FRE.DE vs. GRF.MC
FRE.DE (Fresenius SE & Co. KGaA) and GRF.MC (Grifols S.A) are both stocks. Both are in the Healthcare sector — FRE.DE in Medical Care Facilities, GRF.MC in Drug Manufacturers - General. Over the past 10 years, FRE.DE returned -2.73%/yr vs -6.58%/yr for GRF.MC. At a 0.31 correlation, their price movements are largely independent.
Performance
FRE.DE vs. GRF.MC - Performance Comparison
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Returns By Period
In the year-to-date period, FRE.DE achieves a -9.77% return, which is significantly higher than GRF.MC's -11.15% return. Over the past 10 years, FRE.DE has outperformed GRF.MC with an annualized return of -2.73%, while GRF.MC has yielded a comparatively lower -6.58% annualized return.
FRE.DE
- 1D
- 3.04%
- 1M
- 8.56%
- 6M
- -10.48%
- YTD
- -9.77%
- 1Y
- 8.09%
- 3Y*
- 16.70%
- 5Y*
- 1.49%
- 10Y*
- -2.73%
- ALL TIME*
- 7.80%
GRF.MC
- 1D
- 3.74%
- 1M
- 4.47%
- 6M
- -10.31%
- YTD
- -11.15%
- 1Y
- -19.98%
- 3Y*
- -10.37%
- 5Y*
- -14.20%
- 10Y*
- -6.58%
- ALL TIME*
- 13.67%
FRE.DE vs. GRF.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRE.DE Fresenius SE & Co. KGaA | -9.77% | 49.50% | 19.49% | 10.62% | -23.79% | -6.45% | -22.95% | 20.38% | -34.15% | -11.69% |
GRF.MC Grifols S.A | -11.15% | 18.31% | -40.82% | 43.55% | -36.20% | -28.14% | -23.53% | 38.98% | -4.73% | 31.02% |
Correlation
The correlation between FRE.DE and GRF.MC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2006 | 0.31 |
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Return for Risk
FRE.DE vs. GRF.MC — Risk / Return Rank
FRE.DE
GRF.MC
FRE.DE vs. GRF.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius SE & Co. KGaA (FRE.DE) and Grifols S.A (GRF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRE.DE | GRF.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.90 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | -0.56 | +0.83 |
| Martin ratioReturn relative to average drawdown | 0.63 | -0.87 | +1.50 |
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Drawdowns
FRE.DE vs. GRF.MC - Drawdown Comparison
The maximum FRE.DE drawdown since its inception was -72.84%, smaller than the maximum GRF.MC drawdown of -79.35%. Use the drawdown chart below to compare losses from any high point for FRE.DE and GRF.MC.
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Drawdown Indicators
| FRE.DE | GRF.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.84% | -79.35% | +6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -30.09% | -35.12% | +5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -30.09% | -55.37% | +25.28% |
Max Drawdown (5Y)Largest decline over 5 years | -56.59% | -69.11% | +12.52% |
Max Drawdown (10Y)Largest decline over 10 years | -72.84% | -79.35% | +6.51% |
Current DrawdownCurrent decline from peak | -36.58% | -71.21% | +34.63% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -27.75% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.78% | 22.92% | -10.14% |
Volatility
FRE.DE vs. GRF.MC - Volatility Comparison
Fresenius SE & Co. KGaA (FRE.DE) has a higher volatility of 6.84% compared to Grifols S.A (GRF.MC) at 5.75%. This indicates that FRE.DE's price experiences larger fluctuations and is considered to be riskier than GRF.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRE.DE | GRF.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 5.75% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 20.55% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.44% | 29.26% | -5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.56% | 48.09% | -22.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.45% | 38.85% | -11.40% |
Dividends
FRE.DE vs. GRF.MC - Dividend Comparison
FRE.DE's dividend yield for the trailing twelve months is around 2.44%, less than GRF.MC's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRE.DE Fresenius SE & Co. KGaA | 2.44% | 2.04% | 0.00% | 3.28% | 3.50% | 0.00% | 2.22% | 1.59% | 1.77% | 0.95% | 0.74% | 0.67% |
GRF.MC Grifols S.A | 2.47% | 1.40% | 0.00% | 0.00% | 0.00% | 2.16% | 0.68% | 1.10% | 1.76% | 1.29% | 0.70% | 3.03% |
Financials
FRE.DE vs. GRF.MC - Financials Comparison
This section allows you to compare key financial metrics between Fresenius SE & Co. KGaA and Grifols S.A. 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
FRE.DE and GRF.MC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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