M12.DE vs. EMBJ

Last updated Jun 5, 2026

M12.DE (M1 Kliniken AG) and EMBJ (Embraer S.A) are both stocks. M12.DE operates in Medical Care Facilities (Healthcare), while EMBJ operates in Aerospace & Defense (Industrials). Over the past 10 years, M12.DE returned 10.53%/yr vs 10.25%/yr for EMBJ. At a 0.08 correlation, their price movements are largely independent.

Performance

M12.DE vs. EMBJ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in M1 Kliniken AG (M12.DE) and Embraer S.A (EMBJ). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

M12.DE is traded in EUR, while EMBJ is traded in USD. To make them comparable, the EMBJ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, M12.DE achieves a -7.89% return, which is significantly higher than EMBJ's -9.65% return. Both investments have delivered pretty close results over the past 10 years, with M12.DE having a 10.53% annualized return and EMBJ not far behind at 10.25%.

M12.DE

• 1D: -7.21%
• 1M: 0.11%
• YTD: -7.89%
• 6M: -4.06%
• 1Y: 14.84%
• 3Y*: 32.72%
• 5Y*: 10.16%
• 10Y*: 10.53%

EMBJ

• 1D: 1.10%
• 1M: -14.99%
• YTD: -9.65%
• 6M: -6.03%
• 1Y: 19.85%
• 3Y*: 49.83%
• 5Y*: 34.76%
• 10Y*: 10.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

M12.DE vs. EMBJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
M12.DE M1 Kliniken AG	-7.89%	18.52%	52.59%	23.62%	20.80%	-18.83%	-35.38%	-2.24%	15.86%	29.08%
EMBJ Embraer S.A	-9.65%	56.14%	111.93%	63.74%	-34.61%	180.14%	-67.94%	-9.94%	-2.95%	11.00%

Correlation

The correlation between M12.DE and EMBJ is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Sep 15, 2015	0.08

Return for Risk

M12.DE vs. EMBJ — Risk / Return Rank

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

M12.DE

M12.DE Risk / Return Rank: 58
M12.DE Sharpe Ratio Rank: 59
M12.DE Sortino Ratio Rank: 57
M12.DE Omega Ratio Rank: 53
M12.DE Calmar Ratio Rank: 59
M12.DE Martin Ratio Rank: 59

EMBJ

EMBJ Risk / Return Rank: 56
EMBJ Sharpe Ratio Rank: 58
EMBJ Sortino Ratio Rank: 53
EMBJ Omega Ratio Rank: 53
EMBJ Calmar Ratio Rank: 57
EMBJ Martin Ratio Rank: 57

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.

M12.DE vs. EMBJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for M1 Kliniken AG (M12.DE) and Embraer S.A (EMBJ). 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.

	M12.DE	EMBJ	Difference
Sharpe ratio: Return per unit of total volatility	0.52	0.46	+0.06
Sortino ratio: Return per unit of downside risk	1.14	0.91	+0.23
Omega ratio: Gain probability vs. loss probability	1.13	1.12	+0.01
Calmar ratio: Return relative to maximum drawdown	0.85	0.68	+0.17
Martin ratio: Return relative to average drawdown	1.90	1.60	+0.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

M12.DE vs. EMBJ - Sharpe Ratio Comparison

The current M12.DE Sharpe Ratio is 0.52, which is comparable to the EMBJ Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of M12.DE and EMBJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	M12.DE	EMBJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	0.46	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.75	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.21	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.08	+0.25

Drawdowns

M12.DE vs. EMBJ - Drawdown Comparison

The maximum M12.DE drawdown since its inception was -77.71%, smaller than the maximum EMBJ drawdown of -88.75%. Use the drawdown chart below to compare losses from any high point for M12.DE and EMBJ.

Drawdown Indicators

	M12.DE	EMBJ	Difference
Max Drawdown Largest peak-to-trough decline	-77.71%	-88.75%	+11.04%
Max Drawdown (1Y) Largest decline over 1 year	-27.85%	-29.31%	+1.46%
Max Drawdown (3Y) Largest decline over 3 years	-37.59%	-29.73%	-7.86%
Max Drawdown (5Y) Largest decline over 5 years	-67.93%	-50.94%	-16.99%
Max Drawdown (10Y) Largest decline over 10 years	-77.71%	-84.50%	+6.79%
Current Drawdown Current decline from peak	-14.81%	-25.68%	+10.87%
Average Drawdown Average peak-to-trough decline	-30.02%	-38.67%	+8.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.49%	12.43%	+0.06%

Volatility

M12.DE vs. EMBJ - Volatility Comparison

The current volatility for M1 Kliniken AG (M12.DE) is 12.31%, while Embraer S.A (EMBJ) has a volatility of 15.30%. This indicates that M12.DE experiences smaller price fluctuations and is considered to be less risky than EMBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	M12.DE	EMBJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.31%	15.30%	-2.99%
Volatility (6M) Calculated over the trailing 6-month period	29.72%	32.96%	-3.24%
Volatility (1Y) Calculated over the trailing 1-year period	45.31%	42.89%	+2.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.17%	46.38%	+0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.36%	49.20%	-2.84%

Dividends

M12.DE vs. EMBJ - Dividend Comparison

M12.DE's dividend yield for the trailing twelve months is around 2.86%, more than EMBJ's 1.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EMBJ Embraer S.A	1.61%	0.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.25%	1.65%	0.45%	0.56%
M12.DE M1 Kliniken AG	2.86%	2.63%	3.01%	0.00%	0.00%	0.00%	0.00%	2.10%	2.00%	2.28%	2.84%	0.00%

Financials

Frequently Asked Questions

Can I hold both M12.DE and EMBJ in my portfolio?

M12.DE and EMBJ have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.