M12.DE vs. EMBJ
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 11.34%/yr vs 11.98%/yr for EMBJ. At a 0.09 correlation, their price movements are largely independent.
Performance
M12.DE vs. EMBJ - Performance Comparison
Loading charts...
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 1.89% return, which is significantly lower than EMBJ's 6.43% return. Over the past 10 years, M12.DE has underperformed EMBJ with an annualized return of 11.34%, while EMBJ has yielded a comparatively higher 11.98% annualized return.
M12.DE
- 1D
- -1.42%
- 1M
- 8.89%
- 6M
- 11.26%
- YTD
- 1.89%
- 1Y
- 34.63%
- 3Y*
- 37.38%
- 5Y*
- 16.02%
- 10Y*
- 11.34%
- ALL TIME*
- 15.85%
EMBJ
- 1D
- 3.08%
- 1M
- 9.44%
- 6M
- -8.12%
- YTD
- 6.43%
- 1Y
- 38.67%
- 3Y*
- 64.60%
- 5Y*
- 36.79%
- 10Y*
- 11.98%
- ALL TIME*
- 3.78%
M12.DE vs. EMBJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
M12.DE M1 Kliniken AG | 1.89% | 18.52% | 52.59% | 23.62% | 20.80% | -18.83% | -35.38% | -2.24% | 15.86% | 29.02% |
EMBJ Embraer S.A | 6.43% | 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 0.09, 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 | 0.09 |
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 14, 2015 | 0.09 |
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
M12.DE vs. EMBJ — Risk / Return Rank
M12.DE
EMBJ
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.
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.
| M12.DE | EMBJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.32 | -0.08 |
| Martin ratioReturn relative to average drawdown | 3.19 | 2.93 | +0.27 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| M12.DE | EMBJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.71% | -88.75% | +11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -27.85% | -29.52% | +1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -37.59% | -29.73% | -7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -62.93% | -50.94% | -11.99% |
Max Drawdown (10Y)Largest decline over 10 years | -77.71% | -84.50% | +6.79% |
Current DrawdownCurrent decline from peak | -5.93% | -12.45% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -28.46% | -37.88% | +9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 13.26% | -2.45% |
Volatility
M12.DE vs. EMBJ - Volatility Comparison
M1 Kliniken AG (M12.DE) has a higher volatility of 15.86% compared to Embraer S.A (EMBJ) at 9.66%. This indicates that M12.DE's price experiences larger fluctuations and is considered to be riskier than EMBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| M12.DE | EMBJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.86% | 9.66% | +6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 32.48% | 34.24% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.53% | 42.75% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.62% | 45.78% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.08% | 49.33% | -3.25% |
Dividends
M12.DE vs. EMBJ - Dividend Comparison
M12.DE's dividend yield for the trailing twelve months is around 6.63%, more than EMBJ's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBJ Embraer S.A | 1.72% | 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 | 6.63% | 2.63% | 3.01% | 0.00% | 0.00% | 0.00% | 0.00% | 2.10% | 2.00% | 2.28% | 2.84% | 0.00% |
Financials
M12.DE vs. EMBJ - Financials Comparison
This section allows you to compare key financial metrics between M1 Kliniken AG and Embraer S.A. 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
M12.DE and EMBJ have a correlation of 0.09, 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 M12.DE and EMBJ
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