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ADM.L vs. MKP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADM.L vs. MKP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Admiral Group plc (ADM.L) and MCAN Mortgage Corporation (MKP.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ADM.L is traded in GBp, while MKP.TO is traded in CAD. To make them comparable, the MKP.TO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ADM.L achieves a 3.80% return, which is significantly lower than MKP.TO's 9.21% return. Over the past 10 years, ADM.L has underperformed MKP.TO with an annualized return of 11.63%, while MKP.TO has yielded a comparatively higher 15.41% annualized return.


ADM.L

1D
-0.74%
1M
-3.86%
YTD
3.80%
6M
5.53%
1Y
2.22%
3Y*
16.70%
5Y*
7.87%
10Y*
11.63%

MKP.TO

1D
-1.52%
1M
-3.77%
YTD
9.21%
6M
13.23%
1Y
30.89%
3Y*
19.64%
5Y*
14.07%
10Y*
15.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADM.L vs. MKP.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADM.L
Admiral Group plc
3.80%28.85%2.88%31.31%-25.25%16.92%33.28%20.01%8.39%15.78%
MKP.TO
MCAN Mortgage Corporation
9.21%29.60%17.79%12.91%0.15%27.58%-0.05%40.18%-20.88%31.96%

Correlation

The correlation between ADM.L and MKP.TO is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.09

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 6, 2009

0.10

Fundamentals

Market Cap

ADM.L:

£9.89B

MKP.TO:

CA$981.42M

EPS

ADM.L:

£4.58

MKP.TO:

CA$2.03

PE Ratio

ADM.L:

7.01

MKP.TO:

11.93

PS Ratio

ADM.L:

0.95

MKP.TO:

3.52

PB Ratio

ADM.L:

6.85

MKP.TO:

1.50

Total Revenue (TTM)

ADM.L:

£10.38B

MKP.TO:

CA$275.66M

Gross Profit (TTM)

ADM.L:

£10.38B

MKP.TO:

CA$174.67M

EBITDA (TTM)

ADM.L:

£2.02B

MKP.TO:

CA$112.87M

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Return for Risk

ADM.L vs. MKP.TO — Risk / Return Rank

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

ADM.L
ADM.L Risk / Return Rank: 4040
Overall Rank
ADM.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ADM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
ADM.L Omega Ratio Rank: 3737
Omega Ratio Rank
ADM.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
ADM.L Martin Ratio Rank: 4242
Martin Ratio Rank

MKP.TO
MKP.TO Risk / Return Rank: 8787
Overall Rank
MKP.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MKP.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
MKP.TO Omega Ratio Rank: 8686
Omega Ratio Rank
MKP.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
MKP.TO Martin Ratio Rank: 8989
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.

ADM.L vs. MKP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Admiral Group plc (ADM.L) and MCAN Mortgage Corporation (MKP.TO). 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.


ADM.LMKP.TODifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

1.04

1.35

-0.31

Calmar ratioReturn relative to maximum drawdown

0.09

3.51

-3.42

Martin ratioReturn relative to average drawdown

0.21

10.98

-10.77

ADM.L vs. MKP.TO - Sharpe Ratio Comparison

The current ADM.L Sharpe Ratio is 0.10, which is lower than the MKP.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ADM.L and MKP.TO, 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


ADM.LMKP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

2.02

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.78

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.70

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.69

-0.03

Drawdowns

ADM.L vs. MKP.TO - Drawdown Comparison

The maximum ADM.L drawdown since its inception was -53.67%, which is greater than MKP.TO's maximum drawdown of -38.55%. Use the drawdown chart below to compare losses from any high point for ADM.L and MKP.TO.


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Drawdown Indicators


ADM.LMKP.TODifference

Max Drawdown

Largest peak-to-trough decline

-53.67%

-38.55%

-15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-8.84%

-16.85%

Max Drawdown (3Y)

Largest decline over 3 years

-25.69%

-13.02%

-12.67%

Max Drawdown (5Y)

Largest decline over 5 years

-48.53%

-19.94%

-28.59%

Max Drawdown (10Y)

Largest decline over 10 years

-48.53%

-38.55%

-9.98%

Current Drawdown

Current decline from peak

-8.40%

-6.52%

-1.88%

Average Drawdown

Average peak-to-trough decline

-11.34%

-8.01%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.59%

2.85%

+7.74%

Volatility

ADM.L vs. MKP.TO - Volatility Comparison

Admiral Group plc (ADM.L) has a higher volatility of 7.85% compared to MCAN Mortgage Corporation (MKP.TO) at 4.77%. This indicates that ADM.L's price experiences larger fluctuations and is considered to be riskier than MKP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADM.LMKP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

4.77%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

18.76%

11.34%

+7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

15.41%

+7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.25%

18.25%

+8.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

22.27%

+1.80%

Dividends

ADM.L vs. MKP.TO - Dividend Comparison

ADM.L's dividend yield for the trailing twelve months is around 6.39%, less than MKP.TO's 6.85% yield.


PositionTTM20252024202320222021202020192018201720162015
ADM.L
Admiral Group plc
6.39%7.43%4.65%3.84%10.44%7.82%5.08%5.59%5.76%5.37%6.26%6.03%
MKP.TO
MCAN Mortgage Corporation
6.85%7.31%8.55%9.31%9.72%12.32%8.40%7.29%10.45%7.15%7.95%9.06%

Financials

ADM.L vs. MKP.TO - Financials Comparison

This section allows you to compare key financial metrics between Admiral Group plc and MCAN Mortgage Corporation. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B202120222023202420252026
2.80B
41.60M
(ADM.L) Total Revenue
(MKP.TO) Total Revenue
Please note, different currencies. ADM.L values in GBp, MKP.TO values in CAD

ADM.L vs. MKP.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Admiral Group plc and MCAN Mortgage Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%202120222023202420252026
100.0%
100.0%
Portfolio components
ADM.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Admiral Group plc reported a gross profit of 2.80B and revenue of 2.80B. Therefore, the gross margin over that period was 100.0%.

MKP.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MCAN Mortgage Corporation reported a gross profit of 41.60M and revenue of 41.60M. Therefore, the gross margin over that period was 100.0%.

ADM.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Admiral Group plc reported an operating income of 436.90M and revenue of 2.80B, resulting in an operating margin of 15.6%.

MKP.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MCAN Mortgage Corporation reported an operating income of 22.81M and revenue of 41.60M, resulting in an operating margin of 54.8%.

ADM.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Admiral Group plc reported a net income of 341.60M and revenue of 2.80B, resulting in a net margin of 12.2%.

MKP.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MCAN Mortgage Corporation reported a net income of 23.03M and revenue of 41.60M, resulting in a net margin of 55.4%.


Frequently Asked Questions


ADM.L and MKP.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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