GRF.MC vs. FRE.DE
GRF.MC (Grifols S.A) and FRE.DE (Fresenius SE & Co. KGaA) are both stocks. Both are in the Healthcare sector — GRF.MC in Drug Manufacturers - General, FRE.DE in Medical Care Facilities. Over the past 10 years, GRF.MC returned -6.31%/yr vs -3.30%/yr for FRE.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
GRF.MC vs. FRE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GRF.MC achieves a -15.61% return, which is significantly higher than FRE.DE's -20.95% return. Over the past 10 years, GRF.MC has underperformed FRE.DE with an annualized return of -6.31%, while FRE.DE has yielded a comparatively higher -3.30% annualized return.
GRF.MC
- 1D
- 2.27%
- 1M
- -1.63%
- YTD
- -15.61%
- 6M
- -16.31%
- 1Y
- -10.43%
- 3Y*
- -6.20%
- 5Y*
- -17.76%
- 10Y*
- -6.31%
FRE.DE
- 1D
- 1.13%
- 1M
- -0.90%
- YTD
- -20.95%
- 6M
- -18.49%
- 1Y
- -12.00%
- 3Y*
- 16.08%
- 5Y*
- -1.42%
- 10Y*
- -3.30%
GRF.MC vs. FRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRF.MC Grifols S.A | -15.61% | 18.31% | -40.82% | 43.55% | -36.20% | -28.14% | -23.53% | 38.98% | -4.73% | 31.02% |
FRE.DE Fresenius SE & Co. KGaA | -20.95% | 49.50% | 19.49% | 10.62% | -23.79% | -6.45% | -22.95% | 20.38% | -34.15% | -11.69% |
Correlation
The correlation between GRF.MC and FRE.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GRF.MC vs. FRE.DE — Risk / Return Rank
GRF.MC
FRE.DE
GRF.MC vs. FRE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grifols S.A (GRF.MC) and Fresenius SE & Co. KGaA (FRE.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.
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.
| GRF.MC | FRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.93 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | -0.41 | +0.04 |
| Martin ratioReturn relative to average drawdown | -0.65 | -1.10 | +0.46 |
Loading charts...
Drawdowns
GRF.MC vs. FRE.DE - Drawdown Comparison
The maximum GRF.MC drawdown since its inception was -79.35%, which is greater than FRE.DE's maximum drawdown of -72.84%. Use the drawdown chart below to compare losses from any high point for GRF.MC and FRE.DE.
Loading charts...
Drawdown Indicators
| GRF.MC | FRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.35% | -72.84% | -6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -35.12% | -30.09% | -5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -55.37% | -30.09% | -25.28% |
Max Drawdown (5Y)Largest decline over 5 years | -71.11% | -56.59% | -14.52% |
Max Drawdown (10Y)Largest decline over 10 years | -79.35% | -72.84% | -6.51% |
Current DrawdownCurrent decline from peak | -72.66% | -44.44% | -28.22% |
Average DrawdownAverage peak-to-trough decline | -27.37% | -25.20% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.48% | 11.30% | +9.18% |
Volatility
GRF.MC vs. FRE.DE - Volatility Comparison
Grifols S.A (GRF.MC) and Fresenius SE & Co. KGaA (FRE.DE) have volatilities of 7.50% and 7.51%, 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.
Loading charts...
Volatility by Period
| GRF.MC | FRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 7.51% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 22.81% | 19.13% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.74% | 22.60% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.10% | 25.45% | +22.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.88% | 27.44% | +11.44% |
Dividends
GRF.MC vs. FRE.DE - Dividend Comparison
GRF.MC's dividend yield for the trailing twelve months is around 1.66%, less than FRE.DE's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRE.DE Fresenius SE & Co. KGaA | 2.79% | 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 | 1.66% | 1.40% | 0.00% | 0.00% | 0.00% | 2.16% | 0.68% | 1.10% | 1.76% | 1.29% | 1.66% | 3.03% |
Financials
GRF.MC vs. FRE.DE - Financials Comparison
This section allows you to compare key financial metrics between Grifols S.A and Fresenius SE & Co. KGaA. 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
GRF.MC and FRE.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for GRF.MC and FRE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer