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

Correlation

The correlation between MBGYY and WMB is 0.49, 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.


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.

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Key characteristics

Sharpe Ratio

MBGYY:

-0.50

WMB:

1.97

Sortino Ratio

MBGYY:

-0.53

WMB:

2.46

Omega Ratio

MBGYY:

0.94

WMB:

1.35

Calmar Ratio

MBGYY:

-0.44

WMB:

4.38

Martin Ratio

MBGYY:

-0.81

WMB:

11.64

Ulcer Index

MBGYY:

18.01%

WMB:

4.59%

Daily Std Dev

MBGYY:

29.67%

WMB:

26.40%

Max Drawdown

MBGYY:

-72.18%

WMB:

-98.04%

Current Drawdown

MBGYY:

-18.44%

WMB:

-6.40%

Fundamentals

Market Cap

MBGYY:

$55.50B

WMB:

$70.40B

EPS

MBGYY:

$2.56

WMB:

$1.86

PE Ratio

MBGYY:

5.63

WMB:

31.00

PEG Ratio

MBGYY:

53.40

WMB:

2.48

PS Ratio

MBGYY:

0.39

WMB:

6.35

PB Ratio

MBGYY:

0.52

WMB:

5.60

Total Revenue (TTM)

MBGYY:

$142.95B

WMB:

$10.91B

Gross Profit (TTM)

MBGYY:

$28.03B

WMB:

$7.07B

EBITDA (TTM)

MBGYY:

$19.55B

WMB:

$5.96B

Returns By Period

In the year-to-date period, MBGYY achieves a 13.27% return, which is significantly higher than WMB's 7.50% return. Over the past 10 years, MBGYY has underperformed WMB with an annualized return of 3.25%, while WMB has yielded a comparatively higher 6.90% annualized return.


MBGYY

YTD

13.27%

1M

17.08%

6M

11.81%

1Y

-14.51%

5Y*

25.10%

10Y*

3.25%

WMB

YTD

7.50%

1M

4.70%

6M

4.21%

1Y

51.35%

5Y*

31.40%

10Y*

6.90%

*Annualized

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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 2525
Overall Rank
The Sharpe Ratio Rank of MBGYY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MBGYY is 2323
Sortino Ratio Rank
The Omega Ratio Rank of MBGYY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MBGYY is 2424
Calmar Ratio Rank
The Martin Ratio Rank of MBGYY is 3333
Martin Ratio Rank

WMB
The Risk-Adjusted Performance Rank of WMB is 9494
Overall Rank
The Sharpe Ratio Rank of WMB is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of WMB is 9191
Sortino Ratio Rank
The Omega Ratio Rank of WMB is 9191
Omega Ratio Rank
The Calmar Ratio Rank of WMB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WMB is 9696
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.


The current MBGYY Sharpe Ratio is -0.50, which is lower than the WMB Sharpe Ratio of 1.97. 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.


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Dividends

MBGYY vs. WMB - Dividend Comparison

MBGYY's dividend yield for the trailing twelve months is around 8.48%, more than WMB's 3.34% yield.


TTM20242023202220212020201920182017201620152014
MBGYY
Mercedes-Benz Group AG
8.48%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.
3.34%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 -72.18%, 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.


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Volatility

MBGYY vs. WMB - Volatility Comparison

Mercedes-Benz Group AG (MBGYY) has a higher volatility of 9.61% compared to The Williams Companies, Inc. (WMB) at 8.84%. This indicates that MBGYY's price experiences larger fluctuations and is considered to be riskier than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
33.22B
3.05B
(MBGYY) Total Revenue
(WMB) Total Revenue
Values in USD except per share items

MBGYY vs. WMB - Profitability Comparison

The chart below illustrates the profitability comparison between Mercedes-Benz Group AG and The Williams Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
19.8%
79.8%
(MBGYY) Gross Margin
(WMB) Gross Margin
MBGYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mercedes-Benz Group AG reported a gross profit of 6.56B and revenue of 33.22B. Therefore, the gross margin over that period was 19.8%.

WMB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Williams Companies, Inc. reported a gross profit of 2.43B and revenue of 3.05B. Therefore, the gross margin over that period was 79.8%.

MBGYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mercedes-Benz Group AG reported an operating income of 2.17B and revenue of 33.22B, resulting in an operating margin of 6.5%.

WMB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Williams Companies, Inc. reported an operating income of 1.09B and revenue of 3.05B, resulting in an operating margin of 35.9%.

MBGYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mercedes-Benz Group AG reported a net income of 1.68B and revenue of 33.22B, resulting in a net margin of 5.1%.

WMB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Williams Companies, Inc. reported a net income of 691.00M and revenue of 3.05B, resulting in a net margin of 22.7%.