ASOZY vs. MOUR.BR
ASOZY (Asseco Poland SA ADR) and MOUR.BR (Moury Construct SA) are both stocks. ASOZY operates in Software - Application (Technology), while MOUR.BR operates in Engineering & Construction (Industrials). Over the past 10 years, ASOZY returned 16.91%/yr vs 21.74%/yr for MOUR.BR. At a 0.03 correlation, their price movements are largely independent.
Performance
ASOZY vs. MOUR.BR - Performance Comparison
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Different Trading Currencies
ASOZY is traded in USD, while MOUR.BR is traded in EUR. To make them comparable, the MOUR.BR values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ASOZY achieves a -16.11% return, which is significantly lower than MOUR.BR's 36.65% return. Over the past 10 years, ASOZY has underperformed MOUR.BR with an annualized return of 16.91%, while MOUR.BR has yielded a comparatively higher 21.74% annualized return.
ASOZY
- 1D
- 0.00%
- 1M
- -0.16%
- YTD
- -16.11%
- 6M
- -17.79%
- 1Y
- 17.45%
- 3Y*
- 52.91%
- 5Y*
- 25.82%
- 10Y*
- 16.91%
MOUR.BR
- 1D
- -0.51%
- 1M
- 2.96%
- YTD
- 36.65%
- 6M
- 30.57%
- 1Y
- 50.81%
- 3Y*
- 33.80%
- 5Y*
- 24.79%
- 10Y*
- 21.74%
ASOZY vs. MOUR.BR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASOZY Asseco Poland SA ADR | -16.11% | 178.93% | 46.94% | 24.12% | -37.69% | 27.71% | 34.34% | 25.86% | -2.99% | 5.18% |
MOUR.BR Moury Construct SA | 36.65% | 28.62% | 14.33% | 38.80% | -8.69% | 68.71% | 33.67% | 20.02% | -5.67% | 18.85% |
Correlation
The correlation between ASOZY and MOUR.BR is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2010 | 0.03 |
The correlation between ASOZY and MOUR.BR shifts across timeframes, from 0.02 (5 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ASOZY vs. MOUR.BR — Risk / Return Rank
ASOZY
MOUR.BR
ASOZY vs. MOUR.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Asseco Poland SA ADR (ASOZY) and Moury Construct SA (MOUR.BR). 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.
| ASOZY | MOUR.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 3.94 | -3.47 |
| Martin ratioReturn relative to average drawdown | 0.99 | 7.81 | -6.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASOZY | MOUR.BR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.88 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.74 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.84 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.57 | -0.32 |
Drawdowns
ASOZY vs. MOUR.BR - Drawdown Comparison
The maximum ASOZY drawdown since its inception was -41.35%, smaller than the maximum MOUR.BR drawdown of -47.13%. Use the drawdown chart below to compare losses from any high point for ASOZY and MOUR.BR.
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Drawdown Indicators
| ASOZY | MOUR.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.35% | -47.13% | +5.78% |
Max Drawdown (1Y)Largest decline over 1 year | -37.51% | -12.72% | -24.79% |
Max Drawdown (3Y)Largest decline over 3 years | -37.51% | -33.70% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -41.35% | -41.60% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.35% | -41.60% | +0.25% |
Current DrawdownCurrent decline from peak | -28.25% | -2.89% | -25.36% |
Average DrawdownAverage peak-to-trough decline | -15.29% | -10.42% | -4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.60% | 6.45% | +11.15% |
Volatility
ASOZY vs. MOUR.BR - Volatility Comparison
Asseco Poland SA ADR (ASOZY) has a higher volatility of 11.19% compared to Moury Construct SA (MOUR.BR) at 5.86%. This indicates that ASOZY's price experiences larger fluctuations and is considered to be riskier than MOUR.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASOZY | MOUR.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.19% | 5.86% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 37.65% | 20.18% | +17.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.97% | 26.67% | +27.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.72% | 35.11% | +12.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.74% | 31.32% | +14.42% |
Dividends
ASOZY vs. MOUR.BR - Dividend Comparison
ASOZY's dividend yield for the trailing twelve months is around 10.29%, more than MOUR.BR's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASOZY Asseco Poland SA ADR | 10.29% | 1.82% | 4.31% | 5.62% | 6.09% | 3.78% | 3.15% | 4.43% | 5.65% | 11.35% | 12.69% | 0.00% |
MOUR.BR Moury Construct SA | 1.12% | 1.55% | 1.52% | 1.62% | 1.85% | 1.47% | 2.33% | 4.61% | 2.70% | 2.60% | 2.64% | 2.45% |
Financials
ASOZY vs. MOUR.BR - Financials Comparison
This section allows you to compare key financial metrics between Asseco Poland SA ADR and Moury Construct SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ASOZY and MOUR.BR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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