MQG.AX vs. CBA.AX
Compare and contrast key facts about Macquarie Group Limited (MQG.AX) and Commonwealth Bank of Australia (CBA.AX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MQG.AX or CBA.AX.
Correlation
The correlation between MQG.AX and CBA.AX is 0.59, 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.
Performance
MQG.AX vs. CBA.AX - Performance Comparison
Key characteristics
MQG.AX:
1.52
CBA.AX:
2.10
MQG.AX:
2.09
CBA.AX:
2.57
MQG.AX:
1.27
CBA.AX:
1.35
MQG.AX:
2.87
CBA.AX:
4.33
MQG.AX:
8.98
CBA.AX:
12.88
MQG.AX:
3.02%
CBA.AX:
3.08%
MQG.AX:
17.77%
CBA.AX:
18.85%
MQG.AX:
-95.64%
CBA.AX:
-58.53%
MQG.AX:
-5.19%
CBA.AX:
-6.12%
Fundamentals
MQG.AX:
A$86.35B
CBA.AX:
A$253.54B
MQG.AX:
A$10.98
CBA.AX:
A$5.62
MQG.AX:
20.42
CBA.AX:
26.98
MQG.AX:
2.95
CBA.AX:
2.54
MQG.AX:
A$24.71B
CBA.AX:
A$34.00B
MQG.AX:
A$31.41B
CBA.AX:
A$34.00B
MQG.AX:
A$2.31B
CBA.AX:
A$7.51B
Returns By Period
In the year-to-date period, MQG.AX achieves a 1.15% return, which is significantly higher than CBA.AX's -1.29% return. Over the past 10 years, MQG.AX has outperformed CBA.AX with an annualized return of 19.86%, while CBA.AX has yielded a comparatively lower 11.21% annualized return.
MQG.AX
1.15%
-0.89%
10.80%
26.55%
13.10%
19.86%
CBA.AX
-1.29%
-4.39%
16.30%
38.05%
16.72%
11.21%
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Risk-Adjusted Performance
MQG.AX vs. CBA.AX — Risk-Adjusted Performance Rank
MQG.AX
CBA.AX
MQG.AX vs. CBA.AX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Group Limited (MQG.AX) and Commonwealth Bank of Australia (CBA.AX). 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.
Dividends
MQG.AX vs. CBA.AX - Dividend Comparison
MQG.AX's dividend yield for the trailing twelve months is around 2.88%, less than CBA.AX's 3.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MQG.AX Macquarie Group Limited | 2.88% | 2.91% | 3.84% | 3.89% | 2.96% | 2.27% | 4.43% | 4.92% | 4.87% | 4.94% | 4.35% | 4.98% |
CBA.AX Commonwealth Bank of Australia | 3.07% | 3.03% | 4.03% | 3.75% | 3.47% | 3.63% | 5.39% | 5.95% | 5.34% | 5.10% | 4.90% | 4.68% |
Drawdowns
MQG.AX vs. CBA.AX - Drawdown Comparison
The maximum MQG.AX drawdown since its inception was -95.64%, which is greater than CBA.AX's maximum drawdown of -58.53%. Use the drawdown chart below to compare losses from any high point for MQG.AX and CBA.AX. For additional features, visit the drawdowns tool.
Volatility
MQG.AX vs. CBA.AX - Volatility Comparison
The current volatility for Macquarie Group Limited (MQG.AX) is 5.78%, while Commonwealth Bank of Australia (CBA.AX) has a volatility of 7.28%. This indicates that MQG.AX experiences smaller price fluctuations and is considered to be less risky than CBA.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MQG.AX vs. CBA.AX - Financials Comparison
This section allows you to compare key financial metrics between Macquarie Group Limited and Commonwealth Bank of Australia. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities