MBG.DE vs. TM
MBG.DE (Mercedes-Benz Group AG) and TM (Toyota Motor Corporation) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 10 years, MBG.DE returned 7.07%/yr vs 8.14%/yr for TM. At a 0.32 correlation, their price movements are largely independent.
Performance
MBG.DE vs. TM - Performance Comparison
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Different Trading Currencies
MBG.DE is traded in EUR, while TM is traded in USD. To make them comparable, the TM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MBG.DE achieves a -14.45% return, which is significantly higher than TM's -17.01% return. Over the past 10 years, MBG.DE has underperformed TM with an annualized return of 7.07%, while TM has yielded a comparatively higher 8.14% annualized return.
MBG.DE
- 1D
- 1.22%
- 1M
- -4.63%
- YTD
- -14.45%
- 6M
- -16.56%
- 1Y
- 1.12%
- 3Y*
- -6.79%
- 5Y*
- 1.21%
- 10Y*
- 7.07%
TM
- 1D
- 0.08%
- 1M
- -7.78%
- YTD
- -17.01%
- 6M
- -14.69%
- 1Y
- -0.83%
- 3Y*
- 3.48%
- 5Y*
- 2.72%
- 10Y*
- 8.14%
MBG.DE vs. TM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | -14.45% | 21.32% | -7.21% | 10.02% | -1.84% | 43.95% | 20.57% | 16.53% | -30.79% | 5.85% |
TM Toyota Motor Corporation | -17.01% | 0.31% | 16.07% | 34.08% | -19.75% | 32.42% | 4.26% | 25.47% | -1.39% | -1.68% |
Correlation
The correlation between MBG.DE and TM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.32 |
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Return for Risk
MBG.DE vs. TM — Risk / Return Rank
MBG.DE
TM
MBG.DE vs. TM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBG.DE) and Toyota Motor Corporation (TM). 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.
| MBG.DE | TM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.08 | +0.05 |
| Martin ratioReturn relative to average drawdown | -0.06 | -0.21 | +0.15 |
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Drawdowns
MBG.DE vs. TM - Drawdown Comparison
The maximum MBG.DE drawdown since its inception was -76.49%, which is greater than TM's maximum drawdown of -46.78%. Use the drawdown chart below to compare losses from any high point for MBG.DE and TM.
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Drawdown Indicators
| MBG.DE | TM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.49% | -46.78% | -29.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.27% | -28.71% | +10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -34.35% | -36.44% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.35% | -36.44% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -66.63% | -36.44% | -30.19% |
Current DrawdownCurrent decline from peak | -21.37% | -31.95% | +10.58% |
Average DrawdownAverage peak-to-trough decline | -24.22% | -16.71% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 10.69% | -2.62% |
Volatility
MBG.DE vs. TM - Volatility Comparison
Mercedes-Benz Group AG (MBG.DE) and Toyota Motor Corporation (TM) have volatilities of 6.72% and 6.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBG.DE | TM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 6.42% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 20.03% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.27% | 28.72% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.54% | 26.32% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.47% | 23.63% | +6.84% |
Dividends
MBG.DE vs. TM - Dividend Comparison
MBG.DE's dividend yield for the trailing twelve months is around 7.29%, more than TM's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | 7.29% | 7.16% | 9.85% | 8.31% | 8.14% | 2.00% | 1.88% | 7.93% | 9.58% | 5.53% | 5.54% | 3.80% |
TM Toyota Motor Corporation | 1.64% | 2.95% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 1.30% | 3.40% | 2.96% | 3.23% | 5.59% |
Financials
MBG.DE vs. TM - Financials Comparison
This section allows you to compare key financial metrics between Mercedes-Benz Group AG and Toyota Motor Corporation. 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
MBG.DE and TM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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