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LEGR vs. MKA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEGR vs. MKA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Mkango Resources Ltd (MKA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LEGR is traded in USD, while MKA.L is traded in GBp. To make them comparable, the MKA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LEGR achieves a 11.18% return, which is significantly higher than MKA.L's -8.16% return.


LEGR

1D
0.92%
1M
2.28%
YTD
11.18%
6M
13.29%
1Y
27.31%
3Y*
22.32%
5Y*
11.61%
10Y*

MKA.L

1D
1.98%
1M
-5.57%
YTD
-8.16%
6M
-17.32%
1Y
155.84%
3Y*
60.60%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEGR vs. MKA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
11.18%30.83%16.25%22.79%-19.01%17.91%18.73%27.99%-14.65%
MKA.L
Mkango Resources Ltd
-8.16%529.04%-32.02%-1.17%-64.71%75.54%109.72%4.01%-25.99%

Correlation

The correlation between LEGR and MKA.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

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

0.12

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2018

0.14

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Return for Risk

LEGR vs. MKA.L — Risk / Return Rank

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

LEGR
LEGR Risk / Return Rank: 6363
Overall Rank
LEGR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 6565
Sortino Ratio Rank
LEGR Omega Ratio Rank: 6464
Omega Ratio Rank
LEGR Calmar Ratio Rank: 6060
Calmar Ratio Rank
LEGR Martin Ratio Rank: 6161
Martin Ratio Rank

MKA.L
MKA.L Risk / Return Rank: 8484
Overall Rank
MKA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MKA.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
MKA.L Omega Ratio Rank: 8181
Omega Ratio Rank
MKA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
MKA.L Martin Ratio Rank: 8181
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.

LEGR vs. MKA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Mkango Resources Ltd (MKA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LEGRMKA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.34

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

2.64

3.00

-0.37

Martin ratioReturn relative to average drawdown

9.72

6.16

+3.56

LEGR vs. MKA.L - Sharpe Ratio Comparison

The current LEGR Sharpe Ratio is 1.91, which is comparable to the MKA.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of LEGR and MKA.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.


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Drawdowns

LEGR vs. MKA.L - Drawdown Comparison

The maximum LEGR drawdown since its inception was -36.12%, smaller than the maximum MKA.L drawdown of -89.22%. Use the drawdown chart below to compare losses from any high point for LEGR and MKA.L.


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Drawdown Indicators


LEGRMKA.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-89.22%

+53.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-51.55%

+41.15%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-66.46%

+52.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-89.22%

+57.77%

Max Drawdown (10Y)

Largest decline over 10 years

-89.22%

Current Drawdown

Current decline from peak

-2.56%

-37.46%

+34.90%

Average Drawdown

Average peak-to-trough decline

-6.60%

-45.43%

+38.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

25.19%

-22.37%

Volatility

LEGR vs. MKA.L - Volatility Comparison

The current volatility for First Trust Indxx Innovative Transaction & Process ETF (LEGR) is 5.87%, while Mkango Resources Ltd (MKA.L) has a volatility of 22.41%. This indicates that LEGR experiences smaller price fluctuations and is considered to be less risky than MKA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEGRMKA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

22.41%

-16.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

48.66%

-36.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

94.99%

-80.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

77.90%

-60.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

96.82%

-76.49%

Dividends

LEGR vs. MKA.L - Dividend Comparison

LEGR's dividend yield for the trailing twelve months is around 1.68%, while MKA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.68%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%
MKA.L
Mkango Resources Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LEGR and MKA.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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