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GDWN.L vs. MOUR.BR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GDWN.L vs. MOUR.BR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Goodwin plc (GDWN.L) and Moury Construct SA (MOUR.BR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GDWN.L is traded in GBp, while MOUR.BR is traded in EUR. To make them comparable, the MOUR.BR values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDWN.L achieves a -32.11% return, which is significantly lower than MOUR.BR's 37.15% return. Over the past 10 years, GDWN.L has outperformed MOUR.BR with an annualized return of 25.47%, while MOUR.BR has yielded a comparatively lower 22.69% annualized return.


GDWN.L

1D
-3.36%
1M
19.44%
YTD
-32.11%
6M
-31.14%
1Y
104.92%
3Y*
51.60%
5Y*
40.30%
10Y*
25.47%

MOUR.BR

1D
-0.25%
1M
3.80%
YTD
37.15%
6M
29.89%
1Y
51.87%
3Y*
30.49%
5Y*
26.13%
10Y*
22.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDWN.L vs. MOUR.BR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDWN.L
Goodwin plc
-32.11%183.87%39.33%77.26%5.33%9.16%5.16%21.66%28.51%18.73%
MOUR.BR
Moury Construct SA
37.15%19.46%16.33%31.86%2.17%70.31%28.29%16.76%-0.07%8.57%

Correlation

The correlation between GDWN.L and MOUR.BR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.07

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

0.06

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.02

The correlation between GDWN.L and MOUR.BR shifts across timeframes, from 0.02 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GDWN.L vs. MOUR.BR — Risk / Return Rank

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

GDWN.L
GDWN.L Risk / Return Rank: 7676
Overall Rank
GDWN.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GDWN.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
GDWN.L Omega Ratio Rank: 8585
Omega Ratio Rank
GDWN.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
GDWN.L Martin Ratio Rank: 7272
Martin Ratio Rank

MOUR.BR
MOUR.BR Risk / Return Rank: 8585
Overall Rank
MOUR.BR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MOUR.BR Sortino Ratio Rank: 8585
Sortino Ratio Rank
MOUR.BR Omega Ratio Rank: 8585
Omega Ratio Rank
MOUR.BR Calmar Ratio Rank: 8686
Calmar Ratio Rank
MOUR.BR Martin Ratio Rank: 8383
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.

GDWN.L vs. MOUR.BR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goodwin plc (GDWN.L) and Moury Construct SA (MOUR.BR). 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.


GDWN.LMOUR.BRDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

1.75

3.89

-2.13

Martin ratioReturn relative to average drawdown

4.29

8.70

-4.42

GDWN.L vs. MOUR.BR - Sharpe Ratio Comparison

The current GDWN.L Sharpe Ratio is 1.28, which is lower than the MOUR.BR Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of GDWN.L and MOUR.BR, 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


GDWN.LMOUR.BRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.01

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.81

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.89

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.69

-0.04

Drawdowns

GDWN.L vs. MOUR.BR - Drawdown Comparison

The maximum GDWN.L drawdown since its inception was -65.24%, which is greater than MOUR.BR's maximum drawdown of -32.10%. Use the drawdown chart below to compare losses from any high point for GDWN.L and MOUR.BR.


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Drawdown Indicators


GDWN.LMOUR.BRDifference

Max Drawdown

Largest peak-to-trough decline

-65.24%

-32.10%

-33.14%

Max Drawdown (1Y)

Largest decline over 1 year

-59.56%

-13.16%

-46.40%

Max Drawdown (3Y)

Largest decline over 3 years

-59.56%

-32.10%

-27.46%

Max Drawdown (5Y)

Largest decline over 5 years

-59.56%

-32.10%

-27.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.56%

-32.10%

-27.46%

Current Drawdown

Current decline from peak

-47.61%

-2.75%

-44.86%

Average Drawdown

Average peak-to-trough decline

-18.99%

-8.54%

-10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.38%

5.91%

+18.47%

Volatility

GDWN.L vs. MOUR.BR - Volatility Comparison

Goodwin plc (GDWN.L) has a higher volatility of 18.92% compared to Moury Construct SA (MOUR.BR) at 5.95%. This indicates that GDWN.L's price experiences larger fluctuations and is considered to be riskier than MOUR.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDWN.LMOUR.BRDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.92%

5.95%

+12.97%

Volatility (6M)

Calculated over the trailing 6-month period

77.66%

18.82%

+58.84%

Volatility (1Y)

Calculated over the trailing 1-year period

81.64%

25.50%

+56.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.10%

34.11%

+15.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.54%

30.79%

+14.75%

Dividends

GDWN.L vs. MOUR.BR - Dividend Comparison

GDWN.L's dividend yield for the trailing twelve months is around 5.65%, more than MOUR.BR's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GDWN.L
Goodwin plc
5.65%3.47%1.58%1.93%1.62%3.17%2.68%3.23%3.31%2.09%2.42%2.30%
MOUR.BR
Moury Construct SA
1.12%1.55%1.52%1.62%1.85%1.47%2.33%4.61%2.70%2.60%2.64%2.45%

Financials

GDWN.L vs. MOUR.BR - Financials Comparison

This section allows you to compare key financial metrics between Goodwin plc and Moury Construct 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.


Quarterly
Annual

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


Please note, different currencies. GDWN.L values in GBp, MOUR.BR values in EUR

Frequently Asked Questions


GDWN.L and MOUR.BR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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