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MGA vs. SHA0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MGA vs. SHA0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Magna International Inc. (MGA) and Schaeffler AG (SHA0.DE). The values are adjusted to include any dividend payments, if applicable.

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MGA vs. SHA0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGA
Magna International Inc.
6.87%33.72%-26.29%8.76%-28.04%16.57%33.41%24.30%-18.40%33.69%
SHA0.DE
Schaeffler AG
-12.57%137.30%-22.95%-3.17%-9.82%1.42%-10.81%35.46%-49.84%23.92%
Different Trading Currencies

MGA is traded in USD, while SHA0.DE is traded in EUR. To make them comparable, the SHA0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MGA achieves a 6.87% return, which is significantly higher than SHA0.DE's -12.57% return. Over the past 10 years, MGA has outperformed SHA0.DE with an annualized return of 6.26%, while SHA0.DE has yielded a comparatively lower 0.13% annualized return.


MGA

1D
1.27%
1M
-10.56%
YTD
6.87%
6M
21.15%
1Y
72.23%
3Y*
6.01%
5Y*
-5.44%
10Y*
6.26%

SHA0.DE

1D
5.34%
1M
-27.13%
YTD
-12.57%
6M
27.96%
1Y
123.00%
3Y*
11.49%
5Y*
5.22%
10Y*
0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MGA vs. SHA0.DE — Risk / Return Rank

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

MGA
MGA Risk / Return Rank: 9090
Overall Rank
MGA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MGA Sortino Ratio Rank: 9393
Sortino Ratio Rank
MGA Omega Ratio Rank: 9090
Omega Ratio Rank
MGA Calmar Ratio Rank: 8585
Calmar Ratio Rank
MGA Martin Ratio Rank: 9090
Martin Ratio Rank

SHA0.DE
SHA0.DE Risk / Return Rank: 8787
Overall Rank
SHA0.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SHA0.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
SHA0.DE Omega Ratio Rank: 8989
Omega Ratio Rank
SHA0.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHA0.DE Martin Ratio Rank: 8686
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.

MGA vs. SHA0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MGA) and Schaeffler AG (SHA0.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.


MGASHA0.DEDifference

Sharpe ratio

Return per unit of total volatility

2.05

2.56

-0.51

Sortino ratio

Return per unit of downside risk

3.22

2.76

+0.45

Omega ratio

Gain probability vs. loss probability

1.40

1.43

-0.03

Calmar ratio

Return relative to maximum drawdown

3.13

2.72

+0.41

Martin ratio

Return relative to average drawdown

11.27

9.43

+1.84

MGA vs. SHA0.DE - Sharpe Ratio Comparison

The current MGA Sharpe Ratio is 2.05, which is comparable to the SHA0.DE Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of MGA and SHA0.DE, 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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Sharpe Ratios by Period


MGASHA0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.56

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.13

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.00

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.02

+0.42

Correlation

The correlation between MGA and SHA0.DE is 0.37, 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.


Dividends

MGA vs. SHA0.DE - Dividend Comparison

MGA's dividend yield for the trailing twelve months is around 3.45%, more than SHA0.DE's 3.38% yield.


TTM20252024202320222021202020192018201720162015
MGA
Magna International Inc.
3.45%3.64%4.55%3.11%4.23%2.13%2.26%2.66%2.18%1.94%2.30%1.90%
SHA0.DE
Schaeffler AG
3.38%2.99%10.60%8.04%7.86%3.43%12.32%5.71%7.37%3.31%3.56%0.00%

Drawdowns

MGA vs. SHA0.DE - Drawdown Comparison

The maximum MGA drawdown since its inception was -79.01%, which is greater than SHA0.DE's maximum drawdown of -72.86%. Use the drawdown chart below to compare losses from any high point for MGA and SHA0.DE.


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Drawdown Indicators


MGASHA0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.01%

-68.87%

-10.14%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-43.69%

+20.22%

Max Drawdown (5Y)

Largest decline over 5 years

-66.02%

-50.95%

-15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

-68.87%

+2.85%

Current Drawdown

Current decline from peak

-35.03%

-37.72%

+2.69%

Average Drawdown

Average peak-to-trough decline

-21.37%

-38.01%

+16.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

12.46%

-5.95%

Volatility

MGA vs. SHA0.DE - Volatility Comparison

The current volatility for Magna International Inc. (MGA) is 10.06%, while Schaeffler AG (SHA0.DE) has a volatility of 16.68%. This indicates that MGA experiences smaller price fluctuations and is considered to be less risky than SHA0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGASHA0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

16.68%

-6.62%

Volatility (6M)

Calculated over the trailing 6-month period

27.43%

40.88%

-13.45%

Volatility (1Y)

Calculated over the trailing 1-year period

35.42%

47.82%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.35%

40.17%

-4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.22%

39.89%

-4.67%

Financials

MGA vs. SHA0.DE - Financials Comparison

This section allows you to compare key financial metrics between Magna International Inc. and Schaeffler 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. MGA values in USD, SHA0.DE values in EUR