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

Key characteristics


ADM.LMNG.L
YTD Return1.42%-1.19%
1Y Return26.99%15.83%
3Y Return (Ann)3.71%4.84%
Sharpe Ratio1.060.72
Daily Std Dev23.34%19.21%
Max Drawdown-54.33%-62.75%
Current Drawdown-10.87%-7.98%

Fundamentals


ADM.LMNG.L
Market Cap£8.15B£4.91B
EPS£1.11£0.12
PE Ratio24.7717.13
PEG Ratio2.37-0.23
Revenue (TTM)£3.51B£6.28B
Gross Profit (TTM)£979.00M-£110.00M
EBITDA (TTM)£500.90M£1.47B

Correlation

-0.50.00.51.00.4

The correlation between ADM.L and MNG.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ADM.L vs. MNG.L - Performance Comparison

In the year-to-date period, ADM.L achieves a 1.42% return, which is significantly higher than MNG.L's -1.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%December2024FebruaryMarchAprilMay
73.33%
50.61%
ADM.L
MNG.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Admiral Group plc

M&G plc

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 1.18, compared to the broader market-2.00-1.000.001.002.003.004.001.18
Sortino ratio
The chart of Sortino ratio for ADM.L, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.006.001.67
Omega ratio
The chart of Omega ratio for ADM.L, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for ADM.L, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for ADM.L, currently valued at 4.79, compared to the broader market-10.000.0010.0020.0030.004.79
MNG.L
Sharpe ratio
The chart of Sharpe ratio for MNG.L, currently valued at 0.79, compared to the broader market-2.00-1.000.001.002.003.004.000.79
Sortino ratio
The chart of Sortino ratio for MNG.L, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.006.001.21
Omega ratio
The chart of Omega ratio for MNG.L, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for MNG.L, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for MNG.L, currently valued at 2.78, compared to the broader market-10.000.0010.0020.0030.002.78

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

The current ADM.L Sharpe Ratio is 1.06, which is higher than the MNG.L Sharpe Ratio of 0.72. The chart below compares the 12-month rolling Sharpe Ratio of ADM.L and MNG.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.18
0.79
ADM.L
MNG.L

Dividends

ADM.L vs. MNG.L - Dividend Comparison

ADM.L's dividend yield for the trailing twelve months is around 0.04%, less than MNG.L's 0.09% yield.


TTM20232022202120202019201820172016201520142013
ADM.L
Admiral Group plc
0.04%0.04%0.10%0.08%0.06%0.06%0.06%0.05%0.07%0.06%0.08%0.04%
MNG.L
M&G plc
0.09%0.09%0.10%0.09%0.11%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-18.13%
-7.77%
ADM.L
MNG.L

Volatility

ADM.L vs. MNG.L - Volatility Comparison

Admiral Group plc (ADM.L) has a higher volatility of 4.92% compared to M&G plc (MNG.L) at 3.95%. This indicates that ADM.L's price experiences larger fluctuations and is considered to be riskier than MNG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.92%
3.95%
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