MOUR.BR vs. GDWN.L

Last updated Jun 4, 2026

MOUR.BR (Moury Construct SA) and GDWN.L (Goodwin plc) are both stocks. Both are in the Industrials sector — MOUR.BR in Engineering & Construction, GDWN.L in Specialty Industrial Machinery. Over the past 10 years, MOUR.BR returned 21.48%/yr vs 24.24%/yr for GDWN.L. At a 0.03 correlation, their price movements are largely independent.

Performance

MOUR.BR vs. GDWN.L - Performance Comparison

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

Different Trading Currencies

MOUR.BR is traded in EUR, while GDWN.L is traded in GBp. To make them comparable, the GDWN.L 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 GDWN.L's -31.46% return. Over the past 10 years, MOUR.BR has underperformed GDWN.L with an annualized return of 21.48%, while GDWN.L has yielded a comparatively higher 24.24% 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%

GDWN.L

• 1D: -3.41%
• 1M: 19.33%
• YTD: -31.46%
• 6M: -30.39%
• 1Y: 99.50%
• 3Y*: 51.35%
• 5Y*: 40.14%
• 10Y*: 24.24%

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

MOUR.BR vs. GDWN.L - 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%
GDWN.L Goodwin plc	-31.46%	169.06%	46.05%	81.01%	-0.10%	16.26%	-0.55%	29.40%	26.92%	14.05%

Correlation

The correlation between MOUR.BR and GDWN.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.03

The correlation between MOUR.BR and GDWN.L shifts across timeframes, from 0.03 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MOUR.BR vs. GDWN.L — 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

GDWN.L

GDWN.L Risk / Return Rank: 76
GDWN.L Sharpe Ratio Rank: 78
GDWN.L Sortino Ratio Rank: 73
GDWN.L Omega Ratio Rank: 85
GDWN.L Calmar Ratio Rank: 72
GDWN.L Martin Ratio Rank: 72

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. GDWN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moury Construct SA (MOUR.BR) and Goodwin plc (GDWN.L). 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	GDWN.L	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.21	+0.67
Sortino ratio: Return per unit of downside risk	2.68	1.84	+0.84
Omega ratio: Gain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratio: Return relative to maximum drawdown	3.55	1.66	+1.89
Martin ratio: Return relative to average drawdown	7.76	4.06	+3.70
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. GDWN.L - Sharpe Ratio Comparison

The current MOUR.BR Sharpe Ratio is 1.88, which is higher than the GDWN.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MOUR.BR and GDWN.L, 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	GDWN.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	1.21	+0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.79	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.52	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.41	+0.17

Drawdowns

MOUR.BR vs. GDWN.L - Drawdown Comparison

The maximum MOUR.BR drawdown since its inception was -35.71%, smaller than the maximum GDWN.L drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for MOUR.BR and GDWN.L.

Drawdown Indicators

	MOUR.BR	GDWN.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.71%	-65.43%	+29.72%
Max Drawdown (1Y) Largest decline over 1 year	-13.25%	-59.61%	+46.36%
Max Drawdown (3Y) Largest decline over 3 years	-30.41%	-59.61%	+29.20%
Max Drawdown (5Y) Largest decline over 5 years	-30.41%	-59.61%	+29.20%
Max Drawdown (10Y) Largest decline over 10 years	-30.41%	-59.61%	+29.20%
Current Drawdown Current decline from peak	-2.50%	-47.56%	+45.06%
Average Drawdown Average peak-to-trough decline	-7.86%	-22.69%	+14.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.10%	24.44%	-18.34%

Volatility

MOUR.BR vs. GDWN.L - Volatility Comparison

The current volatility for Moury Construct SA (MOUR.BR) is 5.87%, while Goodwin plc (GDWN.L) has a volatility of 18.99%. This indicates that MOUR.BR experiences smaller price fluctuations and is considered to be less risky than GDWN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOUR.BR	GDWN.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	18.99%	-13.12%
Volatility (6M) Calculated over the trailing 6-month period	18.67%	77.57%	-58.90%
Volatility (1Y) Calculated over the trailing 1-year period	25.03%	81.87%	-56.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.44%	50.50%	-17.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.84%	46.39%	-16.55%

Dividends

MOUR.BR vs. GDWN.L - Dividend Comparison

MOUR.BR's dividend yield for the trailing twelve months is around 1.12%, less than GDWN.L's 5.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GDWN.L Goodwin plc	5.65%	3.47%	1.58%	1.93%	1.62%	3.17%	2.68%	3.23%	3.31%	2.09%	2.42%	2.30%
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 GDWN.L in my portfolio?

MOUR.BR and GDWN.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.