MARS.L vs. SGRT

Last updated Jun 6, 2026

MARS.L (Marston’s plc) is a stock, while SGRT (SMART Earnings Growth 30 ETF) is Large Cap Growth Equities fund. At a 0.13 correlation, their price movements are largely independent.

Performance

MARS.L vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Marston’s plc (MARS.L) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, MARS.L achieves a -22.42% return, which is significantly lower than SGRT's 38.71% return.

MARS.L

• 1D: 0.11%
• 1M: -9.92%
• YTD: -22.42%
• 6M: -23.33%
• 1Y: 10.48%
• 3Y*: 14.37%
• 5Y*: -13.44%
• 10Y*: -9.16%

SGRT

• 1D: -7.19%
• 1M: -0.24%
• YTD: 38.71%
• 6M: 37.95%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MARS.L vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
MARS.L Marston’s plc	-22.42%	51.15%
SGRT SMART Earnings Growth 30 ETF	38.71%	25.10%

Correlation

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

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.13

Return for Risk

MARS.L vs. SGRT — Risk / Return Rank

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

MARS.L

MARS.L Risk / Return Rank: 49
MARS.L Sharpe Ratio Rank: 52
MARS.L Sortino Ratio Rank: 48
MARS.L Omega Ratio Rank: 47
MARS.L Calmar Ratio Rank: 49
MARS.L Martin Ratio Rank: 50

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.

MARS.L vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marston’s plc (MARS.L) and SMART Earnings Growth 30 ETF (SGRT). 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.

	MARS.L	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	0.27	—	—
Sortino ratio: Return per unit of downside risk	0.69	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.30	—	—
Martin ratio: Return relative to average drawdown	0.70	—	—
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

	MARS.L	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	3.05	-3.10

Drawdowns

MARS.L vs. SGRT - Drawdown Comparison

The maximum MARS.L drawdown since its inception was -83.33%, which is greater than SGRT's maximum drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for MARS.L and SGRT.

Drawdown Indicators

	MARS.L	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-83.33%	-17.09%	-66.24%
Max Drawdown (1Y) Largest decline over 1 year	-34.33%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-34.33%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-72.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-82.92%	—	—
Current Drawdown Current decline from peak	-65.58%	-8.79%	-56.79%
Average Drawdown Average peak-to-trough decline	-39.61%	-3.24%	-36.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.84%	—	—

Volatility

Volatility by Period

	MARS.L	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	39.06%	33.18%	+5.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.73%	33.18%	+5.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.41%	33.18%	+26.23%

Dividends

MARS.L vs. SGRT - Dividend Comparison

MARS.L has not paid dividends to shareholders, while SGRT's dividend yield for the trailing twelve months is around 0.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MARS.L Marston’s plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.90%	7.97%	6.67%	5.37%	4.20%
SGRT SMART Earnings Growth 30 ETF	0.12%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MARS.L and SGRT in my portfolio?

MARS.L and SGRT 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.