MNG.L vs. MUT.L

Last updated Apr 2, 2026

Compare and contrast key facts about M&G plc (MNG.L) and Murray Income Trust (MUT.L).

Performance

MNG.L vs. MUT.L - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MNG.L M&G plc	4.27%	58.44%	-2.67%	31.17%	2.51%	9.91%	-5.99%	8.81%
MUT.L Murray Income Trust	-0.97%	16.94%	-1.15%	7.33%	216.52%	14.08%	-2.43%	6.95%

Fundamentals

Market Cap MNG.L : £7.29B MUT.L : £871.89M
EPS MNG.L : -£0.02 MUT.L : £1.48
PS Ratio MNG.L : 0.26 MUT.L : 5.49
PB Ratio MNG.L : 2.33 MUT.L : 0.92
Total Revenue (TTM) MNG.L : £27.20B MUT.L : £160.07M
Gross Profit (TTM) MNG.L : £28.73B MUT.L : £158.43M
EBITDA (TTM) MNG.L : £2.40B MUT.L : £125.16M

Returns By Period

In the year-to-date period, MNG.L achieves a 4.27% return, which is significantly higher than MUT.L's -0.97% return.

MNG.L

• 1D: 4.78%
• 1M: -5.01%
• YTD: 4.27%
• 6M: 18.37%
• 1Y: 54.00%
• 3Y*: 23.11%
• 5Y*: 16.20%
• 10Y*: —

MUT.L

• 1D: 1.36%
• 1M: -7.45%
• YTD: -0.97%
• 6M: 1.27%
• 1Y: 13.01%
• 3Y*: 6.40%
• 5Y*: 33.98%
• 10Y*: 21.64%

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

Return for Risk

MNG.L vs. MUT.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: 93
MNG.L Sharpe Ratio Rank: 94
MNG.L Sortino Ratio Rank: 92
MNG.L Omega Ratio Rank: 94
MNG.L Calmar Ratio Rank: 92
MNG.L Martin Ratio Rank: 95

MUT.L

MUT.L Risk / Return Rank: 67
MUT.L Sharpe Ratio Rank: 72
MUT.L Sortino Ratio Rank: 63
MUT.L Omega Ratio Rank: 64
MUT.L Calmar Ratio Rank: 64
MUT.L Martin Ratio Rank: 72

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. MUT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for M&G plc (MNG.L) and Murray Income Trust (MUT.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	MUT.L	Difference
Sharpe ratio Return per unit of total volatility	2.50	0.93	+1.57
Sortino ratio Return per unit of downside risk	3.17	1.30	+1.87
Omega ratio Gain probability vs. loss probability	1.48	1.19	+0.29
Calmar ratio Return relative to maximum drawdown	4.54	1.12	+3.42
Martin ratio Return relative to average drawdown	16.10	4.05	+12.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current MNG.L Sharpe Ratio is 2.50, which is higher than the MUT.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MNG.L and MUT.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.

Sharpe Ratios by Period

	MNG.L	MUT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	0.93	+1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.34	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.30	+0.10

Correlation

The correlation between MNG.L and MUT.L is 0.50, 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.

Dividends

MNG.L vs. MUT.L - Dividend Comparison

MNG.L's dividend yield for the trailing twelve months is around 7.19%, more than MUT.L's 4.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MNG.L M&G plc	7.19%	7.05%	10.01%	8.95%	9.80%	9.19%	9.05%	0.00%	0.00%	0.00%	0.00%	0.00%
MUT.L Murray Income Trust	4.47%	4.38%	4.71%	4.48%	76.11%	3.29%	4.63%	3.82%	4.57%	4.23%	4.45%	4.76%

Drawdowns

MNG.L vs. MUT.L - Drawdown Comparison

The maximum MNG.L drawdown since its inception was -62.75%, smaller than the maximum MUT.L drawdown of -73.11%. Use the drawdown chart below to compare losses from any high point for MNG.L and MUT.L.

Drawdown Indicators

	MNG.L	MUT.L	Difference
Max Drawdown Largest peak-to-trough decline	-62.75%	-73.11%	+10.36%
Max Drawdown (1Y) Largest decline over 1 year	-13.49%	-11.63%	-1.86%
Max Drawdown (5Y) Largest decline over 5 years	-27.97%	-18.15%	-9.82%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-7.37%	-9.50%	+2.13%
Average Drawdown Average peak-to-trough decline	-10.04%	-10.39%	+0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	3.21%	+0.11%

Volatility

MNG.L vs. MUT.L - Volatility Comparison

M&G plc (MNG.L) has a higher volatility of 9.47% compared to Murray Income Trust (MUT.L) at 4.57%. This indicates that MNG.L's price experiences larger fluctuations and is considered to be riskier than MUT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MNG.L	MUT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.47%	4.57%	+4.90%
Volatility (6M) Calculated over the trailing 6-month period	13.62%	9.47%	+4.15%
Volatility (1Y) Calculated over the trailing 1-year period	21.47%	13.89%	+7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.22%	101.30%	-77.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.80%	72.85%	-36.05%

Financials

MNG.L vs. MUT.L - Profitability Comparison

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

MNG.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

MUT.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Murray Income Trust reported a gross profit of 76.10M and revenue of 77.75M. Therefore, the gross margin over that period was 97.9%.

MNG.L - Operating Margin

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

MUT.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Murray Income Trust reported an operating income of 75.14M and revenue of 77.75M, resulting in an operating margin of 96.6%.

MNG.L - Net Margin

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

MUT.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Murray Income Trust reported a net income of 73.75M and revenue of 77.75M, resulting in a net margin of 94.9%.