ASY.PA vs. MUX.DE
Compare and contrast key facts about Assystem S.A. (ASY.PA) and Mutares SE & Co. KGaA (MUX.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASY.PA or MUX.DE.
Key characteristics
| ASY.PA | MUX.DE | |
|---|---|---|
| YTD Return | -11.31% | -33.92% |
| 1Y Return | 8.40% | -22.54% |
| 3Y Return (Ann) | 14.42% | 0.95% |
| 5Y Return (Ann) | 8.51% | 22.70% |
| 10Y Return (Ann) | 13.41% | 12.99% |
| Sharpe Ratio | 0.17 | -0.64 |
| Sortino Ratio | 0.46 | -0.73 |
| Omega Ratio | 1.06 | 0.91 |
| Calmar Ratio | 0.16 | -0.47 |
| Martin Ratio | 0.49 | -1.09 |
| Ulcer Index | 12.25% | 22.28% |
| Daily Std Dev | 34.78% | 38.10% |
| Max Drawdown | -94.84% | -64.52% |
| Current Drawdown | -34.93% | -45.98% |
Fundamentals
| ASY.PA | MUX.DE | |
|---|---|---|
| Market Cap | €555.14M | €496.35M |
| EPS | €6.79 | -€1.93 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | €596.30M | €6.37B |
| Gross Profit (TTM) | €173.70M | €285.70M |
| EBITDA (TTM) | €40.20M | -€248.60M |
Correlation
The correlation between ASY.PA and MUX.DE is 0.17, 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.
Performance
ASY.PA vs. MUX.DE - Performance Comparison
In the year-to-date period, ASY.PA achieves a -11.31% return, which is significantly higher than MUX.DE's -33.92% return. Both investments have delivered pretty close results over the past 10 years, with ASY.PA having a 13.41% annualized return and MUX.DE not far behind at 12.99%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASY.PA vs. MUX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Assystem S.A. (ASY.PA) and Mutares SE & Co. KGaA (MUX.DE). 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.
Dividends
ASY.PA vs. MUX.DE - Dividend Comparison
ASY.PA's dividend yield for the trailing twelve months is around 21.00%, more than MUX.DE's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASY.PA Assystem S.A. | 21.00% | 2.02% | 2.46% | 2.67% | 4.07% | 3.10% | 3.70% | 3.34% | 3.02% | 3.12% | 2.57% | 2.24% |
MUX.DE Mutares SE & Co. KGaA | 1.08% | 2.12% | 5.56% | 6.59% | 6.76% | 8.34% | 11.74% | 2.32% | 5.58% | 4.75% | 14.97% | 0.00% |
Drawdowns
ASY.PA vs. MUX.DE - Drawdown Comparison
The maximum ASY.PA drawdown since its inception was -94.84%, which is greater than MUX.DE's maximum drawdown of -64.52%. Use the drawdown chart below to compare losses from any high point for ASY.PA and MUX.DE. For additional features, visit the drawdowns tool.
Volatility
ASY.PA vs. MUX.DE - Volatility Comparison
Assystem S.A. (ASY.PA) has a higher volatility of 19.70% compared to Mutares SE & Co. KGaA (MUX.DE) at 12.74%. This indicates that ASY.PA's price experiences larger fluctuations and is considered to be riskier than MUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASY.PA vs. MUX.DE - Financials Comparison
This section allows you to compare key financial metrics between Assystem S.A. and Mutares SE & Co. KGaA. 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