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MUT.L vs. BUT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MUT.L vs. BUT.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
MUT.L
Murray Income Trust
-0.97%16.94%-1.15%7.33%216.52%14.08%-2.43%28.34%-4.55%14.92%
BUT.L
Brunner Investment Trust
-1.41%-1.01%24.71%20.20%-6.09%31.65%-3.13%34.38%-8.17%30.61%

Fundamentals

EPS

MUT.L:

£1.48

BUT.L:

£2.78

PE Ratio

MUT.L:

6.04

BUT.L:

5.06

PEG Ratio

MUT.L:

0.40

BUT.L:

0.02

PS Ratio

MUT.L:

5.49

BUT.L:

4.58

Total Revenue (TTM)

MUT.L:

£160.07M

BUT.L:

£132.64M

Gross Profit (TTM)

MUT.L:

£158.43M

BUT.L:

£130.03M

EBITDA (TTM)

MUT.L:

£125.16M

BUT.L:

£46.89M

Returns By Period

In the year-to-date period, MUT.L achieves a -0.97% return, which is significantly higher than BUT.L's -1.41% return. Over the past 10 years, MUT.L has outperformed BUT.L with an annualized return of 21.64%, while BUT.L has yielded a comparatively lower 13.11% annualized return.


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%

BUT.L

1D
2.18%
1M
-6.02%
YTD
-1.41%
6M
-1.79%
1Y
10.06%
3Y*
11.69%
5Y*
11.44%
10Y*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MUT.L vs. BUT.L — Risk / Return Rank

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

MUT.L
MUT.L Risk / Return Rank: 6767
Overall Rank
MUT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUT.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
MUT.L Omega Ratio Rank: 6464
Omega Ratio Rank
MUT.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
MUT.L Martin Ratio Rank: 7272
Martin Ratio Rank

BUT.L
BUT.L Risk / Return Rank: 6060
Overall Rank
BUT.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BUT.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
BUT.L Omega Ratio Rank: 5353
Omega Ratio Rank
BUT.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
BUT.L 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.

MUT.L vs. BUT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murray Income Trust (MUT.L) and Brunner Investment Trust (BUT.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.


MUT.LBUT.LDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.59

+0.35

Sortino ratio

Return per unit of downside risk

1.30

0.92

+0.38

Omega ratio

Gain probability vs. loss probability

1.19

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.12

1.12

0.00

Martin ratio

Return relative to average drawdown

4.05

3.50

+0.56

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

The current MUT.L Sharpe Ratio is 0.93, which is higher than the BUT.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of MUT.L and BUT.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.


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Sharpe Ratios by Period


MUT.LBUT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.59

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.61

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.66

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.45

-0.15

Correlation

The correlation between MUT.L and BUT.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MUT.L vs. BUT.L - Dividend Comparison

MUT.L's dividend yield for the trailing twelve months is around 4.47%, more than BUT.L's 1.78% yield.


TTM20252024202320222021202020192018201720162015
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%
BUT.L
Brunner Investment Trust
1.78%1.73%1.62%1.89%2.11%1.82%2.32%2.19%2.61%2.12%2.57%2.87%

Drawdowns

MUT.L vs. BUT.L - Drawdown Comparison

The maximum MUT.L drawdown since its inception was -73.11%, which is greater than BUT.L's maximum drawdown of -64.93%. Use the drawdown chart below to compare losses from any high point for MUT.L and BUT.L.


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Drawdown Indicators


MUT.LBUT.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.11%

-64.93%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-11.76%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-24.93%

+6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-37.37%

+1.40%

Current Drawdown

Current decline from peak

-9.50%

-6.52%

-2.98%

Average Drawdown

Average peak-to-trough decline

-10.39%

-14.67%

+4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.02%

+0.19%

Volatility

MUT.L vs. BUT.L - Volatility Comparison

The current volatility for Murray Income Trust (MUT.L) is 4.57%, while Brunner Investment Trust (BUT.L) has a volatility of 6.14%. This indicates that MUT.L experiences smaller price fluctuations and is considered to be less risky than BUT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUT.LBUT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

6.14%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

10.42%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

17.15%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.30%

18.88%

+82.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.85%

19.82%

+53.03%

Financials

MUT.L vs. BUT.L - Financials Comparison

This section allows you to compare key financial metrics between Murray Income Trust and Brunner Investment Trust. 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


-100.00M-50.00M0.0050.00M100.00M20212022202320242025
77.75M
-7.63M
(MUT.L) Total Revenue
(BUT.L) Total Revenue
Values in GBp except per share items