FER.AS vs. FER.MC

Last updated Apr 1, 2026

Compare and contrast key facts about Ferrovial SE (FER.AS) and Ferrovial (FER.MC).

Performance

FER.AS vs. FER.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ferrovial SE (FER.AS) and Ferrovial (FER.MC). The values are adjusted to include any dividend payments, if applicable.

FER.AS vs. FER.MC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FER.AS Ferrovial SE	0.00%	40.71%	24.16%	12.52%
FER.MC Ferrovial	0.14%	38.28%	25.41%	14.32%

Returns By Period

FER.AS

• 1D: 0.95%
• 1M: -12.29%
• YTD: -0.00%
• 6M: 14.45%
• 1Y: 33.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FER.MC

• 1D: 1.09%
• 1M: -12.25%
• YTD: 0.14%
• 6M: 14.59%
• 1Y: 36.53%
• 3Y*: 29.38%
• 5Y*: 22.05%
• 10Y*: 14.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FER.AS vs. FER.MC — Risk / Return Rank

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

FER.AS

FER.AS Risk / Return Rank: 74
FER.AS Sharpe Ratio Rank: 74
FER.AS Sortino Ratio Rank: 67
FER.AS Omega Ratio Rank: 68
FER.AS Calmar Ratio Rank: 77
FER.AS Martin Ratio Rank: 82

FER.MC

FER.MC Risk / Return Rank: 84
FER.MC Sharpe Ratio Rank: 88
FER.MC Sortino Ratio Rank: 83
FER.MC Omega Ratio Rank: 83
FER.MC Calmar Ratio Rank: 80
FER.MC Martin Ratio Rank: 87

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.

FER.AS vs. FER.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrovial SE (FER.AS) and Ferrovial (FER.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.

	FER.AS	FER.MC	Difference
Sharpe ratio Return per unit of total volatility	0.97	1.73	-0.75
Sortino ratio Return per unit of downside risk	1.46	2.28	-0.82
Omega ratio Gain probability vs. loss probability	1.20	1.31	-0.11
Calmar ratio Return relative to maximum drawdown	2.07	2.28	-0.21
Martin ratio Return relative to average drawdown	6.52	8.83	-2.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FER.AS vs. FER.MC - Sharpe Ratio Comparison

The current FER.AS Sharpe Ratio is 0.97, which is lower than the FER.MC Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FER.AS and FER.MC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FER.AS	FER.MC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	1.73	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.04	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.47	+0.21

Correlation

The correlation between FER.AS and FER.MC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FER.AS vs. FER.MC - Dividend Comparison

FER.AS's dividend yield for the trailing twelve months is around 1.58%, more than FER.MC's 1.34% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FER.AS Ferrovial SE	1.58%	1.58%	1.99%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FER.MC Ferrovial	1.34%	1.34%	1.78%	1.97%	2.29%	1.48%	1.84%	2.16%	3.30%	3.08%	3.43%	2.70%

Drawdowns

FER.AS vs. FER.MC - Drawdown Comparison

The maximum FER.AS drawdown since its inception was -16.10%, smaller than the maximum FER.MC drawdown of -75.67%. Use the drawdown chart below to compare losses from any high point for FER.AS and FER.MC.

Drawdown Indicators

	FER.AS	FER.MC	Difference
Max Drawdown Largest peak-to-trough decline	-16.10%	-75.67%	+59.57%
Max Drawdown (1Y) Largest decline over 1 year	-15.40%	-15.39%	-0.01%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.10%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.56%	—
Current Drawdown Current decline from peak	-12.29%	-12.25%	-0.04%
Average Drawdown Average peak-to-trough decline	-4.30%	-15.45%	+11.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	3.97%	+0.91%

Volatility

FER.AS vs. FER.MC - Volatility Comparison

Ferrovial SE (FER.AS) and Ferrovial (FER.MC) have volatilities of 8.16% and 7.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FER.AS	FER.MC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.16%	7.81%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	22.65%	14.71%	+7.94%
Volatility (1Y) Calculated over the trailing 1-year period	33.78%	20.90%	+12.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.74%	20.89%	+18.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.74%	23.54%	+16.20%

Financials