MCO vs. DB1.DE
MCO (Moody's Corporation) and DB1.DE (Deutsche Börse AG) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, MCO returned 17.53%/yr vs 15.68%/yr for DB1.DE. At a 0.28 correlation, their price movements are largely independent.
Performance
MCO vs. DB1.DE - Performance Comparison
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Different Trading Currencies
MCO is traded in USD, while DB1.DE is traded in EUR. To make them comparable, the DB1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MCO achieves a -11.93% return, which is significantly lower than DB1.DE's 11.73% return. Over the past 10 years, MCO has outperformed DB1.DE with an annualized return of 17.53%, while DB1.DE has yielded a comparatively lower 15.68% annualized return.
MCO
- 1D
- 1.36%
- 1M
- 2.42%
- YTD
- -11.93%
- 6M
- -7.54%
- 1Y
- -6.12%
- 3Y*
- 10.65%
- 5Y*
- 6.32%
- 10Y*
- 17.53%
DB1.DE
- 1D
- 1.15%
- 1M
- 2.23%
- YTD
- 11.73%
- 6M
- 16.27%
- 1Y
- -6.78%
- 3Y*
- 19.08%
- 5Y*
- 14.19%
- 10Y*
- 15.68%
MCO vs. DB1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -11.93% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
DB1.DE Deutsche Börse AG | 11.73% | 15.19% | 14.85% | 21.76% | 5.74% | -0.53% | 11.18% | 33.71% | 5.57% | 48.34% |
Correlation
The correlation between MCO and DB1.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.28 |
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Return for Risk
MCO vs. DB1.DE — Risk / Return Rank
MCO
DB1.DE
MCO vs. DB1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and Deutsche Börse AG (DB1.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCO | DB1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.97 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.24 | -0.02 |
| Martin ratioReturn relative to average drawdown | -0.56 | -0.42 | -0.14 |
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Drawdowns
MCO vs. DB1.DE - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, roughly equal to the maximum DB1.DE drawdown of -80.24%. Use the drawdown chart below to compare losses from any high point for MCO and DB1.DE.
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Drawdown Indicators
| MCO | DB1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -80.24% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -27.68% | +4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -28.19% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -28.19% | -13.47% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -37.32% | -4.70% |
Current DrawdownCurrent decline from peak | -16.63% | -10.67% | -5.96% |
Average DrawdownAverage peak-to-trough decline | -17.76% | -31.61% | +13.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 16.25% | -5.26% |
Volatility
MCO vs. DB1.DE - Volatility Comparison
Moody's Corporation (MCO) has a higher volatility of 7.00% compared to Deutsche Börse AG (DB1.DE) at 6.52%. This indicates that MCO's price experiences larger fluctuations and is considered to be riskier than DB1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | DB1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 6.52% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 21.97% | 17.03% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.40% | 22.42% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.33% | 22.01% | +4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.84% | 23.27% | +4.57% |
Dividends
MCO vs. DB1.DE - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.88%, less than DB1.DE's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 1.68% | 1.79% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% |
MCO Moody's Corporation | 0.88% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
MCO vs. DB1.DE - Financials Comparison
This section allows you to compare key financial metrics between Moody's Corporation and Deutsche Börse AG. 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
Frequently Asked Questions
MCO and DB1.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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