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

Performance

MNG.L vs. GSK - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MNG.L achieves a 14.56% return, which is significantly higher than GSK's 5.93% return.


MNG.L

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

GSK

1D
-1.74%
1M
3.44%
YTD
5.93%
6M
5.97%
1Y
29.10%
3Y*
15.56%
5Y*
5.86%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNG.L vs. GSK - 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%
GSK
GlaxoSmithKline plc
5.93%40.46%-3.48%4.23%-25.50%27.94%-20.13%9.45%

Correlation

The correlation between MNG.L and GSK is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.12

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

0.08

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

0.10

Fundamentals

Market Cap

MNG.L:

£8.01B

GSK:

$103.15B

EPS

MNG.L:

-£0.02

GSK:

$2.85

PS Ratio

MNG.L:

0.29

GSK:

3.16

PB Ratio

MNG.L:

2.56

GSK:

4.38

Total Revenue (TTM)

MNG.L:

£27.20B

GSK:

$32.78B

Gross Profit (TTM)

MNG.L:

£28.73B

GSK:

$23.87B

EBITDA (TTM)

MNG.L:

£2.40B

GSK:

$11.30B

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Return for Risk

MNG.L vs. GSK — 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

GSK
GSK Risk / Return Rank: 6969
Overall Rank
GSK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 6868
Sortino Ratio Rank
GSK Omega Ratio Rank: 6565
Omega Ratio Rank
GSK Calmar Ratio Rank: 7070
Calmar Ratio Rank
GSK Martin Ratio Rank: 6969
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. GSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for M&G plc (MNG.L) and GlaxoSmithKline plc (GSK). 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.LGSKDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratioReturn relative to maximum drawdown

3.24

1.57

+1.67

Martin ratioReturn relative to average drawdown

11.56

3.78

+7.77

MNG.L vs. GSK - Sharpe Ratio Comparison

The current MNG.L Sharpe Ratio is 2.08, which is higher than the GSK Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of MNG.L and GSK, 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.LGSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.10

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.24

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.27

+0.13

Drawdowns

MNG.L vs. GSK - Drawdown Comparison

The maximum MNG.L drawdown since its inception was -62.75%, which is greater than GSK's maximum drawdown of -41.45%. Use the drawdown chart below to compare losses from any high point for MNG.L and GSK.


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Drawdown Indicators


MNG.LGSKDifference

Max Drawdown

Largest peak-to-trough decline

-62.75%

-41.45%

-21.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-18.61%

+6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-25.71%

+7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.30%

-41.45%

+14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.45%

Current Drawdown

Current decline from peak

-0.92%

-14.96%

+14.04%

Average Drawdown

Average peak-to-trough decline

-10.47%

-12.21%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

7.71%

-4.42%

Volatility

MNG.L vs. GSK - Volatility Comparison

The current volatility for M&G plc (MNG.L) is 4.96%, while GlaxoSmithKline plc (GSK) has a volatility of 6.74%. This indicates that MNG.L experiences smaller price fluctuations and is considered to be less risky than GSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNG.LGSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.74%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

18.57%

-3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

26.61%

-8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.10%

24.57%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.63%

22.80%

+13.83%

Dividends

MNG.L vs. GSK - Dividend Comparison

MNG.L's dividend yield for the trailing twelve months is around 6.55%, more than GSK's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
GSK
GlaxoSmithKline plc
3.41%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%
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. GSK - Financials Comparison

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


-5.00B0.005.00B10.00B202120222023202420252026
13.84B
7.63B
(MNG.L) Total Revenue
(GSK) Total Revenue
Please note, different currencies. MNG.L values in GBp, GSK values in USD

MNG.L vs. GSK - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%202120222023202420252026
100.0%
75.4%
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%.

GSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a gross profit of 5.75B and revenue of 7.63B. Therefore, the gross margin over that period was 75.4%.

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%.

GSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported an operating income of 2.29B and revenue of 7.63B, resulting in an operating margin of 30.1%.

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%.

GSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a net income of 1.74B and revenue of 7.63B, resulting in a net margin of 22.8%.


Frequently Asked Questions


MNG.L and GSK have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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