MNG.L vs. ADM.L
Compare and contrast key facts about M&G plc (MNG.L) and Admiral Group plc (ADM.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MNG.L or ADM.L.
Key characteristics
MNG.L | ADM.L | |
---|---|---|
YTD Return | -4.71% | -2.33% |
1Y Return | 4.50% | 2.76% |
3Y Return (Ann) | 9.12% | 1.09% |
5Y Return (Ann) | 7.42% | 11.17% |
Sharpe Ratio | 0.21 | 0.08 |
Sortino Ratio | 0.40 | 0.26 |
Omega Ratio | 1.05 | 1.03 |
Calmar Ratio | 0.27 | 0.09 |
Martin Ratio | 0.53 | 0.27 |
Ulcer Index | 6.99% | 6.18% |
Daily Std Dev | 17.41% | 20.55% |
Max Drawdown | -62.75% | -54.33% |
Current Drawdown | -11.25% | -14.16% |
Fundamentals
MNG.L | ADM.L | |
---|---|---|
Market Cap | £4.73B | £7.49B |
EPS | £0.07 | £1.31 |
PE Ratio | 27.89 | 18.87 |
Total Revenue (TTM) | £9.02B | £4.55B |
Gross Profit (TTM) | £13.57B | £4.50B |
EBITDA (TTM) | -£337.00M | £7.50M |
Correlation
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.
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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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities