LGGNY vs. PHNX.L

Last updated Apr 3, 2026

Compare and contrast key facts about Legal & General Group Plc (LGGNY) and Phoenix Group Holdings PLC (PHNX.L).

Performance

LGGNY vs. PHNX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legal & General Group Plc (LGGNY) and Phoenix Group Holdings PLC (PHNX.L). The values are adjusted to include any dividend payments, if applicable.

LGGNY vs. PHNX.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LGGNY Legal & General Group Plc	-4.52%	32.85%	-3.49%	17.36%	-21.83%	18.83%	-1.17%	45.45%	-16.11%	35.63%
PHNX.L Phoenix Group Holdings PLC	4.26%	55.55%	-2.22%	-7.33%	-11.03%	-2.03%	2.46%	42.31%	-20.21%	23.02%

Different Trading Currencies

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

Returns By Period

LGGNY

• 1D: -0.76%
• 1M: -2.06%
• YTD: -4.52%
• 6M: 6.15%
• 1Y: 15.30%
• 3Y*: 13.49%
• 5Y*: 4.47%
• 10Y*: 8.26%

PHNX.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LGGNY vs. PHNX.L — Risk / Return Rank

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

LGGNY

LGGNY Risk / Return Rank: 58
LGGNY Sharpe Ratio Rank: 62
LGGNY Sortino Ratio Rank: 53
LGGNY Omega Ratio Rank: 54
LGGNY Calmar Ratio Rank: 59
LGGNY Martin Ratio Rank: 61

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.

LGGNY vs. PHNX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General Group Plc (LGGNY) and Phoenix Group Holdings PLC (PHNX.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.

	LGGNY	PHNX.L	Difference
Sharpe ratio Return per unit of total volatility	0.64	—	—
Sortino ratio Return per unit of downside risk	0.96	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	0.90	—	—
Martin ratio Return relative to average drawdown	2.45	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LGGNY	PHNX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	—	—

Correlation

The correlation between LGGNY and PHNX.L is 0.48, 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

LGGNY vs. PHNX.L - Dividend Comparison

LGGNY's dividend yield for the trailing twelve months is around 8.29%, more than PHNX.L's 0.07% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGGNY Legal & General Group Plc	8.29%	7.92%	9.06%	7.34%	7.62%	5.68%	5.86%	4.97%	6.77%	8.42%	12.35%	4.47%
PHNX.L Phoenix Group Holdings PLC	0.07%	0.07%	4.44%	0.10%	6.83%	6.19%	5.59%	2.65%	6.71%	5.26%	5.17%	2.47%

Drawdowns

Drawdown Indicators

	LGGNY	PHNX.L	Difference
Max Drawdown Largest peak-to-trough decline	-89.75%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.70%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-62.54%	—	—
Current Drawdown Current decline from peak	-9.87%	—	—
Average Drawdown Average peak-to-trough decline	-20.59%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	6.12%	—	—

Volatility

Volatility by Period

	LGGNY	PHNX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.98%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.95%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.76%	—	—

Financials