MBGYY vs. GM
MBGYY (Mercedes-Benz Group AG) and GM (General Motors Company) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 3 years, MBGYY returned -2.40%/yr vs 34.85%/yr for GM. At a 0.47 correlation, their price movements are largely independent.
Performance
MBGYY vs. GM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MBGYY achieves a -12.67% return, which is significantly lower than GM's 0.71% return.
MBGYY
- 1D
- -3.55%
- 1M
- 3.60%
- YTD
- -12.67%
- 6M
- -8.55%
- 1Y
- 4.39%
- 3Y*
- -2.40%
- 5Y*
- —
- 10Y*
- —
GM
- 1D
- -0.04%
- 1M
- 7.93%
- YTD
- 0.71%
- 6M
- 9.86%
- 1Y
- 68.22%
- 3Y*
- 34.85%
- 5Y*
- 6.02%
- 10Y*
- 13.01%
MBGYY vs. GM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MBGYY Mercedes-Benz Group AG | -12.67% | 38.11% | -13.59% | 13.78% | 12.68% |
GM General Motors Company | 0.71% | 54.24% | 49.84% | 7.92% | -18.54% |
Correlation
The correlation between MBGYY and GM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2022 | 0.47 |
Fundamentals
MBGYY:
$54.89B
GM:
$75.12B
MBGYY:
$1.26
GM:
$2.68
MBGYY:
11.41
GM:
30.48
MBGYY:
0.43
GM:
0.42
MBGYY:
0.58
GM:
1.20
MBGYY:
$131.11B
GM:
$184.62B
MBGYY:
$21.32B
GM:
$11.25B
MBGYY:
$19.81B
GM:
$13.56B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MBGYY vs. GM — Risk / Return Rank
MBGYY
GM
MBGYY vs. GM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBGYY) and General Motors Company (GM). 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.
| MBGYY | GM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.38 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 4.29 | -4.06 |
| Martin ratioReturn relative to average drawdown | 0.54 | 10.62 | -10.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MBGYY | GM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.99 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.23 | +0.07 |
Drawdowns
MBGYY vs. GM - Drawdown Comparison
The maximum MBGYY drawdown since its inception was -33.47%, smaller than the maximum GM drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for MBGYY and GM.
Loading charts...
Drawdown Indicators
| MBGYY | GM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.47% | -59.96% | +26.49% |
Max Drawdown (1Y)Largest decline over 1 year | -19.10% | -16.00% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -33.47% | -34.02% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -58.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.96% | — |
Current DrawdownCurrent decline from peak | -15.03% | -5.19% | -9.84% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -21.54% | +9.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 6.45% | +1.72% |
Volatility
MBGYY vs. GM - Volatility Comparison
The current volatility for Mercedes-Benz Group AG (MBGYY) is 8.25%, while General Motors Company (GM) has a volatility of 11.26%. This indicates that MBGYY experiences smaller price fluctuations and is considered to be less risky than GM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MBGYY | GM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.25% | 11.26% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 19.01% | 23.54% | -4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.38% | 34.58% | -7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.60% | 36.58% | -8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.60% | 36.91% | -9.31% |
Dividends
MBGYY vs. GM - Dividend Comparison
MBGYY's dividend yield for the trailing twelve months is around 7.04%, more than GM's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GM General Motors Company | 0.77% | 0.70% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% |
MBGYY Mercedes-Benz Group AG | 7.04% | 6.95% | 10.45% | 8.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MBGYY vs. GM - Financials Comparison
This section allows you to compare key financial metrics between Mercedes-Benz Group AG and General Motors Company. 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
MBGYY vs. GM - Profitability Comparison
MBGYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mercedes-Benz Group AG reported a gross profit of 5.55B and revenue of 32.12B. Therefore, the gross margin over that period was 17.3%.
GM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a gross profit of 5.00B and revenue of 43.62B. Therefore, the gross margin over that period was 11.5%.
MBGYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mercedes-Benz Group AG reported an operating income of 1.67B and revenue of 32.12B, resulting in an operating margin of 5.2%.
GM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported an operating income of 2.93B and revenue of 43.62B, resulting in an operating margin of 6.7%.
MBGYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mercedes-Benz Group AG reported a net income of 1.44B and revenue of 32.12B, resulting in a net margin of 4.5%.
GM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a net income of 2.63B and revenue of 43.62B, resulting in a net margin of 6.0%.
Frequently Asked Questions
MBGYY and GM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GM has higher volatility (11.26%) compared to MBGYY (8.25%). In terms of maximum drawdown, MBGYY dropped -33.47% vs GM's -59.96%.
GM currently has the higher Sharpe Ratio (1.99 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MBGYY and GM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer