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BUT.L vs. MUT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BUT.L vs. MUT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Brunner Investment Trust (BUT.L) and Murray Income Trust (MUT.L). The values are adjusted to include any dividend payments, if applicable.

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BUT.L vs. MUT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUT.L
Brunner Investment Trust
-3.51%-1.01%24.71%20.20%-6.09%31.65%-3.13%34.38%-8.17%30.61%
MUT.L
Murray Income Trust
-2.30%16.94%-1.15%7.33%216.52%14.08%-2.43%28.34%-4.55%14.92%

Fundamentals

EPS

BUT.L:

£2.78

MUT.L:

£1.48

PE Ratio

BUT.L:

4.95

MUT.L:

5.96

PEG Ratio

BUT.L:

0.02

MUT.L:

0.40

PS Ratio

BUT.L:

4.48

MUT.L:

5.42

Total Revenue (TTM)

BUT.L:

£132.64M

MUT.L:

£160.07M

Gross Profit (TTM)

BUT.L:

£130.03M

MUT.L:

£158.43M

EBITDA (TTM)

BUT.L:

£46.89M

MUT.L:

£125.16M

Returns By Period

In the year-to-date period, BUT.L achieves a -3.51% return, which is significantly lower than MUT.L's -2.30% return. Over the past 10 years, BUT.L has underperformed MUT.L with an annualized return of 12.86%, while MUT.L has yielded a comparatively higher 21.48% annualized return.


BUT.L

1D
0.59%
1M
-8.52%
YTD
-3.51%
6M
-4.03%
1Y
9.22%
3Y*
10.89%
5Y*
10.95%
10Y*
12.86%

MUT.L

1D
0.68%
1M
-10.72%
YTD
-2.30%
6M
0.92%
1Y
11.90%
3Y*
5.92%
5Y*
33.62%
10Y*
21.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BUT.L vs. MUT.L — Risk / Return Rank

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

BUT.L
BUT.L Risk / Return Rank: 5757
Overall Rank
BUT.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BUT.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
BUT.L Omega Ratio Rank: 5252
Omega Ratio Rank
BUT.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
BUT.L Martin Ratio Rank: 6464
Martin Ratio Rank

MUT.L
MUT.L Risk / Return Rank: 6666
Overall Rank
MUT.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MUT.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
MUT.L Omega Ratio Rank: 6363
Omega Ratio Rank
MUT.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
MUT.L Martin Ratio Rank: 7171
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.

BUT.L vs. MUT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brunner Investment Trust (BUT.L) and Murray Income Trust (MUT.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.


BUT.LMUT.LDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.86

-0.32

Sortino ratio

Return per unit of downside risk

0.85

1.20

-0.35

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.06

Calmar ratio

Return relative to maximum drawdown

0.66

0.99

-0.33

Martin ratio

Return relative to average drawdown

2.44

3.56

-1.12

BUT.L vs. MUT.L - Sharpe Ratio Comparison

The current BUT.L Sharpe Ratio is 0.54, which is lower than the MUT.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BUT.L and MUT.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


BUT.LMUT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.86

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.33

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.29

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.15

Correlation

The correlation between BUT.L and MUT.L is 0.35, 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.


Dividends

BUT.L vs. MUT.L - Dividend Comparison

BUT.L's dividend yield for the trailing twelve months is around 1.82%, less than MUT.L's 4.53% yield.


TTM20252024202320222021202020192018201720162015
BUT.L
Brunner Investment Trust
1.82%1.73%1.62%1.89%2.11%1.82%2.32%2.19%2.61%2.12%2.57%2.87%
MUT.L
Murray Income Trust
4.53%4.38%4.71%4.48%76.11%3.29%4.63%3.82%4.57%4.23%4.45%4.76%

Drawdowns

BUT.L vs. MUT.L - Drawdown Comparison

The maximum BUT.L drawdown since its inception was -64.93%, smaller than the maximum MUT.L drawdown of -73.11%. Use the drawdown chart below to compare losses from any high point for BUT.L and MUT.L.


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Drawdown Indicators


BUT.LMUT.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.93%

-73.11%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-11.63%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-18.15%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

-35.97%

-1.40%

Current Drawdown

Current decline from peak

-8.52%

-10.72%

+2.20%

Average Drawdown

Average peak-to-trough decline

-14.67%

-10.39%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.23%

-0.08%

Volatility

BUT.L vs. MUT.L - Volatility Comparison

Brunner Investment Trust (BUT.L) has a higher volatility of 6.08% compared to Murray Income Trust (MUT.L) at 5.19%. This indicates that BUT.L's price experiences larger fluctuations and is considered to be riskier than MUT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUT.LMUT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

5.19%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

9.40%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

13.88%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

101.30%

-82.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

72.86%

-53.04%

Financials

BUT.L vs. MUT.L - Financials Comparison

This section allows you to compare key financial metrics between Brunner Investment Trust and Murray Income Trust. 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


-100.00M-50.00M0.0050.00M100.00M20212022202320242025
-7.63M
77.75M
(BUT.L) Total Revenue
(MUT.L) Total Revenue
Values in GBp except per share items