M4I.DE vs. RWE.DE
M4I.DE (Mastercard Inc) and RWE.DE (RWE AG) are both stocks. M4I.DE operates in Credit Services (Financial Services), while RWE.DE operates in Utilities - Diversified (Utilities). Over the past 5 years, M4I.DE returned 7.39%/yr vs 15.45%/yr for RWE.DE. At a 0.17 correlation, their price movements are largely independent.
Performance
M4I.DE vs. RWE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, M4I.DE achieves a -14.82% return, which is significantly lower than RWE.DE's 25.72% return.
M4I.DE
- 1D
- 3.97%
- 1M
- -0.79%
- YTD
- -14.82%
- 6M
- -11.34%
- 1Y
- -18.27%
- 3Y*
- 6.91%
- 5Y*
- 7.39%
- 10Y*
- —
RWE.DE
- 1D
- -2.35%
- 1M
- -6.09%
- YTD
- 25.72%
- 6M
- 32.15%
- 1Y
- 71.44%
- 3Y*
- 15.73%
- 5Y*
- 15.45%
- 10Y*
- 19.74%
M4I.DE vs. RWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
M4I.DE Mastercard Inc | -14.82% | -2.53% | 31.81% | 20.01% | 1.73% | 13.01% | 5.55% | 4.31% |
RWE.DE RWE AG | 25.72% | 62.21% | -27.81% | 1.17% | 19.08% | 6.06% | 33.85% | 3.68% |
Correlation
The correlation between M4I.DE and RWE.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.17 |
The correlation between M4I.DE and RWE.DE shifts across timeframes, from -0.03 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
M4I.DE vs. RWE.DE — Risk / Return Rank
M4I.DE
RWE.DE
M4I.DE vs. RWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Inc (M4I.DE) and RWE AG (RWE.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.
| M4I.DE | RWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.69 | ||
| Sortino ratioReturn per unit of downside risk | -4.81 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.47 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 6.76 | -7.58 |
| Martin ratioReturn relative to average drawdown | -1.69 | 16.53 | -18.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| M4I.DE | RWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.83 | 2.86 | -3.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.60 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.21 | +0.09 |
Drawdowns
M4I.DE vs. RWE.DE - Drawdown Comparison
The maximum M4I.DE drawdown since its inception was -39.36%, smaller than the maximum RWE.DE drawdown of -85.39%. Use the drawdown chart below to compare losses from any high point for M4I.DE and RWE.DE.
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Drawdown Indicators
| M4I.DE | RWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.36% | -85.39% | +46.03% |
Max Drawdown (1Y)Largest decline over 1 year | -21.97% | -10.37% | -11.60% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -30.49% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -32.19% | +5.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.02% | — |
Current DrawdownCurrent decline from peak | -23.84% | -8.19% | -15.65% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -33.25% | +24.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.69% | 4.25% | +6.44% |
Volatility
M4I.DE vs. RWE.DE - Volatility Comparison
Mastercard Inc (M4I.DE) has a higher volatility of 8.51% compared to RWE AG (RWE.DE) at 7.84%. This indicates that M4I.DE's price experiences larger fluctuations and is considered to be riskier than RWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| M4I.DE | RWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 7.84% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.76% | 18.59% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 24.49% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 25.60% | -1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.95% | 28.40% | -1.45% |
Dividends
M4I.DE vs. RWE.DE - Dividend Comparison
M4I.DE's dividend yield for the trailing twelve months is around 0.58%, less than RWE.DE's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
M4I.DE Mastercard Inc | 0.58% | 0.48% | 0.41% | 0.47% | 0.50% | 0.40% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWE.DE RWE AG | 2.15% | 2.43% | 3.47% | 2.19% | 2.16% | 2.38% | 4.63% | 2.56% | 7.91% | 0.00% | 1.10% | 8.54% |
Financials
M4I.DE vs. RWE.DE - Financials Comparison
This section allows you to compare key financial metrics between Mastercard Inc and RWE AG. 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
M4I.DE and RWE.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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