PortfoliosLab logoPortfoliosLab logo
DOTD.L vs. MEGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DOTD.L vs. MEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dotdigital Group plc (DOTD.L) and Me Group International plc (MEGP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DOTD.L achieves a -26.47% return, which is significantly higher than MEGP.L's -31.31% return. Over the past 10 years, DOTD.L has outperformed MEGP.L with an annualized return of 8.61%, while MEGP.L has yielded a comparatively lower 2.31% annualized return.


DOTD.L

1D
1.67%
1M
5.63%
YTD
-26.47%
6M
-23.06%
1Y
-41.25%
3Y*
-18.39%
5Y*
-25.64%
10Y*
8.61%

MEGP.L

1D
0.20%
1M
-30.39%
YTD
-31.31%
6M
-36.29%
1Y
-51.01%
3Y*
-10.19%
5Y*
12.15%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOTD.L vs. MEGP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOTD.L
Dotdigital Group plc
-26.47%-21.09%-11.35%20.85%-57.93%24.25%224.23%24.83%-25.44%84.23%
MEGP.L
Me Group International plc
-31.31%-23.11%71.02%14.08%107.40%29.10%-44.67%19.77%-48.21%17.03%

Correlation

The correlation between DOTD.L and MEGP.L is 0.04, 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

0.04

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

0.10

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

0.10

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2011

0.07

Fundamentals

Market Cap

DOTD.L:

£149.24M

MEGP.L:

£380.69M

EPS

DOTD.L:

£0.07

MEGP.L:

£0.29

PE Ratio

DOTD.L:

7.38

MEGP.L:

3.44

PEG Ratio

DOTD.L:

6.32

MEGP.L:

0.12

PS Ratio

DOTD.L:

0.90

MEGP.L:

0.61

PB Ratio

DOTD.L:

1.40

MEGP.L:

1.79

Total Revenue (TTM)

DOTD.L:

£168.34M

MEGP.L:

£623.28M

Gross Profit (TTM)

DOTD.L:

£110.73M

MEGP.L:

£222.46M

EBITDA (TTM)

DOTD.L:

£51.20M

MEGP.L:

£235.32M

Compare stocks, funds, or ETFs

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


Return for Risk

DOTD.L vs. MEGP.L — Risk / Return Rank

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

DOTD.L
DOTD.L Risk / Return Rank: 44
Overall Rank
DOTD.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DOTD.L Sortino Ratio Rank: 33
Sortino Ratio Rank
DOTD.L Omega Ratio Rank: 66
Omega Ratio Rank
DOTD.L Calmar Ratio Rank: 66
Calmar Ratio Rank
DOTD.L Martin Ratio Rank: 33
Martin Ratio Rank

MEGP.L
MEGP.L Risk / Return Rank: 22
Overall Rank
MEGP.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MEGP.L Sortino Ratio Rank: 55
Sortino Ratio Rank
MEGP.L Omega Ratio Rank: 22
Omega Ratio Rank
MEGP.L Calmar Ratio Rank: 22
Calmar Ratio Rank
MEGP.L Martin Ratio Rank: 11
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.

DOTD.L vs. MEGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dotdigital Group plc (DOTD.L) and Me Group International plc (MEGP.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.


DOTD.LMEGP.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

0.80

0.73

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.91

-0.98

+0.07

Martin ratioReturn relative to average drawdown

-1.66

-1.94

+0.28

DOTD.L vs. MEGP.L - Sharpe Ratio Comparison

The current DOTD.L Sharpe Ratio is -1.17, which is comparable to the MEGP.L Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of DOTD.L and MEGP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DOTD.LMEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.17

-1.17

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.30

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.05

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.09

+0.28

Drawdowns

DOTD.L vs. MEGP.L - Drawdown Comparison

The maximum DOTD.L drawdown since its inception was -83.96%, smaller than the maximum MEGP.L drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for DOTD.L and MEGP.L.


Loading charts...

Drawdown Indicators


DOTD.LMEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.96%

-97.53%

+13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-44.96%

-54.09%

+9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-56.79%

-54.09%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-83.96%

-54.09%

-29.87%

Max Drawdown (10Y)

Largest decline over 10 years

-83.96%

-78.30%

-5.66%

Current Drawdown

Current decline from peak

-82.26%

-53.99%

-28.27%

Average Drawdown

Average peak-to-trough decline

-27.98%

-58.86%

+30.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.66%

26.61%

-1.95%

Volatility

DOTD.L vs. MEGP.L - Volatility Comparison

The current volatility for Dotdigital Group plc (DOTD.L) is 8.37%, while Me Group International plc (MEGP.L) has a volatility of 33.13%. This indicates that DOTD.L experiences smaller price fluctuations and is considered to be less risky than MEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DOTD.LMEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

33.13%

-24.76%

Volatility (6M)

Calculated over the trailing 6-month period

24.24%

43.76%

-19.52%

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

45.51%

-10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.59%

41.60%

+10.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.37%

45.02%

+8.35%

Dividends

DOTD.L vs. MEGP.L - Dividend Comparison

DOTD.L's dividend yield for the trailing twelve months is around 2.48%, less than MEGP.L's 8.61% yield.


PositionTTM20252024202320222021202020192018201720162015
DOTD.L
Dotdigital Group plc
2.48%1.63%1.15%0.99%1.04%0.42%31.63%0.67%0.71%0.80%0.63%0.38%
MEGP.L
Me Group International plc
8.61%5.50%3.84%5.26%10.43%0.00%7.60%8.70%9.45%3.82%5.29%3.23%

Financials

DOTD.L vs. MEGP.L - Financials Comparison

This section allows you to compare key financial metrics between Dotdigital Group plc and Me Group International 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


50.00M100.00M150.00M20212022202320242025
44.19M
161.60M
(DOTD.L) Total Revenue
(MEGP.L) Total Revenue
Values in GBp except per share items

DOTD.L vs. MEGP.L - Profitability Comparison

The chart below illustrates the profitability comparison between Dotdigital Group plc and Me Group International plc 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%30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
64.8%
37.7%
Portfolio components
DOTD.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dotdigital Group plc reported a gross profit of 28.64M and revenue of 44.19M. Therefore, the gross margin over that period was 64.8%.

MEGP.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Me Group International plc reported a gross profit of 60.92M and revenue of 161.60M. Therefore, the gross margin over that period was 37.7%.

DOTD.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dotdigital Group plc reported an operating income of 6.24M and revenue of 44.19M, resulting in an operating margin of 14.1%.

MEGP.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Me Group International plc reported an operating income of 44.95M and revenue of 161.60M, resulting in an operating margin of 27.8%.

DOTD.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dotdigital Group plc reported a net income of 4.32M and revenue of 44.19M, resulting in a net margin of 9.8%.

MEGP.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Me Group International plc reported a net income of 30.98M and revenue of 161.60M, resulting in a net margin of 19.2%.


Frequently Asked Questions


DOTD.L and MEGP.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DOTD.L and MEGP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer