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1MUV2.MI vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

1MUV2.MI vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (1MUV2.MI) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

1MUV2.MI is traded in EUR, while GOOG is traded in USD. To make them comparable, the GOOG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1MUV2.MI achieves a -17.68% return, which is significantly lower than GOOG's 14.79% return. Over the past 10 years, 1MUV2.MI has underperformed GOOG with an annualized return of 15.27%, while GOOG has yielded a comparatively higher 25.63% annualized return.


1MUV2.MI

1D
0.50%
1M
-13.51%
YTD
-17.68%
6M
-13.75%
1Y
-19.91%
3Y*
13.45%
5Y*
17.82%
10Y*
15.27%

GOOG

1D
0.00%
1M
-6.77%
YTD
14.79%
6M
12.23%
1Y
107.29%
3Y*
37.74%
5Y*
25.11%
10Y*
25.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1MUV2.MI vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1MUV2.MI
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München
-17.68%19.26%34.11%27.58%23.02%10.69%-3.74%48.65%7.84%6.13%
GOOG
Alphabet Inc
19.10%45.79%44.57%54.07%-34.87%77.53%20.23%32.02%3.61%18.91%

Correlation

The correlation between 1MUV2.MI and GOOG is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.06

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2014

0.08

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Return for Risk

1MUV2.MI vs. GOOG — Risk / Return Rank

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

1MUV2.MI
1MUV2.MI Risk / Return Rank: 77
Overall Rank
1MUV2.MI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
1MUV2.MI Sortino Ratio Rank: 99
Sortino Ratio Rank
1MUV2.MI Omega Ratio Rank: 99
Omega Ratio Rank
1MUV2.MI Calmar Ratio Rank: 1010
Calmar Ratio Rank
1MUV2.MI Martin Ratio Rank: 22
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9797
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
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.

1MUV2.MI vs. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (1MUV2.MI) and Alphabet Inc (GOOG). 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.


1MUV2.MIGOOGDifference
Sharpe ratioReturn per unit of total volatility

-4.74

Sortino ratioReturn per unit of downside risk

-6.21

Omega ratioGain probability vs. loss probability

0.85

1.62

-0.77

Calmar ratioReturn relative to maximum drawdown

-0.82

5.79

-6.61

Martin ratioReturn relative to average drawdown

-1.77

19.61

-21.38

1MUV2.MI vs. GOOG - Sharpe Ratio Comparison

The current 1MUV2.MI Sharpe Ratio is -0.94, which is lower than the GOOG Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of 1MUV2.MI and GOOG, 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


1MUV2.MIGOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

3.80

-4.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.82

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.88

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.85

-0.39

Drawdowns

1MUV2.MI vs. GOOG - Drawdown Comparison

The maximum 1MUV2.MI drawdown since its inception was -47.54%, which is greater than GOOG's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for 1MUV2.MI and GOOG.


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Drawdown Indicators


1MUV2.MIGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-47.54%

-38.73%

-8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

-18.63%

-5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.43%

-34.88%

+10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

-38.73%

+13.44%

Max Drawdown (10Y)

Largest decline over 10 years

-47.54%

-38.73%

-8.81%

Current Drawdown

Current decline from peak

-24.05%

-10.04%

-14.01%

Average Drawdown

Average peak-to-trough decline

-8.80%

-8.52%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.28%

5.49%

+5.79%

Volatility

1MUV2.MI vs. GOOG - Volatility Comparison

Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (1MUV2.MI) has a higher volatility of 8.56% compared to Alphabet Inc (GOOG) at 7.67%. This indicates that 1MUV2.MI's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1MUV2.MIGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

7.67%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

19.41%

-3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

28.37%

-7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

30.83%

-7.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.37%

29.23%

-4.86%

Dividends

1MUV2.MI vs. GOOG - Dividend Comparison

1MUV2.MI's dividend yield for the trailing twelve months is around 5.45%, more than GOOG's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
1MUV2.MI
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München
5.45%3.57%3.08%3.09%3.60%3.77%4.01%3.48%4.61%4.76%4.62%4.24%
GOOG
Alphabet Inc
0.23%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

1MUV2.MI vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München and Alphabet Inc. 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


Please note, different currencies. 1MUV2.MI values in EUR, GOOG values in USD

Frequently Asked Questions


1MUV2.MI and GOOG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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