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ISIN
US55607P2048

Highlights

Market Cap
$67.71B
Enterprise Value
$120.73B
EPS (TTM)
A$22.02
PE Ratio
11.34
PEG Ratio
5.58
Total Revenue (TTM)
A$36.72B
Gross Profit (TTM)
A$36.26B
EBITDA (TTM)
A$6.41B
Year Range
$122.37 - $179.35
Target Price
$218.50
ROA (TTM)
1.57%
ROE (TTM)
23.43%

Share Price Chart


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Macquarie Group Ltd ADR

Performance

MQBKY Performance Chart

Macquarie Group Ltd ADR (MQBKY) is up 31.1% since the beginning of the year. At $175 per share, MQBKY is trading just below its 52-week high of $179. Investors who bought $1,000 worth of MQBKY shares 5 years ago would now be looking at an investment worth $1,789.


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S&P 500 Index

Returns By Period

Macquarie Group Ltd ADR (MQBKY) has returned 31.11% so far this year and 30.97% over the past 12 months. Looking at the last ten years, MQBKY has achieved an annualized return of 17.63%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Macquarie Group Ltd ADR

1D
-1.09%
1M
2.31%
YTD
31.11%
6M
31.33%
1Y
30.97%
3Y*
18.44%
5Y*
12.34%
10Y*
17.63%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MQBKY Monthly Returns History

Based on dividend-adjusted daily data since Jul 13, 2007, MQBKY's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2009 with a return of +76.9%, while the worst month was Oct 2008 at -65.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MQBKY closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +21.3%, while the worst single day was Oct 27, 2008 at -71.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.35%2.81%-7.05%21.34%1.59%1.78%31.11%
20258.63%-5.30%-12.50%0.43%13.88%9.11%-8.12%6.35%-0.85%-2.27%-8.26%5.00%2.44%
2024-0.86%2.34%3.77%-8.65%8.38%6.77%0.90%6.07%9.17%-4.42%0.73%-9.89%12.81%
202317.31%-4.07%-6.97%2.83%-6.43%7.16%-0.67%-3.30%-6.17%-4.92%11.83%11.15%14.98%
2022-12.92%1.32%13.49%-4.32%-4.99%-15.23%12.57%-6.07%-16.46%8.12%14.73%-7.28%-21.61%
2021-6.57%12.25%3.90%6.20%-2.88%-0.40%-1.23%4.77%6.30%14.47%-4.00%7.22%45.07%

Benchmark Metrics

Macquarie Group Ltd ADR has an annualized alpha of 6.92%, beta of 1.07, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since July 13, 2007.

  • This stock captured 171.00% of S&P 500 Index gains and 150.19% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.28 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.92%
Beta
1.07
0.28
Upside Capture
171.00%
Downside Capture
150.19%

Return for Risk

Risk / Return Rank

MQBKY ranks 72 for risk / return — better than 72% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MQBKY Risk / Return Rank: 7272
Overall Rank
MQBKY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MQBKY Sortino Ratio Rank: 7070
Sortino Ratio Rank
MQBKY Omega Ratio Rank: 7070
Omega Ratio Rank
MQBKY Calmar Ratio Rank: 7373
Calmar Ratio Rank
MQBKY Martin Ratio Rank: 7474
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Macquarie Group Ltd ADR (MQBKY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MQBKYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.78

2.78

-1.00

Martin ratioReturn relative to average drawdown

4.31

12.44

-8.13

Dividends

Dividend History

Macquarie Group Ltd ADR provided a 2.78% dividend yield over the last twelve months, with an annual payout of $4.86 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.86$4.22$4.26$4.68$4.30$4.65$2.16$4.23$3.92$3.60$6.44$2.67

Dividend yield

2.78%3.11%3.12%3.74%3.80%3.10%2.02%4.39%5.15%4.64%10.30%4.43%

Monthly Dividends

The table displays the monthly dividend distributions for Macquarie Group Ltd ADR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$3.05$0.00$3.05
2025$0.00$0.00$0.00$0.00$2.40$0.00$0.00$0.00$0.00$0.00$1.81$0.00$4.22
2024$0.00$0.00$0.00$0.00$2.55$0.00$0.00$0.00$0.00$0.00$1.71$0.00$4.26
2023$0.00$0.00$0.00$0.00$3.03$0.00$0.00$0.00$0.00$0.00$1.64$0.00$4.68
2022$0.00$0.00$0.00$0.00$2.37$0.00$0.00$0.00$0.00$0.00$1.93$0.00$4.30
2021$0.00$0.00$0.00$0.00$2.61$0.00$0.00$0.00$0.00$0.00$2.05$0.00$4.65

Dividend Yield & Payout


Dividend Yield

Macquarie Group Ltd ADR has a dividend yield of 2.78%, which is quite average when compared to the overall market.

Payout Ratio

Macquarie Group Ltd ADR has a payout ratio of 53.77%, which is quite average when compared to the overall market. This suggests that Macquarie Group Ltd ADR strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Macquarie Group Ltd ADR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Macquarie Group Ltd ADR was 87.00%, occurring on Mar 9, 2009. Recovery took 1537 trading sessions.

The current Macquarie Group Ltd ADR drawdown is 1.09%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-87.00%Mar 2009
1y 7mo6y 1mo
7y 9moJul 2007 - Apr 2015
COVID crash2020
-59.28%Mar 2020
1mo 2d7mo 21d
8mo 23dFeb 2020 - Nov 2020
2025 selloff2025
-38.34%Apr 2025
6mo 4d10mo 13d
1y 4moOct 2024 - Feb 2026
Bear market2022
-36.52%Oct 2022
6mo 12d1y 10mo
2y 4moApr 2022 - Aug 2024
2016 bear market2016
-33.66%Feb 2016
9mo 19d5mo 28d
1y 3moApr 2015 - Aug 2016

Drawdown Indicators


MQBKYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-87.00%

-56.78%

-30.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.43%

-9.10%

-8.33%

Max Drawdown (3Y)

Largest decline over 3 years

-38.34%

-18.90%

-19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-25.43%

-12.91%

Max Drawdown (10Y)

Largest decline over 10 years

-59.28%

-33.92%

-25.36%

Current Drawdown

Current decline from peak

-1.09%

-1.80%

+0.71%

Average Drawdown

Average peak-to-trough decline

-23.84%

-10.71%

-13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

2.03%

+5.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Macquarie Group Ltd ADR over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Macquarie Group Ltd ADR is priced in the market compared to other companies in the Capital Markets industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for MQBKY, comparing it with other companies in the Capital Markets industry. Currently, MQBKY has a P/E ratio of 11.3. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for MQBKY compared to other companies in the Capital Markets industry. MQBKY currently has a PEG ratio of 5.6. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for MQBKY relative to other companies in the Capital Markets industry. Currently, MQBKY has a P/S ratio of 2.6. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for MQBKY in comparison with other companies in the Capital Markets industry. Currently, MQBKY has a P/B value of 2.7. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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