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EMG.L vs. ABDN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

EMG.L vs. ABDN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Man Group plc (EMG.L) and Abrdn plc (ABDN.L). The values are adjusted to include any dividend payments, if applicable.

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EMG.L vs. ABDN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMG.L
Man Group plc
14.42%15.64%-2.97%15.39%-1.55%72.22%-7.02%25.52%-32.33%83.45%
ABDN.L
Abrdn plc
-0.13%57.94%-12.84%2.11%-14.88%-9.77%-5.36%38.83%-37.07%23.74%

Fundamentals

EPS

EMG.L:

£0.41

ABDN.L:

£0.70

PE Ratio

EMG.L:

6.35

ABDN.L:

2.84

PS Ratio

EMG.L:

1.05

ABDN.L:

0.56

Total Revenue (TTM)

EMG.L:

£2.87B

ABDN.L:

£3.20B

Gross Profit (TTM)

EMG.L:

£1.83B

ABDN.L:

£3.05B

EBITDA (TTM)

EMG.L:

£808.12M

ABDN.L:

£796.00M

Returns By Period

In the year-to-date period, EMG.L achieves a 14.42% return, which is significantly higher than ABDN.L's -0.13% return. Over the past 10 years, EMG.L has outperformed ABDN.L with an annualized return of 11.55%, while ABDN.L has yielded a comparatively lower 2.10% annualized return.


EMG.L

1D
4.05%
1M
-2.24%
YTD
14.42%
6M
44.00%
1Y
45.63%
3Y*
10.38%
5Y*
16.52%
10Y*
11.55%

ABDN.L

1D
4.37%
1M
-7.59%
YTD
-0.13%
6M
3.55%
1Y
37.17%
3Y*
8.00%
5Y*
0.63%
10Y*
2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EMG.L vs. ABDN.L — Risk / Return Rank

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

EMG.L
EMG.L Risk / Return Rank: 8383
Overall Rank
EMG.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EMG.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EMG.L Omega Ratio Rank: 7979
Omega Ratio Rank
EMG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
EMG.L Martin Ratio Rank: 8484
Martin Ratio Rank

ABDN.L
ABDN.L Risk / Return Rank: 7777
Overall Rank
ABDN.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ABDN.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ABDN.L Omega Ratio Rank: 7373
Omega Ratio Rank
ABDN.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ABDN.L Martin Ratio Rank: 8484
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.

EMG.L vs. ABDN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Man Group plc (EMG.L) and Abrdn plc (ABDN.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.


EMG.LABDN.LDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.18

+0.40

Sortino ratio

Return per unit of downside risk

2.21

1.64

+0.57

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

3.35

2.53

+0.82

Martin ratio

Return relative to average drawdown

7.80

7.75

+0.05

EMG.L vs. ABDN.L - Sharpe Ratio Comparison

The current EMG.L Sharpe Ratio is 1.57, which is higher than the ABDN.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of EMG.L and ABDN.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


EMG.LABDN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.18

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.02

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.06

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.14

+0.23

Correlation

The correlation between EMG.L and ABDN.L is 0.52, 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.


Dividends

EMG.L vs. ABDN.L - Dividend Comparison

EMG.L's dividend yield for the trailing twelve months is around 4.94%, less than ABDN.L's 7.37% yield.


TTM20252024202320222021202020192018201720162015
EMG.L
Man Group plc
4.94%5.65%5.97%5.37%5.35%3.59%5.65%5.02%6.81%3.58%5.77%4.23%
ABDN.L
Abrdn plc
7.37%7.10%10.34%8.17%7.71%6.06%7.68%6.58%22.85%4.66%5.06%17.89%

Drawdowns

EMG.L vs. ABDN.L - Drawdown Comparison

The maximum EMG.L drawdown since its inception was -85.43%, which is greater than ABDN.L's maximum drawdown of -59.88%. Use the drawdown chart below to compare losses from any high point for EMG.L and ABDN.L.


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Drawdown Indicators


EMG.LABDN.LDifference

Max Drawdown

Largest peak-to-trough decline

-85.43%

-59.88%

-25.55%

Max Drawdown (1Y)

Largest decline over 1 year

-16.21%

-18.94%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-50.49%

+12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-50.75%

-56.34%

+5.59%

Current Drawdown

Current decline from peak

-6.10%

-12.79%

+6.69%

Average Drawdown

Average peak-to-trough decline

-29.06%

-23.14%

-5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

5.11%

+0.67%

Volatility

EMG.L vs. ABDN.L - Volatility Comparison

The current volatility for Man Group plc (EMG.L) is 10.52%, while Abrdn plc (ABDN.L) has a volatility of 11.24%. This indicates that EMG.L experiences smaller price fluctuations and is considered to be less risky than ABDN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMG.LABDN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

11.24%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

20.62%

22.15%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

28.97%

31.46%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.09%

32.21%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.71%

34.00%

-4.29%

Financials

EMG.L vs. ABDN.L - Financials Comparison

This section allows you to compare key financial metrics between Man Group plc and Abrdn 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


500.00M600.00M700.00M800.00M900.00M1.00B20212022202320242025
831.97M
1.04B
(EMG.L) Total Revenue
(ABDN.L) Total Revenue
Values in GBp except per share items