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FRE.DE vs. MMM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRE.DE vs. MMM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fresenius SE & Co. KGaA (FRE.DE) and 3M Company (MMM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FRE.DE is traded in EUR, while MMM is traded in USD. To make them comparable, the MMM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRE.DE achieves a -24.54% return, which is significantly lower than MMM's -3.21% return. Over the past 10 years, FRE.DE has underperformed MMM with an annualized return of -3.97%, while MMM has yielded a comparatively higher 3.86% annualized return.


FRE.DE

1D
-1.34%
1M
-9.43%
YTD
-24.54%
6M
-22.01%
1Y
-15.01%
3Y*
12.99%
5Y*
-2.14%
10Y*
-3.97%

MMM

1D
-0.60%
1M
8.45%
YTD
-3.21%
6M
-11.05%
1Y
2.21%
3Y*
21.44%
5Y*
1.97%
10Y*
3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRE.DE vs. MMM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRE.DE
Fresenius SE & Co. KGaA
-24.54%49.50%19.49%10.62%-23.79%-4.64%-21.47%20.37%-34.16%-11.69%
MMM
3M Company
-3.21%11.37%55.78%-6.23%-25.27%12.69%-5.71%-2.13%-13.00%18.32%

Correlation

The correlation between FRE.DE and MMM is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.21

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Return for Risk

FRE.DE vs. MMM — Risk / Return Rank

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

FRE.DE
FRE.DE Risk / Return Rank: 1414
Overall Rank
FRE.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FRE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FRE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
FRE.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
FRE.DE Martin Ratio Rank: 77
Martin Ratio Rank

MMM
MMM Risk / Return Rank: 4343
Overall Rank
MMM Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MMM Sortino Ratio Rank: 4040
Sortino Ratio Rank
MMM Omega Ratio Rank: 3838
Omega Ratio Rank
MMM Calmar Ratio Rank: 4646
Calmar Ratio Rank
MMM Martin Ratio Rank: 4646
Martin Ratio Rank
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.

FRE.DE vs. MMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresenius SE & Co. KGaA (FRE.DE) and 3M Company (MMM). 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.


FRE.DEMMMDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

0.90

1.04

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.50

0.12

-0.62

Martin ratioReturn relative to average drawdown

-1.43

0.28

-1.71

FRE.DE vs. MMM - Sharpe Ratio Comparison

The current FRE.DE Sharpe Ratio is -0.67, which is lower than the MMM Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FRE.DE and MMM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FRE.DEMMMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

0.09

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.07

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.14

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.32

+0.09

Drawdowns

FRE.DE vs. MMM - Drawdown Comparison

The maximum FRE.DE drawdown since its inception was -81.25%, which is greater than MMM's maximum drawdown of -52.33%. Use the drawdown chart below to compare losses from any high point for FRE.DE and MMM.


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Drawdown Indicators


FRE.DEMMMDifference

Max Drawdown

Largest peak-to-trough decline

-81.25%

-52.33%

-28.92%

Max Drawdown (1Y)

Largest decline over 1 year

-30.09%

-18.01%

-12.08%

Max Drawdown (3Y)

Largest decline over 3 years

-30.09%

-26.75%

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-56.59%

-48.37%

-8.22%

Max Drawdown (10Y)

Largest decline over 10 years

-71.79%

-52.33%

-19.46%

Current Drawdown

Current decline from peak

-44.90%

-11.09%

-33.81%

Average Drawdown

Average peak-to-trough decline

-23.27%

-14.98%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.46%

8.07%

+2.39%

Volatility

FRE.DE vs. MMM - Volatility Comparison

Fresenius SE & Co. KGaA (FRE.DE) has a higher volatility of 8.35% compared to 3M Company (MMM) at 6.88%. This indicates that FRE.DE's price experiences larger fluctuations and is considered to be riskier than MMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRE.DEMMMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

6.88%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

19.14%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.31%

25.90%

-3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.39%

28.41%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.41%

26.85%

+0.56%

Dividends

FRE.DE vs. MMM - Dividend Comparison

FRE.DE's dividend yield for the trailing twelve months is around 2.92%, more than MMM's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
FRE.DE
Fresenius SE & Co. KGaA
2.92%2.04%0.00%3.28%3.50%2.49%4.44%1.59%1.77%0.95%0.74%0.58%
MMM
3M Company
1.99%1.82%16.27%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%

Financials

FRE.DE vs. MMM - Financials Comparison

This section allows you to compare key financial metrics between Fresenius SE & Co. KGaA and 3M Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. FRE.DE values in EUR, MMM values in USD

Frequently Asked Questions


FRE.DE and MMM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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