ADM.L vs. MNG.L
Compare and contrast key facts about Admiral Group plc (ADM.L) and M&G plc (MNG.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADM.L or MNG.L.
Key characteristics
ADM.L | MNG.L | |
---|---|---|
YTD Return | 0.04% | -3.06% |
1Y Return | 10.05% | 9.44% |
3Y Return (Ann) | 2.61% | 9.19% |
5Y Return (Ann) | 12.00% | 9.00% |
Sharpe Ratio | 0.48 | 0.50 |
Sortino Ratio | 0.80 | 0.79 |
Omega Ratio | 1.10 | 1.10 |
Calmar Ratio | 0.52 | 0.63 |
Martin Ratio | 1.79 | 1.32 |
Ulcer Index | 5.53% | 6.65% |
Daily Std Dev | 20.49% | 17.59% |
Max Drawdown | -54.33% | -62.75% |
Current Drawdown | -12.08% | -9.72% |
Fundamentals
ADM.L | MNG.L | |
---|---|---|
Market Cap | £7.72B | £4.69B |
EPS | £1.31 | £0.07 |
PE Ratio | 19.63 | 28.15 |
Total Revenue (TTM) | £4.55B | £9.02B |
Gross Profit (TTM) | £4.50B | £13.57B |
EBITDA (TTM) | £7.50M | -£337.00M |
Correlation
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.
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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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities