FSG.L vs. MUT.L
FSG.L (Foresight Group Holdings Limited) and MUT.L (Murray Income Trust) are both stocks. Both are in the Financial Services sector — FSG.L in Asset Management, MUT.L in Collective Investments. Over the past 5 years, FSG.L returned 3.60%/yr vs 33.12%/yr for MUT.L. At a 0.18 correlation, their price movements are largely independent.
Performance
FSG.L vs. MUT.L - Performance Comparison
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Returns By Period
In the year-to-date period, FSG.L achieves a 2.34% return, which is significantly lower than MUT.L's 4.41% return.
FSG.L
- 1D
- -2.04%
- 1M
- 7.06%
- YTD
- 2.34%
- 6M
- 9.33%
- 1Y
- 13.13%
- 3Y*
- 6.38%
- 5Y*
- 3.60%
- 10Y*
- —
MUT.L
- 1D
- -0.11%
- 1M
- 1.24%
- YTD
- 4.41%
- 6M
- 5.91%
- 1Y
- 14.10%
- 3Y*
- 7.86%
- 5Y*
- 33.12%
- 10Y*
- 22.06%
FSG.L vs. MUT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSG.L Foresight Group Holdings Limited | 2.34% | 10.74% | -0.12% | 3.49% | 2.33% | -3.93% |
MUT.L Murray Income Trust | 4.41% | 16.94% | -1.15% | 7.33% | 216.52% | 15.75% |
Correlation
The correlation between FSG.L and MUT.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2021 | 0.18 |
Over the past year, FSG.L and MUT.L have become more correlated (0.39) than their long-term average of 0.18, meaning their price movements have been converging.
Fundamentals
FSG.L:
£503.23M
MUT.L:
£909.88M
FSG.L:
£0.60
MUT.L:
£1.48
FSG.L:
7.23
MUT.L:
6.31
FSG.L:
0.32
MUT.L:
0.42
FSG.L:
1.63
MUT.L:
5.73
FSG.L:
5.72
MUT.L:
0.96
FSG.L:
£309.00M
MUT.L:
£160.07M
FSG.L:
£284.24M
MUT.L:
£158.43M
FSG.L:
£99.10M
MUT.L:
£125.16M
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Return for Risk
FSG.L vs. MUT.L — Risk / Return Rank
FSG.L
MUT.L
FSG.L vs. MUT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Foresight Group Holdings Limited (FSG.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.
| FSG.L | MUT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.21 | -0.75 |
| Martin ratioReturn relative to average drawdown | 1.10 | 3.75 | -2.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSG.L | MUT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.11 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.33 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.30 | -0.23 |
Drawdowns
FSG.L vs. MUT.L - Drawdown Comparison
The maximum FSG.L drawdown since its inception was -40.89%, smaller than the maximum MUT.L drawdown of -73.11%. Use the drawdown chart below to compare losses from any high point for FSG.L and MUT.L.
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Drawdown Indicators
| FSG.L | MUT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.89% | -73.11% | +32.22% |
Max Drawdown (1Y)Largest decline over 1 year | -28.42% | -11.63% | -16.79% |
Max Drawdown (3Y)Largest decline over 3 years | -40.89% | -13.20% | -27.69% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | -18.15% | -22.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -12.12% | -4.59% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -10.37% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.85% | 3.75% | +8.10% |
Volatility
FSG.L vs. MUT.L - Volatility Comparison
Foresight Group Holdings Limited (FSG.L) has a higher volatility of 6.57% compared to Murray Income Trust (MUT.L) at 3.10%. This indicates that FSG.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
| FSG.L | MUT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 3.10% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 21.73% | 9.93% | +11.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.98% | 12.68% | +14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.65% | 101.30% | -63.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.48% | 72.89% | -35.41% |
Dividends
FSG.L vs. MUT.L - Dividend Comparison
FSG.L's dividend yield for the trailing twelve months is around 5.76%, more than MUT.L's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSG.L Foresight Group Holdings Limited | 5.76% | 5.63% | 5.40% | 4.66% | 3.17% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MUT.L Murray Income Trust | 4.28% | 4.38% | 4.71% | 4.48% | 76.11% | 3.29% | 4.63% | 3.82% | 4.57% | 4.23% | 4.45% | 4.76% |
Financials
FSG.L vs. MUT.L - Financials Comparison
This section allows you to compare key financial metrics between Foresight Group Holdings Limited 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.
Total Revenue: Total amount of money received from sales and other business activities
FSG.L vs. MUT.L - Profitability Comparison
FSG.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Foresight Group Holdings Limited reported a gross profit of 68.31M and revenue of 81.53M. Therefore, the gross margin over that period was 83.8%.
MUT.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murray Income Trust reported a gross profit of 76.10M and revenue of 77.75M. Therefore, the gross margin over that period was 97.9%.
FSG.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Foresight Group Holdings Limited reported an operating income of 22.48M and revenue of 81.53M, resulting in an operating margin of 27.6%.
MUT.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murray Income Trust reported an operating income of 75.14M and revenue of 77.75M, resulting in an operating margin of 96.6%.
FSG.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Foresight Group Holdings Limited reported a net income of 18.39M and revenue of 81.53M, resulting in a net margin of 22.6%.
MUT.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murray Income Trust reported a net income of 73.75M and revenue of 77.75M, resulting in a net margin of 94.9%.
Frequently Asked Questions
FSG.L and MUT.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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