MOUR.BR vs. ASOZY

Last updated Jun 4, 2026

MOUR.BR (Moury Construct SA) and ASOZY (Asseco Poland SA ADR) are both stocks. MOUR.BR operates in Engineering & Construction (Industrials), while ASOZY operates in Software - Application (Technology). Over the past 10 years, MOUR.BR returned 21.48%/yr vs 16.67%/yr for ASOZY. At a correlation of -0.04, they often move in opposite directions.

Performance

MOUR.BR vs. ASOZY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Moury Construct SA (MOUR.BR) and Asseco Poland SA ADR (ASOZY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MOUR.BR is traded in EUR, while ASOZY is traded in USD. To make them comparable, the ASOZY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MOUR.BR achieves a 38.30% return, which is significantly higher than ASOZY's -15.10% return. Over the past 10 years, MOUR.BR has outperformed ASOZY with an annualized return of 21.48%, while ASOZY has yielded a comparatively lower 16.67% annualized return.

MOUR.BR

• 1D: -0.26%
• 1M: 3.72%
• YTD: 38.30%
• 6M: 31.31%
• 1Y: 47.74%
• 3Y*: 30.25%
• 5Y*: 25.97%
• 10Y*: 21.48%

ASOZY

• 1D: 0.22%
• 1M: 0.55%
• YTD: -15.10%
• 6M: -17.34%
• 1Y: 15.11%
• 3Y*: 48.86%
• 5Y*: 27.00%
• 10Y*: 16.67%

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

MOUR.BR vs. ASOZY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MOUR.BR Moury Construct SA	38.30%	13.39%	21.87%	34.54%	-2.85%	81.05%	22.54%	22.66%	-1.05%	4.12%
ASOZY Asseco Poland SA ADR	-15.10%	145.83%	56.64%	20.40%	-33.82%	37.27%	23.27%	28.70%	1.56%	-7.75%

Correlation

The correlation between MOUR.BR and ASOZY is -0.07, 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	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	-0.07
Correlation (5Y) Calculated over the trailing 5-year period	-0.08
Correlation (10Y) Calculated over the trailing 10-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Jul 26, 2010	-0.04

Return for Risk

MOUR.BR vs. ASOZY — Risk / Return Rank

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

MOUR.BR

MOUR.BR Risk / Return Rank: 85
MOUR.BR Sharpe Ratio Rank: 87
MOUR.BR Sortino Ratio Rank: 85
MOUR.BR Omega Ratio Rank: 85
MOUR.BR Calmar Ratio Rank: 86
MOUR.BR Martin Ratio Rank: 83

ASOZY

ASOZY Risk / Return Rank: 59
ASOZY Sharpe Ratio Rank: 52
ASOZY Sortino Ratio Rank: 53
ASOZY Omega Ratio Rank: 84
ASOZY Calmar Ratio Rank: 52
ASOZY Martin Ratio Rank: 52

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.

MOUR.BR vs. ASOZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moury Construct SA (MOUR.BR) and Asseco Poland SA ADR (ASOZY). 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.

	MOUR.BR	ASOZY	Difference
Sharpe ratio: Return per unit of total volatility	1.88	0.28	+1.60
Sortino ratio: Return per unit of downside risk	2.68	0.90	+1.78
Omega ratio: Gain probability vs. loss probability	1.36	1.24	+0.12
Calmar ratio: Return relative to maximum drawdown	3.55	0.42	+3.13
Martin ratio: Return relative to average drawdown	7.76	0.88	+6.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MOUR.BR vs. ASOZY - Sharpe Ratio Comparison

The current MOUR.BR Sharpe Ratio is 1.88, which is higher than the ASOZY Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MOUR.BR and ASOZY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MOUR.BR	ASOZY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	0.28	+1.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.57	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.37	+0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.27	+0.31

Drawdowns

MOUR.BR vs. ASOZY - Drawdown Comparison

The maximum MOUR.BR drawdown since its inception was -35.71%, smaller than the maximum ASOZY drawdown of -40.52%. Use the drawdown chart below to compare losses from any high point for MOUR.BR and ASOZY.

Drawdown Indicators

	MOUR.BR	ASOZY	Difference
Max Drawdown Largest peak-to-trough decline	-35.71%	-40.52%	+4.81%
Max Drawdown (1Y) Largest decline over 1 year	-13.25%	-36.06%	+22.81%
Max Drawdown (3Y) Largest decline over 3 years	-30.41%	-36.06%	+5.65%
Max Drawdown (5Y) Largest decline over 5 years	-30.41%	-40.52%	+10.11%
Max Drawdown (10Y) Largest decline over 10 years	-30.41%	-40.52%	+10.11%
Current Drawdown Current decline from peak	-2.50%	-26.88%	+24.38%
Average Drawdown Average peak-to-trough decline	-7.86%	-14.37%	+6.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.10%	17.23%	-11.13%

Volatility

MOUR.BR vs. ASOZY - Volatility Comparison

The current volatility for Moury Construct SA (MOUR.BR) is 5.87%, while Asseco Poland SA ADR (ASOZY) has a volatility of 11.03%. This indicates that MOUR.BR experiences smaller price fluctuations and is considered to be less risky than ASOZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOUR.BR	ASOZY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	11.03%	-5.16%
Volatility (6M) Calculated over the trailing 6-month period	18.67%	37.00%	-18.33%
Volatility (1Y) Calculated over the trailing 1-year period	25.03%	53.70%	-28.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.44%	47.82%	-14.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.84%	45.79%	-15.95%

Dividends

MOUR.BR vs. ASOZY - Dividend Comparison

MOUR.BR's dividend yield for the trailing twelve months is around 1.12%, less than ASOZY's 10.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASOZY Asseco Poland SA ADR	10.29%	1.82%	4.31%	5.62%	6.09%	3.78%	3.15%	4.43%	5.65%	11.35%	12.69%	0.00%
MOUR.BR Moury Construct SA	1.12%	1.55%	1.52%	1.62%	1.85%	1.47%	2.33%	4.61%	2.70%	2.60%	2.64%	2.45%

Financials

Frequently Asked Questions

Can I hold both MOUR.BR and ASOZY in my portfolio?

MOUR.BR and ASOZY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.