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HVRRY vs. MUV2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

HVRRY vs. MUV2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hannover Re (HVRRY) and Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE). The values are adjusted to include any dividend payments, if applicable.

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HVRRY vs. MUV2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HVRRY
Hannover Re
-0.15%29.30%7.59%24.53%11.05%20.35%-16.15%48.63%10.97%21.66%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München
-5.13%34.78%26.93%31.81%15.54%2.74%6.05%40.95%5.04%20.30%
Different Trading Currencies

HVRRY is traded in USD, while MUV2.DE is traded in EUR. To make them comparable, the MUV2.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HVRRY achieves a -0.15% return, which is significantly higher than MUV2.DE's -5.13% return. Over the past 10 years, HVRRY has underperformed MUV2.DE with an annualized return of 14.82%, while MUV2.DE has yielded a comparatively higher 16.86% annualized return.


HVRRY

1D
-0.25%
1M
4.23%
YTD
-0.15%
6M
2.85%
1Y
6.93%
3Y*
20.47%
5Y*
14.74%
10Y*
14.82%

MUV2.DE

1D
0.55%
1M
-2.86%
YTD
-5.13%
6M
-2.46%
1Y
1.76%
3Y*
25.78%
5Y*
19.49%
10Y*
16.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HVRRY vs. MUV2.DE — Risk / Return Rank

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

HVRRY
HVRRY Risk / Return Rank: 4848
Overall Rank
HVRRY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HVRRY Sortino Ratio Rank: 4343
Sortino Ratio Rank
HVRRY Omega Ratio Rank: 4242
Omega Ratio Rank
HVRRY Calmar Ratio Rank: 5353
Calmar Ratio Rank
HVRRY Martin Ratio Rank: 5151
Martin Ratio Rank

MUV2.DE
MUV2.DE Risk / Return Rank: 2929
Overall Rank
MUV2.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MUV2.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
MUV2.DE Omega Ratio Rank: 2525
Omega Ratio Rank
MUV2.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
MUV2.DE Martin Ratio Rank: 3232
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.

HVRRY vs. MUV2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannover Re (HVRRY) and Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.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.


HVRRYMUV2.DEDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.07

+0.21

Sortino ratio

Return per unit of downside risk

0.57

0.27

+0.30

Omega ratio

Gain probability vs. loss probability

1.07

1.04

+0.03

Calmar ratio

Return relative to maximum drawdown

0.54

0.08

+0.46

Martin ratio

Return relative to average drawdown

1.05

0.14

+0.90

HVRRY vs. MUV2.DE - Sharpe Ratio Comparison

The current HVRRY Sharpe Ratio is 0.28, which is higher than the MUV2.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of HVRRY and MUV2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HVRRYMUV2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.07

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.78

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.65

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.44

-0.03

Correlation

The correlation between HVRRY and MUV2.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HVRRY vs. MUV2.DE - Dividend Comparison

HVRRY's dividend yield for the trailing twelve months is around 3.20%, less than MUV2.DE's 3.70% yield.


TTM20252024202320222021202020192018201720162015
HVRRY
Hannover Re
3.20%3.19%3.10%2.75%3.15%2.92%2.75%2.19%3.27%4.55%8.64%1.19%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München
3.70%3.56%3.08%3.09%3.62%3.76%4.04%3.52%4.51%4.76%4.59%4.20%

Drawdowns

HVRRY vs. MUV2.DE - Drawdown Comparison

The maximum HVRRY drawdown since its inception was -62.80%, which is greater than MUV2.DE's maximum drawdown of -48.25%. Use the drawdown chart below to compare losses from any high point for HVRRY and MUV2.DE.


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Drawdown Indicators


HVRRYMUV2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.80%

-86.40%

+23.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

-16.62%

+1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-31.66%

-25.36%

-6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-44.24%

-48.43%

+4.19%

Current Drawdown

Current decline from peak

-3.88%

-11.09%

+7.21%

Average Drawdown

Average peak-to-trough decline

-8.47%

-30.71%

+22.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.62%

9.82%

-2.20%

Volatility

HVRRY vs. MUV2.DE - Volatility Comparison

Hannover Re (HVRRY) has a higher volatility of 8.55% compared to Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE) at 6.54%. This indicates that HVRRY's price experiences larger fluctuations and is considered to be riskier than MUV2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HVRRYMUV2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

6.54%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.26%

14.93%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

26.24%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.18%

24.72%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.22%

25.77%

+0.45%

Financials

HVRRY vs. MUV2.DE - Financials Comparison

This section allows you to compare key financial metrics between Hannover Re and Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München. 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. HVRRY values in USD, MUV2.DE values in EUR