M12.DE vs. MSCI
M12.DE (M1 Kliniken AG) and MSCI (MSCI Inc.) are both stocks. M12.DE operates in Medical Care Facilities (Healthcare), while MSCI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, M12.DE returned 11.34%/yr vs 23.26%/yr for MSCI. At a 0.06 correlation, their price movements are largely independent.
Performance
M12.DE vs. MSCI - Performance Comparison
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Different Trading Currencies
M12.DE is traded in EUR, while MSCI is traded in USD. To make them comparable, the MSCI 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 MSCI's 12.97% return. Over the past 10 years, M12.DE has underperformed MSCI with an annualized return of 11.34%, while MSCI has yielded a comparatively higher 23.26% 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%
MSCI
- 1D
- -0.36%
- 1M
- 8.00%
- 6M
- 6.21%
- YTD
- 12.97%
- 1Y
- 11.67%
- 3Y*
- 7.32%
- 5Y*
- 3.86%
- 10Y*
- 23.26%
- ALL TIME*
- 21.79%
M12.DE vs. MSCI - 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% |
MSCI MSCI Inc. | 12.97% | -14.66% | 14.39% | 19.22% | -18.58% | 48.47% | 60.01% | 81.20% | 23.49% | 42.64% |
Correlation
The correlation between M12.DE and MSCI is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2015 | 0.06 |
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Return for Risk
M12.DE vs. MSCI — Risk / Return Rank
M12.DE
MSCI
M12.DE vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for M1 Kliniken AG (M12.DE) and MSCI Inc. (MSCI). 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 | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.10 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.63 | +0.61 |
| Martin ratioReturn relative to average drawdown | 3.19 | 1.74 | +1.45 |
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Drawdowns
M12.DE vs. MSCI - Drawdown Comparison
The maximum M12.DE drawdown since its inception was -77.71%, which is greater than MSCI's maximum drawdown of -63.74%. Use the drawdown chart below to compare losses from any high point for M12.DE and MSCI.
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Drawdown Indicators
| M12.DE | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.71% | -63.74% | -13.97% |
Max Drawdown (1Y)Largest decline over 1 year | -27.85% | -18.63% | -9.22% |
Max Drawdown (3Y)Largest decline over 3 years | -37.59% | -28.14% | -9.45% |
Max Drawdown (5Y)Largest decline over 5 years | -62.93% | -39.69% | -23.24% |
Max Drawdown (10Y)Largest decline over 10 years | -77.71% | -39.69% | -38.02% |
Current DrawdownCurrent decline from peak | -5.93% | -8.05% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -28.46% | -12.67% | -15.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 6.74% | +4.07% |
Volatility
M12.DE vs. MSCI - Volatility Comparison
M1 Kliniken AG (M12.DE) has a higher volatility of 15.86% compared to MSCI Inc. (MSCI) at 10.04%. This indicates that M12.DE's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| M12.DE | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.86% | 10.04% | +5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 32.48% | 23.49% | +8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.53% | 30.73% | +15.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.62% | 30.44% | +17.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.08% | 31.39% | +14.69% |
Dividends
M12.DE vs. MSCI - Dividend Comparison
M12.DE's dividend yield for the trailing twelve months is around 6.63%, more than MSCI's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSCI MSCI Inc. | 1.23% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Financials
M12.DE vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between M1 Kliniken AG and MSCI Inc.. 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 MSCI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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