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MBGYY vs. BMWYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MBGYY and BMWYY is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

MBGYY vs. BMWYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercedes-Benz Group AG (MBGYY) and Bayerische Motoren Werke AG ADR (BMWYY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-6.14%
-3.84%
MBGYY
BMWYY

Key characteristics

Fundamentals

Market Cap

MBGYY:

$57.12B

BMWYY:

$53.15B

EPS

MBGYY:

$2.73

BMWYY:

$6.16

PE Ratio

MBGYY:

5.43

BMWYY:

4.55

PEG Ratio

MBGYY:

53.40

BMWYY:

18.31

Total Revenue (TTM)

MBGYY:

$107.14B

BMWYY:

$105.96B

Gross Profit (TTM)

MBGYY:

$21.14B

BMWYY:

$17.47B

EBITDA (TTM)

MBGYY:

$14.80B

BMWYY:

$12.30B

Returns By Period


MBGYY

YTD

7.31%

1M

5.55%

6M

-6.14%

1Y

-15.98%

5Y*

13.90%

10Y*

1.82%

BMWYY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MBGYY vs. BMWYY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MBGYY
The Risk-Adjusted Performance Rank of MBGYY is 1919
Overall Rank
The Sharpe Ratio Rank of MBGYY is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of MBGYY is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MBGYY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of MBGYY is 1919
Calmar Ratio Rank
The Martin Ratio Rank of MBGYY is 3030
Martin Ratio Rank

BMWYY
The Risk-Adjusted Performance Rank of BMWYY is 1919
Overall Rank
The Sharpe Ratio Rank of BMWYY is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BMWYY is 1616
Sortino Ratio Rank
The Omega Ratio Rank of BMWYY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BMWYY is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BMWYY is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MBGYY vs. BMWYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBGYY) and Bayerische Motoren Werke AG ADR (BMWYY). 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.


Sharpe ratio
The chart of Sharpe ratio for MBGYY, currently valued at -0.60, compared to the broader market-2.000.002.004.00-0.60-0.71
The chart of Sortino ratio for MBGYY, currently valued at -0.66, compared to the broader market-6.00-4.00-2.000.002.004.00-0.66-0.82
The chart of Omega ratio for MBGYY, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.88
The chart of Calmar ratio for MBGYY, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45-0.47
The chart of Martin ratio for MBGYY, currently valued at -0.72, compared to the broader market0.0010.0020.0030.00-0.72-0.83
MBGYY
BMWYY


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20SeptemberOctoberNovemberDecember2025February
-0.60
-0.71
MBGYY
BMWYY

Dividends

MBGYY vs. BMWYY - Dividend Comparison

MBGYY's dividend yield for the trailing twelve months is around 9.74%, while BMWYY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MBGYY
Mercedes-Benz Group AG
9.74%10.45%8.24%36.06%1.73%2.84%6.71%8.63%4.06%4.82%3.09%3.74%
BMWYY
Bayerische Motoren Werke AG ADR
7.74%7.74%8.27%6.78%2.31%3.10%4.80%5.82%3.72%3.90%3.16%3.34%

Drawdowns

MBGYY vs. BMWYY - Drawdown Comparison


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%SeptemberOctoberNovemberDecember2025February
-28.32%
-28.39%
MBGYY
BMWYY

Volatility

MBGYY vs. BMWYY - Volatility Comparison

Mercedes-Benz Group AG (MBGYY) has a higher volatility of 6.75% compared to Bayerische Motoren Werke AG ADR (BMWYY) at 0.00%. This indicates that MBGYY's price experiences larger fluctuations and is considered to be riskier than BMWYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.75%
0
MBGYY
BMWYY

Financials

MBGYY vs. BMWYY - Financials Comparison

This section allows you to compare key financial metrics between Mercedes-Benz Group AG and Bayerische Motoren Werke AG ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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