COL.MC vs. MRL.MC
COL.MC (Inmobiliaria Colonial SA) and MRL.MC (Merlin Properties SOCIMI SA) are both stocks. Both are in the Real Estate sector — COL.MC in REIT - Office, MRL.MC in REIT - Diversified. Over the past 10 years, COL.MC returned -0.47%/yr vs 8.26%/yr for MRL.MC. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
COL.MC vs. MRL.MC - Performance Comparison
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Returns By Period
In the year-to-date period, COL.MC achieves a 1.65% return, which is significantly lower than MRL.MC's 20.05% return. Over the past 10 years, COL.MC has underperformed MRL.MC with an annualized return of -0.47%, while MRL.MC has yielded a comparatively higher 8.26% annualized return.
COL.MC
- 1D
- -1.94%
- 1M
- 0.00%
- YTD
- 1.65%
- 6M
- 6.32%
- 1Y
- -5.05%
- 3Y*
- 2.83%
- 5Y*
- -7.04%
- 10Y*
- -0.47%
MRL.MC
- 1D
- -1.26%
- 1M
- -1.57%
- YTD
- 20.05%
- 6M
- 20.53%
- 1Y
- 42.88%
- 3Y*
- 25.83%
- 5Y*
- 14.70%
- 10Y*
- 8.26%
COL.MC vs. MRL.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COL.MC Inmobiliaria Colonial SA | 1.65% | 9.93% | -17.92% | 12.15% | -26.50% | 5.37% | -28.97% | 41.46% | -0.24% | 28.07% |
MRL.MC Merlin Properties SOCIMI SA | 20.05% | 26.41% | 4.74% | 19.79% | 1.39% | 28.76% | -38.19% | 21.68% | -3.04% | 12.03% |
Correlation
The correlation between COL.MC and MRL.MC is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014 | 0.62 |
The correlation between COL.MC and MRL.MC shifts across timeframes, from 0.61 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
COL.MC vs. MRL.MC — Risk / Return Rank
COL.MC
MRL.MC
COL.MC vs. MRL.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inmobiliaria Colonial SA (COL.MC) and Merlin Properties SOCIMI SA (MRL.MC). 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.
| COL.MC | MRL.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 3.27 | -3.51 |
| Martin ratioReturn relative to average drawdown | -0.43 | 8.03 | -8.46 |
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
| COL.MC | MRL.MC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 1.89 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.57 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.30 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 0.34 | -0.54 |
Drawdowns
COL.MC vs. MRL.MC - Drawdown Comparison
The maximum COL.MC drawdown since its inception was -99.88%, which is greater than MRL.MC's maximum drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for COL.MC and MRL.MC.
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Drawdown Indicators
| COL.MC | MRL.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.88% | -56.58% | -43.30% |
Max Drawdown (1Y)Largest decline over 1 year | -19.31% | -12.79% | -6.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.37% | -25.95% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -50.54% | -25.95% | -24.59% |
Max Drawdown (10Y)Largest decline over 10 years | -63.18% | -56.58% | -6.60% |
Current DrawdownCurrent decline from peak | -99.50% | -2.85% | -96.65% |
Average DrawdownAverage peak-to-trough decline | -81.65% | -14.36% | -67.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.77% | 5.25% | +5.52% |
Volatility
COL.MC vs. MRL.MC - Volatility Comparison
The current volatility for Inmobiliaria Colonial SA (COL.MC) is 6.11%, while Merlin Properties SOCIMI SA (MRL.MC) has a volatility of 7.03%. This indicates that COL.MC experiences smaller price fluctuations and is considered to be less risky than MRL.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COL.MC | MRL.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 7.03% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 18.61% | -3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.19% | 22.21% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.85% | 25.45% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 26.73% | +0.85% |
Dividends
COL.MC vs. MRL.MC - Dividend Comparison
COL.MC's dividend yield for the trailing twelve months is around 4.37%, more than MRL.MC's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COL.MC Inmobiliaria Colonial SA | 4.37% | 4.45% | 4.39% | 2.44% | 0.88% | 2.67% | 0.55% | 1.12% | 1.79% | 1.61% | 1.85% | 0.00% |
MRL.MC Merlin Properties SOCIMI SA | 1.17% | 2.92% | 3.82% | 3.56% | 11.36% | 4.40% | 1.53% | 2.55% | 1.66% | 2.31% | 2.64% | 0.54% |
Financials
COL.MC vs. MRL.MC - Financials Comparison
This section allows you to compare key financial metrics between Inmobiliaria Colonial SA and Merlin Properties SOCIMI 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
COL.MC and MRL.MC have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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