MCO vs. FER.AS

Last updated Jun 13, 2026

MCO (Moody's Corporation) and FER.AS (Ferrovial SE) are both stocks. MCO operates in Financial Data & Stock Exchanges (Financial Services), while FER.AS operates in Infrastructure Operations (Industrials). Over the past year, MCO returned -6.12% vs 32.74% for FER.AS. At a 0.11 correlation, their price movements are largely independent.

Performance

MCO vs. FER.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moody's Corporation (MCO) and Ferrovial SE (FER.AS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MCO is traded in USD, while FER.AS is traded in EUR. To make them comparable, the FER.AS 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 FER.AS's 2.77% 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%

FER.AS

• 1D: 0.04%
• 1M: -2.40%
• YTD: 2.77%
• 6M: 0.86%
• 1Y: 32.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MCO vs. FER.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MCO Moody's Corporation	-11.93%	8.74%	22.17%	12.63%
FER.AS Ferrovial SE	2.77%	59.61%	16.48%	16.03%

Correlation

The correlation between MCO and FER.AS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jun 16, 2023	0.11

Return for Risk

MCO vs. FER.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCO

MCO Risk / Return Rank: 32
MCO Sharpe Ratio Rank: 33
MCO Sortino Ratio Rank: 29
MCO Omega Ratio Rank: 28
MCO Calmar Ratio Rank: 35
MCO Martin Ratio Rank: 33

FER.AS

FER.AS Risk / Return Rank: 67
FER.AS Sharpe Ratio Rank: 67
FER.AS Sortino Ratio Rank: 61
FER.AS Omega Ratio Rank: 62
FER.AS Calmar Ratio Rank: 71
FER.AS Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCO vs. FER.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and Ferrovial SE (FER.AS). 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	FER.AS	Difference
Sharpe ratio: Return per unit of total volatility	-0.23	0.86	-1.09
Sortino ratio: Return per unit of downside risk	-0.14	1.36	-1.50
Omega ratio: Gain probability vs. loss probability	0.98	1.18	-0.19
Calmar ratio: Return relative to maximum drawdown	-0.26	1.60	-1.86
Martin ratio: Return relative to average drawdown	-0.56	4.64	-5.19

MCO vs. FER.AS - Sharpe Ratio Comparison

The current MCO Sharpe Ratio is -0.23, which is lower than the FER.AS Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MCO and FER.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MCO vs. FER.AS - Drawdown Comparison

The maximum MCO drawdown since its inception was -78.72%, which is greater than FER.AS's maximum drawdown of -17.16%. Use the drawdown chart below to compare losses from any high point for MCO and FER.AS.

Drawdown Indicators

	MCO	FER.AS	Difference
Max Drawdown Largest peak-to-trough decline	-78.72%	-17.16%	-61.56%
Max Drawdown (1Y) Largest decline over 1 year	-23.61%	-17.16%	-6.45%
Max Drawdown (3Y) Largest decline over 3 years	-24.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.02%	—	—
Current Drawdown Current decline from peak	-16.63%	-10.41%	-6.22%
Average Drawdown Average peak-to-trough decline	-17.76%	-4.95%	-12.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.99%	5.95%	+5.04%

Volatility

MCO vs. FER.AS - Volatility Comparison

The current volatility for Moody's Corporation (MCO) is 7.00%, while Ferrovial SE (FER.AS) has a volatility of 10.67%. This indicates that MCO experiences smaller price fluctuations and is considered to be less risky than FER.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MCO	FER.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.00%	10.67%	-3.67%
Volatility (6M) Calculated over the trailing 6-month period	21.97%	21.73%	+0.24%
Volatility (1Y) Calculated over the trailing 1-year period	26.40%	32.27%	-5.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.33%	40.39%	-14.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.84%	40.39%	-12.55%

Dividends

MCO vs. FER.AS - Dividend Comparison

MCO's dividend yield for the trailing twelve months is around 0.88%, less than FER.AS's 1.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FER.AS Ferrovial SE	1.95%	1.58%	1.99%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Frequently Asked Questions

Can I hold both MCO and FER.AS in my portfolio?

MCO and FER.AS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.