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MNG.L vs. ADM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MNG.LADM.L
YTD Return-4.71%-2.33%
1Y Return4.50%2.76%
3Y Return (Ann)9.12%1.09%
5Y Return (Ann)7.42%11.17%
Sharpe Ratio0.210.08
Sortino Ratio0.400.26
Omega Ratio1.051.03
Calmar Ratio0.270.09
Martin Ratio0.530.27
Ulcer Index6.99%6.18%
Daily Std Dev17.41%20.55%
Max Drawdown-62.75%-54.33%
Current Drawdown-11.25%-14.16%

Fundamentals


MNG.LADM.L
Market Cap£4.73B£7.49B
EPS£0.07£1.31
PE Ratio27.8918.87
Total Revenue (TTM)£9.02B£4.55B
Gross Profit (TTM)£13.57B£4.50B
EBITDA (TTM)-£337.00M£7.50M

Correlation

-0.50.00.51.00.4

The correlation between MNG.L and ADM.L is 0.41, 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.

Performance

MNG.L vs. ADM.L - Performance Comparison

In the year-to-date period, MNG.L achieves a -4.71% return, which is significantly lower than ADM.L's -2.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-3.40%
-3.64%
MNG.L
ADM.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MNG.L vs. ADM.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M&G plc (MNG.L) and Admiral Group plc (ADM.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.


MNG.L
Sharpe ratio
The chart of Sharpe ratio for MNG.L, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.000.32
Sortino ratio
The chart of Sortino ratio for MNG.L, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.006.000.55
Omega ratio
The chart of Omega ratio for MNG.L, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for MNG.L, currently valued at 0.43, compared to the broader market0.002.004.006.000.43
Martin ratio
The chart of Martin ratio for MNG.L, currently valued at 0.94, compared to the broader market0.0010.0020.0030.000.94
ADM.L
Sharpe ratio
The chart of Sharpe ratio for ADM.L, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.19
Sortino ratio
The chart of Sortino ratio for ADM.L, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.006.000.41
Omega ratio
The chart of Omega ratio for ADM.L, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for ADM.L, currently valued at 0.16, compared to the broader market0.002.004.006.000.16
Martin ratio
The chart of Martin ratio for ADM.L, currently valued at 0.66, compared to the broader market0.0010.0020.0030.000.66

MNG.L vs. ADM.L - Sharpe Ratio Comparison

The current MNG.L Sharpe Ratio is 0.21, which is higher than the ADM.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of MNG.L and ADM.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.32
0.19
MNG.L
ADM.L

Dividends

MNG.L vs. ADM.L - Dividend Comparison

MNG.L's dividend yield for the trailing twelve months is around 10.22%, more than ADM.L's 4.90% yield.


TTM20232022202120202019201820172016201520142013
MNG.L
M&G plc
10.22%8.95%9.80%9.19%11.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADM.L
Admiral Group plc
4.90%3.84%10.44%7.82%5.79%5.59%5.76%5.37%6.91%6.03%7.56%3.85%

Drawdowns

MNG.L vs. ADM.L - Drawdown Comparison

The maximum MNG.L drawdown since its inception was -62.75%, which is greater than ADM.L's maximum drawdown of -54.33%. Use the drawdown chart below to compare losses from any high point for MNG.L and ADM.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.37%
-21.06%
MNG.L
ADM.L

Volatility

MNG.L vs. ADM.L - Volatility Comparison

M&G plc (MNG.L) and Admiral Group plc (ADM.L) have volatilities of 6.19% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.19%
6.28%
MNG.L
ADM.L

Financials

MNG.L vs. ADM.L - Financials Comparison

This section allows you to compare key financial metrics between M&G plc and Admiral Group 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



Values in GBp except per share items