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MOUR.BR vs. ENSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MOUR.BR vs. ENSG - Performance Comparison

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

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Different Trading Currencies

MOUR.BR is traded in EUR, while ENSG is traded in USD. To make them comparable, the ENSG 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 ENSG's -3.14% return. Over the past 10 years, MOUR.BR has underperformed ENSG with an annualized return of 21.48%, while ENSG has yielded a comparatively higher 24.57% 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%

ENSG

1D
0.81%
1M
-7.78%
YTD
-3.14%
6M
-6.30%
1Y
8.61%
3Y*
19.07%
5Y*
16.40%
10Y*
24.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOUR.BR vs. ENSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ENSG
The Ensign Group, Inc.
-3.14%15.74%26.46%15.32%19.99%24.06%48.12%28.36%83.92%-11.60%

Correlation

The correlation between MOUR.BR and ENSG is -0.04, 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

-0.04

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

-0.02

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

-0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2007

-0.00

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Return for Risk

MOUR.BR vs. ENSG — 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: 8585
Overall Rank
MOUR.BR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MOUR.BR Sortino Ratio Rank: 8585
Sortino Ratio Rank
MOUR.BR Omega Ratio Rank: 8585
Omega Ratio Rank
MOUR.BR Calmar Ratio Rank: 8686
Calmar Ratio Rank
MOUR.BR Martin Ratio Rank: 8383
Martin Ratio Rank

ENSG
ENSG Risk / Return Rank: 5252
Overall Rank
ENSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ENSG Sortino Ratio Rank: 5151
Sortino Ratio Rank
ENSG Omega Ratio Rank: 4848
Omega Ratio Rank
ENSG Calmar Ratio Rank: 5151
Calmar Ratio Rank
ENSG Martin Ratio Rank: 5454
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.

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

This table presents a comparison of risk-adjusted performance metrics for Moury Construct SA (MOUR.BR) and The Ensign Group, Inc. (ENSG). 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.BRENSGDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.36

1.09

+0.27

Calmar ratioReturn relative to maximum drawdown

3.55

0.37

+3.18

Martin ratioReturn relative to average drawdown

7.76

1.03

+6.73

MOUR.BR vs. ENSG - Sharpe Ratio Comparison

The current MOUR.BR Sharpe Ratio is 1.88, which is higher than the ENSG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MOUR.BR and ENSG, 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


MOUR.BRENSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

0.32

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.62

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.67

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.62

-0.04

Drawdowns

MOUR.BR vs. ENSG - Drawdown Comparison

The maximum MOUR.BR drawdown since its inception was -35.71%, smaller than the maximum ENSG drawdown of -57.05%. Use the drawdown chart below to compare losses from any high point for MOUR.BR and ENSG.


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Drawdown Indicators


MOUR.BRENSGDifference

Max Drawdown

Largest peak-to-trough decline

-35.71%

-57.05%

+21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-23.24%

+9.99%

Max Drawdown (3Y)

Largest decline over 3 years

-30.41%

-28.13%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

-28.13%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-30.41%

-55.98%

+25.57%

Current Drawdown

Current decline from peak

-2.50%

-22.20%

+19.70%

Average Drawdown

Average peak-to-trough decline

-7.86%

-12.47%

+4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.10%

8.40%

-2.30%

Volatility

MOUR.BR vs. ENSG - Volatility Comparison

The current volatility for Moury Construct SA (MOUR.BR) is 5.87%, while The Ensign Group, Inc. (ENSG) has a volatility of 8.01%. This indicates that MOUR.BR experiences smaller price fluctuations and is considered to be less risky than ENSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOUR.BRENSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

8.01%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.67%

21.06%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

25.03%

27.30%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.44%

26.38%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.84%

36.70%

-6.86%

Dividends

MOUR.BR vs. ENSG - Dividend Comparison

MOUR.BR's dividend yield for the trailing twelve months is around 1.12%, more than ENSG's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
ENSG
The Ensign Group, Inc.
0.15%0.14%0.18%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.67%
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

MOUR.BR vs. ENSG - Financials Comparison

This section allows you to compare key financial metrics between Moury Construct SA and The Ensign Group, Inc.. 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. MOUR.BR values in EUR, ENSG values in USD

Frequently Asked Questions


MOUR.BR and ENSG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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