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MRL.MC vs. ^IBEX
Performance
Return for Risk
Drawdowns
Volatility

Performance

MRL.MC vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Merlin Properties SOCIMI SA (MRL.MC) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MRL.MC achieves a 20.05% return, which is significantly higher than ^IBEX's 5.59% return. Over the past 10 years, MRL.MC has outperformed ^IBEX with an annualized return of 8.26%, while ^IBEX has yielded a comparatively lower 7.55% annualized return.


MRL.MC

1D
-1.26%
1M
-1.57%
YTD
20.05%
6M
20.53%
1Y
42.88%
3Y*
25.83%
5Y*
14.70%
10Y*
8.26%

^IBEX

1D
0.55%
1M
0.95%
YTD
5.59%
6M
9.51%
1Y
28.67%
3Y*
25.31%
5Y*
15.00%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRL.MC vs. ^IBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRL.MC
Merlin Properties SOCIMI SA
20.05%26.41%4.74%19.79%1.39%28.76%-38.19%21.68%-3.04%12.03%
^IBEX
IBEX 35 Index
5.59%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 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.48

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

0.54

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2014

0.49

The correlation between MRL.MC and ^IBEX has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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Return for Risk

MRL.MC vs. ^IBEX — Risk / Return Rank

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

MRL.MC
MRL.MC Risk / Return Rank: 8484
Overall Rank
MRL.MC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MRL.MC Sortino Ratio Rank: 8585
Sortino Ratio Rank
MRL.MC Omega Ratio Rank: 8383
Omega Ratio Rank
MRL.MC Calmar Ratio Rank: 8484
Calmar Ratio Rank
MRL.MC Martin Ratio Rank: 8484
Martin Ratio Rank

^IBEX
^IBEX Risk / Return Rank: 6868
Overall Rank
^IBEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^IBEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
^IBEX Omega Ratio Rank: 6969
Omega Ratio Rank
^IBEX Calmar Ratio Rank: 7575
Calmar Ratio Rank
^IBEX Martin Ratio Rank: 6868
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.

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.


MRL.MC^IBEXDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

3.27

2.99

+0.28

Martin ratioReturn relative to average drawdown

8.03

9.92

-1.89

MRL.MC vs. ^IBEX - Sharpe Ratio Comparison

The current MRL.MC Sharpe Ratio is 1.89, which is comparable to the ^IBEX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MRL.MC and ^IBEX, 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


MRL.MC^IBEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.82

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.90

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.40

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.26

+0.08

Drawdowns

MRL.MC vs. ^IBEX - Drawdown Comparison

The maximum MRL.MC drawdown since its inception was -56.58%, 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^IBEXDifference

Max Drawdown

Largest peak-to-trough decline

-56.58%

-62.65%

+6.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-9.64%

-3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-25.95%

-12.60%

-13.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.95%

-21.76%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-56.58%

-45.16%

-11.42%

Current Drawdown

Current decline from peak

-2.85%

-1.19%

-1.66%

Average Drawdown

Average peak-to-trough decline

-14.36%

-28.32%

+13.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

2.90%

+2.35%

Volatility

MRL.MC vs. ^IBEX - Volatility Comparison

Merlin Properties SOCIMI SA (MRL.MC) has a higher volatility of 7.03% compared to IBEX 35 Index (^IBEX) at 4.44%. 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^IBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

4.44%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

13.16%

+5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.21%

15.88%

+6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

16.30%

+9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.73%

18.50%

+8.23%

Frequently Asked Questions


MRL.MC and ^IBEX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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