MHL.DE vs. PRAB.DE
MHL.DE (S&P Global Inc) is a stock, while PRAB.DE (Amundi Prime Euro Government Bonds 0-1Y UCITS ETF) is European Government Bonds fund tracking the Solactive Eurozone Government Bond 0-1 Year. Over the past 5 years, MHL.DE returned 3.86%/yr vs 1.66%/yr for PRAB.DE. At a 0.04 correlation, their price movements are largely independent.
Performance
MHL.DE vs. PRAB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MHL.DE achieves a -18.97% return, which is significantly lower than PRAB.DE's 0.87% return.
MHL.DE
- 1D
- 3.41%
- 1M
- 0.89%
- YTD
- -18.97%
- 6M
- -14.84%
- 1Y
- -18.96%
- 3Y*
- 1.85%
- 5Y*
- 3.86%
- 10Y*
- 14.70%
PRAB.DE
- 1D
- 0.06%
- 1M
- 0.22%
- YTD
- 0.87%
- 6M
- 0.94%
- 1Y
- 1.87%
- 3Y*
- 2.84%
- 5Y*
- 1.66%
- 10Y*
- —
MHL.DE vs. PRAB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MHL.DE S&P Global Inc | -18.97% | -5.99% | 22.36% | 26.77% | -24.06% | 63.32% | -7.69% |
PRAB.DE Amundi Prime Euro Government Bonds 0-1Y UCITS ETF | 0.87% | 2.18% | 3.56% | 2.85% | -0.79% | -0.60% | -0.12% |
Correlation
The correlation between MHL.DE and PRAB.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2020 | 0.04 |
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Return for Risk
MHL.DE vs. PRAB.DE — Risk / Return Rank
MHL.DE
PRAB.DE
MHL.DE vs. PRAB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc (MHL.DE) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.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.
| MHL.DE | PRAB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.86 | ||
| Sortino ratioReturn per unit of downside risk | -5.80 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.67 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 10.66 | -11.25 |
| Martin ratioReturn relative to average drawdown | -1.22 | 51.86 | -53.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MHL.DE | PRAB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 3.12 | -3.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 3.14 | -2.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 2.84 | -1.56 |
Drawdowns
MHL.DE vs. PRAB.DE - Drawdown Comparison
The maximum MHL.DE drawdown since its inception was -37.25%, which is greater than PRAB.DE's maximum drawdown of -1.67%. Use the drawdown chart below to compare losses from any high point for MHL.DE and PRAB.DE.
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Drawdown Indicators
| MHL.DE | PRAB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.25% | -1.67% | -35.58% |
Max Drawdown (1Y)Largest decline over 1 year | -32.65% | -0.18% | -32.47% |
Max Drawdown (3Y)Largest decline over 3 years | -37.25% | -0.18% | -37.07% |
Max Drawdown (5Y)Largest decline over 5 years | -37.25% | -1.30% | -35.95% |
Max Drawdown (10Y)Largest decline over 10 years | -37.25% | — | — |
Current DrawdownCurrent decline from peak | -29.42% | 0.00% | -29.42% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -0.41% | -9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.66% | 0.04% | +15.62% |
Volatility
MHL.DE vs. PRAB.DE - Volatility Comparison
S&P Global Inc (MHL.DE) has a higher volatility of 9.50% compared to Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) at 0.22%. This indicates that MHL.DE's price experiences larger fluctuations and is considered to be riskier than PRAB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MHL.DE | PRAB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 0.22% | +9.28% |
Volatility (6M)Calculated over the trailing 6-month period | 23.12% | 0.52% | +22.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 0.60% | +25.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.09% | 0.55% | +24.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.11% | 0.55% | +32.56% |
Dividends
MHL.DE vs. PRAB.DE - Dividend Comparison
MHL.DE's dividend yield for the trailing twelve months is around 0.78%, while PRAB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MHL.DE S&P Global Inc | 0.78% | 0.65% | 0.77% | 0.72% | 0.85% | 0.53% |
PRAB.DE Amundi Prime Euro Government Bonds 0-1Y UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MHL.DE and PRAB.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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