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MNG.L vs. BA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MNG.L vs. BA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in M&G plc (MNG.L) and BAE Systems plc (BA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with MNG.L having a 14.56% return and BA.L slightly higher at 15.01%.


MNG.L

1D
0.38%
1M
3.50%
YTD
14.56%
6M
20.35%
1Y
38.16%
3Y*
26.25%
5Y*
15.06%
10Y*

BA.L

1D
1.01%
1M
0.84%
YTD
15.01%
6M
16.57%
1Y
2.85%
3Y*
30.30%
5Y*
32.98%
10Y*
19.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNG.L vs. BA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MNG.L
M&G plc
14.56%58.44%-2.67%31.17%2.51%9.91%-11.33%7.82%
BA.L
BAE Systems plc
15.01%52.12%5.88%33.31%60.92%17.57%-9.28%4.63%

Correlation

The correlation between MNG.L and BA.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.20

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2019

0.24

Fundamentals

Market Cap

MNG.L:

£8.01B

BA.L:

£59.15B

EPS

MNG.L:

-£0.02

BA.L:

£1.33

PS Ratio

MNG.L:

0.29

BA.L:

1.08

PB Ratio

MNG.L:

2.56

BA.L:

5.02

Total Revenue (TTM)

MNG.L:

£27.20B

BA.L:

£54.65B

Gross Profit (TTM)

MNG.L:

£28.73B

BA.L:

£4.75B

EBITDA (TTM)

MNG.L:

£2.40B

BA.L:

£7.55B

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Return for Risk

MNG.L vs. BA.L — Risk / Return Rank

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

MNG.L
MNG.L Risk / Return Rank: 8888
Overall Rank
MNG.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MNG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
MNG.L Omega Ratio Rank: 8787
Omega Ratio Rank
MNG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
MNG.L Martin Ratio Rank: 9090
Martin Ratio Rank

BA.L
BA.L Risk / Return Rank: 4343
Overall Rank
BA.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BA.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
BA.L Omega Ratio Rank: 3838
Omega Ratio Rank
BA.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
BA.L Martin Ratio Rank: 4545
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.

MNG.L vs. BA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for M&G plc (MNG.L) and BAE Systems plc (BA.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.LBA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.37

1.04

+0.33

Calmar ratioReturn relative to maximum drawdown

3.24

0.13

+3.11

Martin ratioReturn relative to average drawdown

11.56

0.30

+11.26

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

The current MNG.L Sharpe Ratio is 2.08, which is higher than the BA.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of MNG.L and BA.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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Sharpe Ratios by Period


MNG.LBA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.10

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

1.28

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.52

-0.11

Drawdowns

MNG.L vs. BA.L - Drawdown Comparison

The maximum MNG.L drawdown since its inception was -62.75%, which is greater than BA.L's maximum drawdown of -43.67%. Use the drawdown chart below to compare losses from any high point for MNG.L and BA.L.


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Drawdown Indicators


MNG.LBA.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.75%

-43.67%

-19.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-21.30%

+9.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-21.30%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-27.30%

-21.30%

-6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-37.80%

Current Drawdown

Current decline from peak

-0.92%

-15.43%

+14.51%

Average Drawdown

Average peak-to-trough decline

-10.47%

-12.73%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

9.64%

-6.35%

Volatility

MNG.L vs. BA.L - Volatility Comparison

The current volatility for M&G plc (MNG.L) is 4.96%, while BAE Systems plc (BA.L) has a volatility of 8.80%. This indicates that MNG.L experiences smaller price fluctuations and is considered to be less risky than BA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNG.LBA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

8.80%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

23.59%

-8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

29.97%

-11.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.10%

25.82%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.63%

25.07%

+11.56%

Dividends

MNG.L vs. BA.L - Dividend Comparison

MNG.L's dividend yield for the trailing twelve months is around 6.55%, more than BA.L's 1.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BA.L
BAE Systems plc
1.86%1.99%2.69%2.53%2.99%4.40%4.75%4.00%4.79%3.75%3.57%4.14%
MNG.L
M&G plc
6.55%7.05%10.01%8.95%9.80%9.19%4.98%0.00%0.00%0.00%0.00%0.00%

Financials

MNG.L vs. BA.L - Financials Comparison

This section allows you to compare key financial metrics between M&G plc and BAE Systems 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


-5.00B0.005.00B10.00B15.00B20212022202320242025
13.84B
14.77B
(MNG.L) Total Revenue
(BA.L) Total Revenue
Values in GBp except per share items

MNG.L vs. BA.L - Profitability Comparison

The chart below illustrates the profitability comparison between M&G plc and BAE Systems plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
9.2%
Portfolio components
MNG.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, M&G plc reported a gross profit of 13.84B and revenue of 13.84B. Therefore, the gross margin over that period was 100.0%.

BA.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported a gross profit of 1.35B and revenue of 14.77B. Therefore, the gross margin over that period was 9.2%.

MNG.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, M&G plc reported an operating income of 751.00M and revenue of 13.84B, resulting in an operating margin of 5.4%.

BA.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported an operating income of 1.35B and revenue of 14.77B, resulting in an operating margin of 9.2%.

MNG.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, M&G plc reported a net income of 59.00M and revenue of 13.84B, resulting in a net margin of 0.4%.

BA.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported a net income of 1.09B and revenue of 14.77B, resulting in a net margin of 7.4%.


Frequently Asked Questions


MNG.L and BA.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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