ABDN.L Sharpe Ratio is 1.19, which is comparable to the EMG.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ABDN.L and EMG.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


ABDN.LEMG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.44

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.55

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.38

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.36

-0.23

Correlation

The correlation between ABDN.L and EMG.L is 0.52, 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

ABDN.L vs. EMG.L - Dividend Comparison

ABDN.L's dividend yield for the trailing twelve months is around 7.48%, more than EMG.L's 5.04% yield.


TTM20252024202320222021202020192018201720162015
ABDN.L
Abrdn plc
7.48%7.10%10.34%8.17%7.71%6.06%7.68%6.58%22.85%4.66%5.06%17.89%
EMG.L
Man Group plc
5.04%5.65%5.97%5.37%5.35%3.59%5.65%5.02%6.81%3.58%5.77%4.23%

Drawdowns

ABDN.L vs. EMG.L - Drawdown Comparison

The maximum ABDN.L drawdown since its inception was -59.88%, smaller than the maximum EMG.L drawdown of -85.43%. Use the drawdown chart below to compare losses from any high point for ABDN.L and EMG.L.


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Drawdown Indicators


ABDN.LEMG.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-85.43%

+25.55%

Max Drawdown (1Y)

Largest decline over 1 year

-15.62%

-13.44%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

-37.90%

-12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

-50.75%

-5.59%

Current Drawdown

Current decline from peak

-14.11%

-8.03%

-6.08%

Average Drawdown

Average peak-to-trough decline

-23.13%

-29.06%

+5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

5.32%

-0.49%

Volatility

ABDN.L vs. EMG.L - Volatility Comparison

Abrdn plc (ABDN.L) and Man Group plc (EMG.L) have volatilities of 9.91% and 9.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABDN.LEMG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

9.93%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

21.99%

20.30%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

28.99%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.20%

29.09%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.00%

29.71%

+4.29%

Financials

ABDN.L vs. EMG.L - Financials Comparison

This section allows you to compare key financial metrics between Abrdn plc and Man Group 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


500.00M600.00M700.00M800.00M900.00M1.00B20212022202320242025
1.04B
831.97M
(ABDN.L) Total Revenue
(EMG.L) Total Revenue
Values in GBp except per share items