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 8.26%/yr vs 7.55%/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 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%
MRL.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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.
| MRL.MC | ^IBEX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MRL.MC | ^IBEX | Difference | |
|---|---|---|---|
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 | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.85% | -1.19% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -28.32% | +13.96% |
Ulcer IndexDepth 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 | ^IBEX | Difference | |
|---|---|---|---|
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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