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

Correlation

The correlation between MBGYY and GM is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MBGYY vs. GM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercedes-Benz Group AG (MBGYY) and General Motors Company (GM). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
87.89%
73.50%
MBGYY
GM

Key characteristics

Sharpe Ratio

MBGYY:

-0.92

GM:

0.15

Sortino Ratio

MBGYY:

-1.20

GM:

0.46

Omega Ratio

MBGYY:

0.85

GM:

1.06

Calmar Ratio

MBGYY:

-0.73

GM:

0.15

Martin Ratio

MBGYY:

-1.28

GM:

0.45

Ulcer Index

MBGYY:

21.83%

GM:

12.20%

Daily Std Dev

MBGYY:

30.38%

GM:

36.94%

Max Drawdown

MBGYY:

-72.19%

GM:

-59.95%

Current Drawdown

MBGYY:

-31.17%

GM:

-30.27%

Fundamentals

Market Cap

MBGYY:

$54.85B

GM:

$44.35B

EPS

MBGYY:

$2.88

GM:

$6.37

PE Ratio

MBGYY:

4.94

GM:

7.00

PEG Ratio

MBGYY:

53.40

GM:

1.15

PS Ratio

MBGYY:

0.38

GM:

0.24

PB Ratio

MBGYY:

0.52

GM:

0.70

Total Revenue (TTM)

MBGYY:

$109.72B

GM:

$144.43B

Gross Profit (TTM)

MBGYY:

$21.47B

GM:

$17.49B

EBITDA (TTM)

MBGYY:

$15.16B

GM:

$15.02B

Returns By Period

In the year-to-date period, MBGYY achieves a 3.04% return, which is significantly higher than GM's -16.12% return. Over the past 10 years, MBGYY has underperformed GM with an annualized return of 1.22%, while GM has yielded a comparatively higher 4.35% annualized return.


MBGYY

YTD

3.04%

1M

-12.75%

6M

-8.13%

1Y

-27.94%

5Y*

22.04%

10Y*

1.22%

GM

YTD

-16.12%

1M

-10.48%

6M

-8.94%

1Y

6.07%

5Y*

15.35%

10Y*

4.35%

*Annualized

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

MBGYY vs. GM — 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 1212
Overall Rank
The Sharpe Ratio Rank of MBGYY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of MBGYY is 1111
Sortino Ratio Rank
The Omega Ratio Rank of MBGYY is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MBGYY is 99
Calmar Ratio Rank
The Martin Ratio Rank of MBGYY is 2020
Martin Ratio Rank

GM
The Risk-Adjusted Performance Rank of GM is 5757
Overall Rank
The Sharpe Ratio Rank of GM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of GM is 5353
Sortino Ratio Rank
The Omega Ratio Rank of GM is 5252
Omega Ratio Rank
The Calmar Ratio Rank of GM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of GM is 6060
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. GM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MBGYY, currently valued at -0.92, compared to the broader market-2.00-1.000.001.002.003.00
MBGYY: -0.92
GM: 0.15
The chart of Sortino ratio for MBGYY, currently valued at -1.20, compared to the broader market-6.00-4.00-2.000.002.004.00
MBGYY: -1.20
GM: 0.46
The chart of Omega ratio for MBGYY, currently valued at 0.85, compared to the broader market0.501.001.502.00
MBGYY: 0.85
GM: 1.06
The chart of Calmar ratio for MBGYY, currently valued at -0.73, compared to the broader market0.001.002.003.004.00
MBGYY: -0.73
GM: 0.15
The chart of Martin ratio for MBGYY, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.00
MBGYY: -1.28
GM: 0.45

The current MBGYY Sharpe Ratio is -0.92, which is lower than the GM Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of MBGYY and GM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.92
0.15
MBGYY
GM

Dividends

MBGYY vs. GM - Dividend Comparison

MBGYY's dividend yield for the trailing twelve months is around 10.14%, more than GM's 1.08% yield.


TTM20242023202220212020201920182017201620152014
MBGYY
Mercedes-Benz Group AG
10.14%10.45%8.24%36.06%1.73%2.84%6.71%8.63%4.06%4.82%3.09%3.74%
GM
General Motors Company
1.08%0.90%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%

Drawdowns

MBGYY vs. GM - Drawdown Comparison

The maximum MBGYY drawdown since its inception was -72.19%, which is greater than GM's maximum drawdown of -59.95%. Use the drawdown chart below to compare losses from any high point for MBGYY and GM. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-31.17%
-30.27%
MBGYY
GM

Volatility

MBGYY vs. GM - Volatility Comparison

Mercedes-Benz Group AG (MBGYY) and General Motors Company (GM) have volatilities of 15.61% and 15.03%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.61%
15.03%
MBGYY
GM

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.


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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