MBG.DE vs. ^GSPC
Compare and contrast key facts about Mercedes-Benz Group AG (MBG.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MBG.DE or ^GSPC.
Key characteristics
MBG.DE | ^GSPC | |
---|---|---|
YTD Return | 15.96% | 8.61% |
1Y Return | 8.77% | 25.25% |
3Y Return (Ann) | 11.09% | 7.00% |
5Y Return (Ann) | 14.83% | 12.50% |
10Y Return (Ann) | 8.24% | 10.70% |
Sharpe Ratio | 0.36 | 2.36 |
Daily Std Dev | 19.84% | 11.60% |
Max Drawdown | -76.51% | -56.78% |
Current Drawdown | -5.33% | -1.40% |
Correlation
The correlation between MBG.DE and ^GSPC is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MBG.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, MBG.DE achieves a 15.96% return, which is significantly higher than ^GSPC's 8.61% return. Over the past 10 years, MBG.DE has underperformed ^GSPC with an annualized return of 8.24%, while ^GSPC has yielded a comparatively higher 10.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
MBG.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBG.DE) and S&P 500 (^GSPC). 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.
Drawdowns
MBG.DE vs. ^GSPC - Drawdown Comparison
The maximum MBG.DE drawdown since its inception was -76.51%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MBG.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
MBG.DE vs. ^GSPC - Volatility Comparison
Mercedes-Benz Group AG (MBG.DE) has a higher volatility of 7.76% compared to S&P 500 (^GSPC) at 4.08%. This indicates that MBG.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.