CHDRY vs. MBGYY
CHDRY (Christian Dior SE ADR) and MBGYY (Mercedes-Benz Group AG) are both stocks. Both are in the Consumer Cyclical sector — CHDRY in Luxury Goods, MBGYY in Auto Manufacturers. Over the past 3 years, CHDRY returned -11.68%/yr vs -2.40%/yr for MBGYY. At a 0.20 correlation, their price movements are largely independent.
Performance
CHDRY vs. MBGYY - Performance Comparison
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Returns By Period
In the year-to-date period, CHDRY achieves a -22.18% return, which is significantly lower than MBGYY's -12.67% return.
CHDRY
- 1D
- 0.00%
- 1M
- 6.59%
- YTD
- -22.18%
- 6M
- -22.26%
- 1Y
- 11.67%
- 3Y*
- -11.68%
- 5Y*
- 1.39%
- 10Y*
- 15.65%
MBGYY
- 1D
- -3.55%
- 1M
- 3.60%
- YTD
- -12.67%
- 6M
- -8.55%
- 1Y
- 4.39%
- 3Y*
- -2.40%
- 5Y*
- —
- 10Y*
- —
CHDRY vs. MBGYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CHDRY Christian Dior SE ADR | -22.18% | 19.90% | -22.42% | 10.79% | 21.51% |
MBGYY Mercedes-Benz Group AG | -12.67% | 38.11% | -13.59% | 13.78% | 12.68% |
Correlation
The correlation between CHDRY and MBGYY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2022 | 0.20 |
Fundamentals
CHDRY:
$26.95
MBGYY:
$1.26
CHDRY:
4.95
MBGYY:
11.41
CHDRY:
0.29
MBGYY:
0.43
CHDRY:
$165.19B
MBGYY:
$131.11B
CHDRY:
$108.56B
MBGYY:
$21.32B
CHDRY:
$46.92B
MBGYY:
$19.81B
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Return for Risk
CHDRY vs. MBGYY — Risk / Return Rank
CHDRY
MBGYY
CHDRY vs. MBGYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Christian Dior SE ADR (CHDRY) and Mercedes-Benz Group AG (MBGYY). 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.
| CHDRY | MBGYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.05 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.23 | +0.13 |
| Martin ratioReturn relative to average drawdown | 0.79 | 0.54 | +0.25 |
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
| CHDRY | MBGYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 0.16 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.30 | +0.07 |
Drawdowns
CHDRY vs. MBGYY - Drawdown Comparison
The maximum CHDRY drawdown since its inception was -48.64%, which is greater than MBGYY's maximum drawdown of -33.47%. Use the drawdown chart below to compare losses from any high point for CHDRY and MBGYY.
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Drawdown Indicators
| CHDRY | MBGYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.64% | -33.47% | -15.17% |
Max Drawdown (1Y)Largest decline over 1 year | -32.24% | -19.10% | -13.14% |
Max Drawdown (3Y)Largest decline over 3 years | -48.64% | -33.47% | -15.17% |
Max Drawdown (5Y)Largest decline over 5 years | -48.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.64% | — | — |
Current DrawdownCurrent decline from peak | -40.96% | -15.03% | -25.93% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -11.79% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.81% | 8.17% | +6.64% |
Volatility
CHDRY vs. MBGYY - Volatility Comparison
Christian Dior SE ADR (CHDRY) has a higher volatility of 17.82% compared to Mercedes-Benz Group AG (MBGYY) at 8.25%. This indicates that CHDRY's price experiences larger fluctuations and is considered to be riskier than MBGYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHDRY | MBGYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.82% | 8.25% | +9.57% |
Volatility (6M)Calculated over the trailing 6-month period | 41.54% | 19.01% | +22.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.76% | 27.38% | +27.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.44% | 27.60% | +24.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.33% | 27.60% | +14.73% |
Dividends
CHDRY vs. MBGYY - Dividend Comparison
CHDRY's dividend yield for the trailing twelve months is around 3.13%, less than MBGYY's 7.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHDRY Christian Dior SE ADR | 3.13% | 2.23% | 2.30% | 1.72% | 1.72% | 0.99% | 1.02% | 8.52% | 1.78% | 1.42% | 3.70% | 6.14% |
MBGYY Mercedes-Benz Group AG | 7.04% | 6.95% | 10.45% | 8.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CHDRY vs. MBGYY - Financials Comparison
This section allows you to compare key financial metrics between Christian Dior SE ADR and Mercedes-Benz Group AG. 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
CHDRY vs. MBGYY - Profitability Comparison
CHDRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Christian Dior SE ADR reported a gross profit of 25.18B and revenue of 40.69B. Therefore, the gross margin over that period was 61.9%.
MBGYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mercedes-Benz Group AG reported a gross profit of 5.55B and revenue of 32.12B. Therefore, the gross margin over that period was 17.3%.
CHDRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Christian Dior SE ADR reported an operating income of 7.09B and revenue of 40.69B, resulting in an operating margin of 17.4%.
MBGYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mercedes-Benz Group AG reported an operating income of 1.67B and revenue of 32.12B, resulting in an operating margin of 5.2%.
CHDRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Christian Dior SE ADR reported a net income of 2.14B and revenue of 40.69B, resulting in a net margin of 5.3%.
MBGYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mercedes-Benz Group AG reported a net income of 1.44B and revenue of 32.12B, resulting in a net margin of 4.5%.
Frequently Asked Questions
CHDRY and MBGYY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHDRY has higher volatility (17.82%) compared to MBGYY (8.25%). In terms of maximum drawdown, CHDRY dropped -48.64% vs MBGYY's -33.47%.
CHDRY currently has the higher Sharpe Ratio (0.21 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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