LOG.MC vs. MAP.MC
LOG.MC (Cia de Distribucion Integral) and MAP.MC (Mapfre) are both stocks. LOG.MC operates in Integrated Freight & Logistics (Industrials), while MAP.MC operates in Insurance - Diversified (Financial Services). Over the past 10 years, LOG.MC returned 12.75%/yr vs 14.38%/yr for MAP.MC. At a 0.30 correlation, their price movements are largely independent.
Performance
LOG.MC vs. MAP.MC - Performance Comparison
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Returns By Period
In the year-to-date period, LOG.MC achieves a 20.49% return, which is significantly higher than MAP.MC's 7.73% return. Over the past 10 years, LOG.MC has underperformed MAP.MC with an annualized return of 12.75%, while MAP.MC has yielded a comparatively higher 14.38% annualized return.
LOG.MC
- 1D
- 0.46%
- 1M
- 3.34%
- 6M
- 15.50%
- YTD
- 20.49%
- 1Y
- 36.16%
- 3Y*
- 19.94%
- 5Y*
- 22.49%
- 10Y*
- 12.75%
- ALL TIME*
- 14.96%
MAP.MC
- 1D
- 0.22%
- 1M
- 5.90%
- 6M
- 7.73%
- YTD
- 7.73%
- 1Y
- 36.04%
- 3Y*
- 41.20%
- 5Y*
- 27.52%
- 10Y*
- 14.38%
- ALL TIME*
- 7.34%
LOG.MC vs. MAP.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOG.MC Cia de Distribucion Integral | 20.49% | 10.93% | 28.11% | 9.98% | 44.00% | 18.56% | -14.03% | -2.59% | 20.78% | -8.94% |
MAP.MC Mapfre | 7.73% | 82.89% | 33.09% | 13.84% | 7.00% | 22.38% | -27.04% | 7.69% | -8.22% | -2.82% |
Correlation
The correlation between LOG.MC and MAP.MC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2014 | 0.30 |
The correlation between LOG.MC and MAP.MC shifts across timeframes, from 0.30 (10 years) to 0.42 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LOG.MC vs. MAP.MC — Risk / Return Rank
LOG.MC
MAP.MC
LOG.MC vs. MAP.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cia de Distribucion Integral (LOG.MC) and Mapfre (MAP.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.
| LOG.MC | MAP.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.31 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.23 | +1.90 |
| Martin ratioReturn relative to average drawdown | 13.83 | 5.93 | +7.90 |
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Drawdowns
LOG.MC vs. MAP.MC - Drawdown Comparison
The maximum LOG.MC drawdown since its inception was -41.52%, smaller than the maximum MAP.MC drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for LOG.MC and MAP.MC.
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Drawdown Indicators
| LOG.MC | MAP.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.52% | -63.35% | +21.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -15.97% | +7.32% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -15.97% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.12% | -20.67% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -41.52% | -52.42% | +10.90% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -19.20% | +11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 6.03% | -3.44% |
Volatility
LOG.MC vs. MAP.MC - Volatility Comparison
Cia de Distribucion Integral (LOG.MC) has a higher volatility of 3.62% compared to Mapfre (MAP.MC) at 3.36%. This indicates that LOG.MC's price experiences larger fluctuations and is considered to be riskier than MAP.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOG.MC | MAP.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 3.36% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 13.85% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 21.02% | -5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 21.11% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 24.63% | -5.41% |
Dividends
LOG.MC vs. MAP.MC - Dividend Comparison
LOG.MC's dividend yield for the trailing twelve months is around 6.03%, more than MAP.MC's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOG.MC Cia de Distribucion Integral | 6.03% | 6.94% | 6.58% | 5.88% | 5.34% | 6.85% | 7.57% | 5.67% | 5.03% | 4.96% | 3.41% | 4.12% |
MAP.MC Mapfre | 4.03% | 3.90% | 5.15% | 6.09% | 6.82% | 7.53% | 8.57% | 6.20% | 6.30% | 5.46% | 4.23% | 6.06% |
Financials
LOG.MC vs. MAP.MC - Financials Comparison
This section allows you to compare key financial metrics between Cia de Distribucion Integral and Mapfre. 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
LOG.MC and MAP.MC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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