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MIBX.L vs. PRY.MI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MIBX.L and PRY.MI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MIBX.L vs. PRY.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) and Prysmian SpA (PRY.MI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.18%
4.88%
MIBX.L
PRY.MI

Key characteristics

Sharpe Ratio

MIBX.L:

1.58

PRY.MI:

2.26

Sortino Ratio

MIBX.L:

2.20

PRY.MI:

2.65

Omega Ratio

MIBX.L:

1.27

PRY.MI:

1.38

Calmar Ratio

MIBX.L:

2.15

PRY.MI:

5.21

Martin Ratio

MIBX.L:

5.82

PRY.MI:

12.62

Ulcer Index

MIBX.L:

3.81%

PRY.MI:

5.29%

Daily Std Dev

MIBX.L:

14.07%

PRY.MI:

29.41%

Max Drawdown

MIBX.L:

-35.10%

PRY.MI:

-70.43%

Current Drawdown

MIBX.L:

0.00%

PRY.MI:

-6.39%

Returns By Period

In the year-to-date period, MIBX.L achieves a 10.92% return, which is significantly higher than PRY.MI's 9.31% return. Over the past 10 years, MIBX.L has underperformed PRY.MI with an annualized return of 10.81%, while PRY.MI has yielded a comparatively higher 17.38% annualized return.


MIBX.L

YTD

10.92%

1M

6.61%

6M

13.72%

1Y

23.57%

5Y*

12.90%

10Y*

10.81%

PRY.MI

YTD

9.31%

1M

5.38%

6M

11.15%

1Y

66.71%

5Y*

24.89%

10Y*

17.38%

*Annualized

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Risk-Adjusted Performance

MIBX.L vs. PRY.MI — Risk-Adjusted Performance Rank

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

MIBX.L
The Risk-Adjusted Performance Rank of MIBX.L is 6464
Overall Rank
The Sharpe Ratio Rank of MIBX.L is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MIBX.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MIBX.L is 6464
Omega Ratio Rank
The Calmar Ratio Rank of MIBX.L is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MIBX.L is 5555
Martin Ratio Rank

PRY.MI
The Risk-Adjusted Performance Rank of PRY.MI is 9393
Overall Rank
The Sharpe Ratio Rank of PRY.MI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of PRY.MI is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PRY.MI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PRY.MI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of PRY.MI is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MIBX.L vs. PRY.MI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) and Prysmian SpA (PRY.MI). 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.


Sharpe ratio
The chart of Sharpe ratio for MIBX.L, currently valued at 1.30, compared to the broader market0.002.004.001.301.74
The chart of Sortino ratio for MIBX.L, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.0012.001.802.13
The chart of Omega ratio for MIBX.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.30
The chart of Calmar ratio for MIBX.L, currently valued at 2.09, compared to the broader market0.005.0010.0015.002.093.41
The chart of Martin ratio for MIBX.L, currently valued at 5.25, compared to the broader market0.0020.0040.0060.0080.00100.005.257.79
MIBX.L
PRY.MI

The current MIBX.L Sharpe Ratio is 1.58, which is lower than the PRY.MI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of MIBX.L and PRY.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.30
1.74
MIBX.L
PRY.MI

Dividends

MIBX.L vs. PRY.MI - Dividend Comparison

MIBX.L's dividend yield for the trailing twelve months is around 3.54%, more than PRY.MI's 1.04% yield.


TTM20242023202220212020201920182017201620152014
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
3.54%3.93%3.72%3.89%2.08%1.55%4.02%4.05%2.75%3.56%3.05%0.00%
PRY.MI
Prysmian SpA
1.04%1.14%1.46%1.59%1.51%0.86%4.00%2.46%1.58%1.72%2.07%2.77%

Drawdowns

MIBX.L vs. PRY.MI - Drawdown Comparison

The maximum MIBX.L drawdown since its inception was -35.10%, smaller than the maximum PRY.MI drawdown of -70.43%. Use the drawdown chart below to compare losses from any high point for MIBX.L and PRY.MI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-6.60%
MIBX.L
PRY.MI

Volatility

MIBX.L vs. PRY.MI - Volatility Comparison

The current volatility for Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) is 4.16%, while Prysmian SpA (PRY.MI) has a volatility of 12.78%. This indicates that MIBX.L experiences smaller price fluctuations and is considered to be less risky than PRY.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
4.16%
12.78%
MIBX.L
PRY.MI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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