FME.DE vs. RWE.DE
FME.DE (Fresenius Medical Care AG & Co. KGaA) and RWE.DE (RWE AG) are both stocks. FME.DE operates in Medical Care Facilities (Healthcare), while RWE.DE operates in Utilities - Diversified (Utilities). Over the past 10 years, FME.DE returned -4.55%/yr vs 19.74%/yr for RWE.DE. At a 0.23 correlation, their price movements are largely independent.
Performance
FME.DE vs. RWE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FME.DE achieves a -3.71% return, which is significantly lower than RWE.DE's 25.72% return. Over the past 10 years, FME.DE has underperformed RWE.DE with an annualized return of -4.55%, while RWE.DE has yielded a comparatively higher 19.74% annualized return.
FME.DE
- 1D
- 4.78%
- 1M
- 13.04%
- YTD
- -3.71%
- 6M
- -2.12%
- 1Y
- -21.22%
- 3Y*
- 0.52%
- 5Y*
- -8.38%
- 10Y*
- -4.55%
RWE.DE
- 1D
- -2.35%
- 1M
- -7.40%
- YTD
- 25.72%
- 6M
- 30.54%
- 1Y
- 70.47%
- 3Y*
- 15.73%
- 5Y*
- 15.45%
- 10Y*
- 19.74%
FME.DE vs. RWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FME.DE Fresenius Medical Care AG & Co. KGaA | -3.71% | -5.10% | 19.75% | 27.41% | -45.19% | -14.52% | 6.88% | 18.41% | -34.69% | 10.35% |
RWE.DE RWE AG | 25.72% | 62.21% | -27.81% | 1.17% | 19.08% | 6.06% | 33.85% | 48.83% | 19.98% | 43.88% |
Correlation
The correlation between FME.DE and RWE.DE is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 1996 | 0.23 |
Over the past year, the correlation between FME.DE and RWE.DE has dropped to 0.00 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
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Return for Risk
FME.DE vs. RWE.DE — Risk / Return Rank
FME.DE
RWE.DE
FME.DE vs. RWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FME.DE) and RWE AG (RWE.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.
| FME.DE | RWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -4.64 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.47 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 6.76 | -7.44 |
| Martin ratioReturn relative to average drawdown | -1.14 | 16.53 | -17.67 |
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
| FME.DE | RWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 2.86 | -3.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.60 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.69 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.21 | -0.08 |
Drawdowns
FME.DE vs. RWE.DE - Drawdown Comparison
The maximum FME.DE drawdown since its inception was -79.63%, smaller than the maximum RWE.DE drawdown of -85.39%. Use the drawdown chart below to compare losses from any high point for FME.DE and RWE.DE.
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Drawdown Indicators
| FME.DE | RWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -85.39% | +5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -31.27% | -10.37% | -20.90% |
Max Drawdown (3Y)Largest decline over 3 years | -36.77% | -30.49% | -6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -62.09% | -32.19% | -29.90% |
Max Drawdown (10Y)Largest decline over 10 years | -68.61% | -39.02% | -29.59% |
Current DrawdownCurrent decline from peak | -49.04% | -8.19% | -40.85% |
Average DrawdownAverage peak-to-trough decline | -22.56% | -33.25% | +10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.23% | 4.25% | +13.98% |
Volatility
FME.DE vs. RWE.DE - Volatility Comparison
Fresenius Medical Care AG & Co. KGaA (FME.DE) and RWE AG (RWE.DE) have volatilities of 8.12% and 7.84%, 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.
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Volatility by Period
| FME.DE | RWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 7.84% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 21.85% | 18.59% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.53% | 24.49% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.08% | 25.60% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.14% | 28.40% | -0.26% |
Dividends
FME.DE vs. RWE.DE - Dividend Comparison
FME.DE's dividend yield for the trailing twelve months is around 3.95%, more than RWE.DE's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FME.DE Fresenius Medical Care AG & Co. KGaA | 3.95% | 3.53% | 2.69% | 2.95% | 4.42% | 2.35% | 3.52% | 1.77% | 1.87% | 1.09% | 0.99% | 1.00% |
RWE.DE RWE AG | 2.15% | 2.43% | 3.47% | 2.19% | 2.16% | 2.38% | 4.63% | 2.56% | 7.91% | 0.00% | 1.10% | 8.54% |
Financials
FME.DE vs. RWE.DE - Financials Comparison
This section allows you to compare key financial metrics between Fresenius Medical Care AG & Co. KGaA and RWE 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
Frequently Asked Questions
FME.DE and RWE.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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