PHNX.L vs. LGGNY

Last updated Apr 2, 2026

Compare and contrast key facts about Phoenix Group Holdings PLC (PHNX.L) and Legal & General Group Plc (LGGNY).

Performance

PHNX.L vs. LGGNY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Phoenix Group Holdings PLC (PHNX.L) and Legal & General Group Plc (LGGNY). The values are adjusted to include any dividend payments, if applicable.

PHNX.L vs. LGGNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PHNX.L Phoenix Group Holdings PLC	4.07%	44.64%	-0.56%	-11.98%	-0.38%	-1.13%	-0.59%	36.82%	-15.42%	12.33%
LGGNY Legal & General Group Plc	-2.20%	23.38%	-1.80%	11.49%	-12.54%	19.95%	-4.07%	39.92%	-11.14%	23.90%

Different Trading Currencies

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

Returns By Period

PHNX.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LGGNY

• 1D: 2.79%
• 1M: -4.32%
• YTD: -2.20%
• 6M: 8.31%
• 1Y: 12.99%
• 3Y*: 10.84%
• 5Y*: 5.53%
• 10Y*: 9.30%

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

Return for Risk

PHNX.L vs. LGGNY — Risk / Return Rank

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

LGGNY

LGGNY Risk / Return Rank: 59
LGGNY Sharpe Ratio Rank: 63
LGGNY Sortino Ratio Rank: 53
LGGNY Omega Ratio Rank: 55
LGGNY Calmar Ratio Rank: 59
LGGNY Martin Ratio Rank: 62

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.

PHNX.L vs. LGGNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Phoenix Group Holdings PLC (PHNX.L) and Legal & General Group Plc (LGGNY). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PHNX.L	LGGNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.60	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.22	—

Correlation

The correlation between PHNX.L and LGGNY is 0.40, 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

PHNX.L vs. LGGNY - Dividend Comparison

PHNX.L's dividend yield for the trailing twelve months is around 0.07%, less than LGGNY's 8.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PHNX.L Phoenix Group Holdings PLC	0.07%	0.07%	4.44%	0.10%	6.83%	6.19%	5.59%	2.65%	6.71%	5.26%	5.17%	2.47%
LGGNY Legal & General Group Plc	8.23%	7.92%	9.06%	7.34%	7.62%	5.68%	5.86%	4.97%	6.77%	8.42%	12.35%	4.47%

Drawdowns

Drawdown Indicators

	PHNX.L	LGGNY	Difference
Max Drawdown Largest peak-to-trough decline	—	-89.75%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-16.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-62.54%	—
Current Drawdown Current decline from peak	—	-9.18%	—
Average Drawdown Average peak-to-trough decline	—	-20.59%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.10%	—

Volatility

Volatility by Period

	PHNX.L	LGGNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.95%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.91%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	23.85%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	31.37%	—

Financials