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ADM.L vs. MNG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ADM.LMNG.L
YTD Return0.04%-3.06%
1Y Return10.05%9.44%
3Y Return (Ann)2.61%9.19%
5Y Return (Ann)12.00%9.00%
Sharpe Ratio0.480.50
Sortino Ratio0.800.79
Omega Ratio1.101.10
Calmar Ratio0.520.63
Martin Ratio1.791.32
Ulcer Index5.53%6.65%
Daily Std Dev20.49%17.59%
Max Drawdown-54.33%-62.75%
Current Drawdown-12.08%-9.72%

Fundamentals


ADM.LMNG.L
Market Cap£7.72B£4.69B
EPS£1.31£0.07
PE Ratio19.6328.15
Total Revenue (TTM)£4.55B£9.02B
Gross Profit (TTM)£4.50B£13.57B
EBITDA (TTM)£7.50M-£337.00M

Correlation

-0.50.00.51.00.4

The correlation between ADM.L and MNG.L is 0.40, 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.

Performance

ADM.L vs. MNG.L - Performance Comparison

In the year-to-date period, ADM.L achieves a 0.04% return, which is significantly higher than MNG.L's -3.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
2.53%
5.43%
ADM.L
MNG.L

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Risk-Adjusted Performance

ADM.L vs. MNG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Admiral Group plc (ADM.L) and M&G plc (MNG.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.


ADM.L
Sharpe ratio
The chart of Sharpe ratio for ADM.L, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.84
Sortino ratio
The chart of Sortino ratio for ADM.L, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.006.001.29
Omega ratio
The chart of Omega ratio for ADM.L, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for ADM.L, currently valued at 0.63, compared to the broader market0.002.004.006.000.63
Martin ratio
The chart of Martin ratio for ADM.L, currently valued at 3.35, compared to the broader market-10.000.0010.0020.0030.003.35
MNG.L
Sharpe ratio
The chart of Sharpe ratio for MNG.L, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87
Sortino ratio
The chart of Sortino ratio for MNG.L, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.006.001.27
Omega ratio
The chart of Omega ratio for MNG.L, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for MNG.L, currently valued at 1.09, compared to the broader market0.002.004.006.001.09
Martin ratio
The chart of Martin ratio for MNG.L, currently valued at 2.69, compared to the broader market-10.000.0010.0020.0030.002.69

ADM.L vs. MNG.L - Sharpe Ratio Comparison

The current ADM.L Sharpe Ratio is 0.48, which is comparable to the MNG.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ADM.L and MNG.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.


Rolling 12-month Sharpe Ratio0.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.84
0.87
ADM.L
MNG.L

Dividends

ADM.L vs. MNG.L - Dividend Comparison

ADM.L's dividend yield for the trailing twelve months is around 4.78%, less than MNG.L's 10.05% yield.


TTM20232022202120202019201820172016201520142013
ADM.L
Admiral Group plc
4.78%3.84%10.44%7.82%5.79%5.59%5.76%5.37%6.91%6.03%7.56%3.85%
MNG.L
M&G plc
10.05%8.95%9.80%9.19%11.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADM.L vs. MNG.L - Drawdown Comparison

The maximum ADM.L drawdown since its inception was -54.33%, smaller than the maximum MNG.L drawdown of -62.75%. Use the drawdown chart below to compare losses from any high point for ADM.L and MNG.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-17.18%
-8.69%
ADM.L
MNG.L

Volatility

ADM.L vs. MNG.L - Volatility Comparison

Admiral Group plc (ADM.L) and M&G plc (MNG.L) have volatilities of 5.29% and 5.48%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%MayJuneJulyAugustSeptemberOctober
5.29%
5.48%
ADM.L
MNG.L

Financials

ADM.L vs. MNG.L - Financials Comparison

This section allows you to compare key financial metrics between Admiral Group plc and M&G 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



Values in GBp except per share items