MRL.MC vs. ^IBEX
MRL.MC (Merlin Properties SOCIMI SA) is a stock, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, MRL.MC returned 8.97%/yr vs 8.37%/yr for ^IBEX. At a 0.49 correlation, their price movements are largely independent.
Performance
MRL.MC vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, MRL.MC achieves a 23.41% return, which is significantly higher than ^IBEX's 11.03% return. Over the past 10 years, MRL.MC has outperformed ^IBEX with an annualized return of 8.97%, while ^IBEX has yielded a comparatively lower 8.37% annualized return.
MRL.MC
- 1D
- 0.60%
- 1M
- -2.07%
- 6M
- 23.81%
- YTD
- 23.41%
- 1Y
- 35.78%
- 3Y*
- 25.60%
- 5Y*
- 16.19%
- 10Y*
- 8.97%
- ALL TIME*
- 11.65%
^IBEX
- 1D
- 0.00%
- 1M
- -0.67%
- 6M
- 8.78%
- YTD
- 11.03%
- 1Y
- 37.37%
- 3Y*
- 26.15%
- 5Y*
- 17.54%
- 10Y*
- 8.37%
- ALL TIME*
- 5.98%
MRL.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRL.MC Merlin Properties SOCIMI SA | 23.41% | 27.04% | 4.82% | 20.61% | 3.61% | 29.13% | -37.96% | 23.37% | -0.74% | 12.43% |
^IBEX IBEX 35 Index | 11.03% | 49.27% | 14.78% | 22.76% | -5.56% | 7.93% | -15.45% | 11.82% | -14.97% | 7.40% |
Correlation
The correlation between MRL.MC and ^IBEX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2014 | 0.49 |
The correlation between MRL.MC and ^IBEX has been stable across timeframes, ranging from 0.47 to 0.52 - a consistent structural relationship.
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Return for Risk
MRL.MC vs. ^IBEX — Risk / Return Rank
MRL.MC
^IBEX
MRL.MC vs. ^IBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merlin Properties SOCIMI SA (MRL.MC) and IBEX 35 Index (^IBEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MRL.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 3.82 | -1.01 |
| Martin ratioReturn relative to average drawdown | 6.78 | 12.83 | -6.05 |
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Drawdowns
MRL.MC vs. ^IBEX - Drawdown Comparison
The maximum MRL.MC drawdown since its inception was -56.42%, smaller than the maximum ^IBEX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for MRL.MC and ^IBEX.
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Drawdown Indicators
| MRL.MC | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.42% | -62.65% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -9.64% | -2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -25.95% | -12.60% | -13.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.95% | -20.93% | -5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -56.42% | -45.16% | -11.26% |
Current DrawdownCurrent decline from peak | -4.00% | -3.20% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -29.20% | +15.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 2.89% | +2.35% |
Volatility
MRL.MC vs. ^IBEX - Volatility Comparison
Merlin Properties SOCIMI SA (MRL.MC) has a higher volatility of 5.54% compared to IBEX 35 Index (^IBEX) at 4.00%. This indicates that MRL.MC's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRL.MC | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 4.00% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 18.41% | 13.86% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 16.08% | +6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.21% | 16.30% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.07% | 17.95% | +8.12% |
Frequently Asked Questions
MRL.MC and ^IBEX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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