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MELE.BR vs. 36BZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MELE.BR vs. 36BZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Melexis NV (MELE.BR) and iShares MSCI China A UCITS ETF (36BZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MELE.BR achieves a 51.43% return, which is significantly higher than 36BZ.DE's 9.71% return. Over the past 10 years, MELE.BR has outperformed 36BZ.DE with an annualized return of 8.22%, while 36BZ.DE has yielded a comparatively lower 5.98% annualized return.


MELE.BR

1D
-1.63%
1M
13.52%
YTD
51.43%
6M
41.69%
1Y
35.62%
3Y*
4.33%
5Y*
3.71%
10Y*
8.22%

36BZ.DE

1D
-0.75%
1M
0.35%
YTD
9.71%
6M
11.84%
1Y
33.04%
3Y*
8.44%
5Y*
-0.23%
10Y*
5.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MELE.BR vs. 36BZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MELE.BR
Melexis NV
51.43%8.23%-35.08%17.47%-19.89%34.50%23.45%36.43%-37.75%35.83%
36BZ.DE
iShares MSCI China A UCITS ETF
9.71%10.25%19.91%-17.13%-21.26%13.41%28.50%37.21%-23.49%14.90%

Correlation

The correlation between MELE.BR and 36BZ.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2015

0.24

The correlation between MELE.BR and 36BZ.DE shifts across timeframes, from 0.20 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MELE.BR vs. 36BZ.DE — Risk / Return Rank

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

MELE.BR
MELE.BR Risk / Return Rank: 6868
Overall Rank
MELE.BR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MELE.BR Sortino Ratio Rank: 7070
Sortino Ratio Rank
MELE.BR Omega Ratio Rank: 6767
Omega Ratio Rank
MELE.BR Calmar Ratio Rank: 6565
Calmar Ratio Rank
MELE.BR Martin Ratio Rank: 6262
Martin Ratio Rank

36BZ.DE
36BZ.DE Risk / Return Rank: 7171
Overall Rank
36BZ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
36BZ.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
36BZ.DE Omega Ratio Rank: 6363
Omega Ratio Rank
36BZ.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
36BZ.DE Martin Ratio Rank: 7474
Martin Ratio Rank
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.

MELE.BR vs. 36BZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Melexis NV (MELE.BR) and iShares MSCI China A UCITS ETF (36BZ.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.


MELE.BR36BZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.21

1.38

-0.17

Calmar ratioReturn relative to maximum drawdown

1.21

5.10

-3.88

Martin ratioReturn relative to average drawdown

2.27

13.77

-11.50

MELE.BR vs. 36BZ.DE - Sharpe Ratio Comparison

The current MELE.BR Sharpe Ratio is 1.11, which is lower than the 36BZ.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of MELE.BR and 36BZ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MELE.BR36BZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.11

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.01

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.27

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.03

+0.43

Drawdowns

MELE.BR vs. 36BZ.DE - Drawdown Comparison

The maximum MELE.BR drawdown since its inception was -72.81%, which is greater than 36BZ.DE's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for MELE.BR and 36BZ.DE.


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Drawdown Indicators


MELE.BR36BZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.81%

-53.30%

-19.51%

Max Drawdown (1Y)

Largest decline over 1 year

-33.29%

-6.57%

-26.72%

Max Drawdown (3Y)

Largest decline over 3 years

-53.15%

-28.01%

-25.14%

Max Drawdown (5Y)

Largest decline over 5 years

-54.62%

-41.94%

-12.68%

Max Drawdown (10Y)

Largest decline over 10 years

-54.62%

-43.38%

-11.24%

Current Drawdown

Current decline from peak

-4.85%

-10.22%

+5.37%

Average Drawdown

Average peak-to-trough decline

-17.50%

-30.19%

+12.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.88%

2.44%

+15.44%

Volatility

MELE.BR vs. 36BZ.DE - Volatility Comparison

Melexis NV (MELE.BR) has a higher volatility of 12.72% compared to iShares MSCI China A UCITS ETF (36BZ.DE) at 5.55%. This indicates that MELE.BR's price experiences larger fluctuations and is considered to be riskier than 36BZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MELE.BR36BZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

5.55%

+7.17%

Volatility (6M)

Calculated over the trailing 6-month period

29.23%

10.96%

+18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

36.82%

15.83%

+20.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.09%

21.44%

+13.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.81%

22.10%

+13.71%

Dividends

MELE.BR vs. 36BZ.DE - Dividend Comparison

MELE.BR's dividend yield for the trailing twelve months is around 4.38%, while 36BZ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
36BZ.DE
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MELE.BR
Melexis NV
4.38%6.43%6.55%3.84%3.21%2.10%2.75%3.28%4.13%2.37%2.99%2.55%

Frequently Asked Questions


MELE.BR and 36BZ.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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