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

Correlation

The correlation between MBGYY and WMB is 0.35, 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.


-0.50.00.51.00.3

Performance

MBGYY vs. WMB - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025February
120.34%
586.06%
MBGYY
WMB

Key characteristics

Sharpe Ratio

MBGYY:

-0.31

WMB:

3.30

Sortino Ratio

MBGYY:

-0.25

WMB:

3.82

Omega Ratio

MBGYY:

0.97

WMB:

1.56

Calmar Ratio

MBGYY:

-0.24

WMB:

6.15

Martin Ratio

MBGYY:

-0.38

WMB:

20.62

Ulcer Index

MBGYY:

21.58%

WMB:

3.63%

Daily Std Dev

MBGYY:

25.96%

WMB:

22.54%

Max Drawdown

MBGYY:

-72.19%

WMB:

-98.04%

Current Drawdown

MBGYY:

-22.57%

WMB:

-6.02%

Fundamentals

Market Cap

MBGYY:

$61.70B

WMB:

$70.04B

EPS

MBGYY:

$2.76

WMB:

$1.81

PE Ratio

MBGYY:

5.80

WMB:

31.48

PEG Ratio

MBGYY:

53.40

WMB:

9.62

Total Revenue (TTM)

MBGYY:

$107.14B

WMB:

$7.90B

Gross Profit (TTM)

MBGYY:

$21.14B

WMB:

$4.26B

EBITDA (TTM)

MBGYY:

$14.80B

WMB:

$5.08B

Returns By Period

In the year-to-date period, MBGYY achieves a 15.92% return, which is significantly higher than WMB's 5.28% return. Over the past 10 years, MBGYY has underperformed WMB with an annualized return of 2.54%, while WMB has yielded a comparatively higher 7.61% annualized return.


MBGYY

YTD

15.92%

1M

13.54%

6M

-2.97%

1Y

-11.20%

5Y*

16.09%

10Y*

2.54%

WMB

YTD

5.28%

1M

-3.65%

6M

31.63%

1Y

73.52%

5Y*

29.02%

10Y*

7.61%

*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. WMB — 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 2929
Overall Rank
The Sharpe Ratio Rank of MBGYY is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of MBGYY is 2525
Sortino Ratio Rank
The Omega Ratio Rank of MBGYY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of MBGYY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of MBGYY is 3737
Martin Ratio Rank

WMB
The Risk-Adjusted Performance Rank of WMB is 9797
Overall Rank
The Sharpe Ratio Rank of WMB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of WMB is 9595
Sortino Ratio Rank
The Omega Ratio Rank of WMB is 9696
Omega Ratio Rank
The Calmar Ratio Rank of WMB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WMB is 9797
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. WMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBGYY) and The Williams Companies, Inc. (WMB). 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 -0.31, compared to the broader market-2.000.002.004.00-0.313.30
The chart of Sortino ratio for MBGYY, currently valued at -0.25, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.253.82
The chart of Omega ratio for MBGYY, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.56
The chart of Calmar ratio for MBGYY, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.246.15
The chart of Martin ratio for MBGYY, currently valued at -0.38, compared to the broader market-10.000.0010.0020.0030.00-0.3820.62
MBGYY
WMB

The current MBGYY Sharpe Ratio is -0.31, which is lower than the WMB Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of MBGYY and WMB, 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.31
3.30
MBGYY
WMB

Dividends

MBGYY vs. WMB - Dividend Comparison

MBGYY's dividend yield for the trailing twelve months is around 9.01%, more than WMB's 3.33% yield.


TTM20242023202220212020201920182017201620152014
MBGYY
Mercedes-Benz Group AG
9.01%10.45%8.24%36.06%1.73%2.84%6.71%8.63%4.06%4.82%3.09%3.74%
WMB
The Williams Companies, Inc.
3.33%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%

Drawdowns

MBGYY vs. WMB - Drawdown Comparison

The maximum MBGYY drawdown since its inception was -72.19%, smaller than the maximum WMB drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for MBGYY and WMB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.57%
-6.02%
MBGYY
WMB

Volatility

MBGYY vs. WMB - Volatility Comparison

The current volatility for Mercedes-Benz Group AG (MBGYY) is 7.72%, while The Williams Companies, Inc. (WMB) has a volatility of 12.11%. This indicates that MBGYY experiences smaller price fluctuations and is considered to be less risky than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.72%
12.11%
MBGYY
WMB

Financials

MBGYY vs. WMB - Financials Comparison

This section allows you to compare key financial metrics between Mercedes-Benz Group AG and The Williams Companies, Inc.. 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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