MRNA vs. SXRM.DE
MRNA (Moderna, Inc.) is a stock, while SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) is Government Bonds fund tracking the ICE US Treasury 7-10 Year. Over the past 5 years, MRNA returned -25.59%/yr vs -1.07%/yr for SXRM.DE. At a 0.08 correlation, their price movements are largely independent.
Performance
MRNA vs. SXRM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MRNA achieves a 69.24% return, which is significantly higher than SXRM.DE's -0.59% return.
MRNA
- 1D
- 0.54%
- 1M
- -0.24%
- YTD
- 69.24%
- 6M
- 69.42%
- 1Y
- 87.14%
- 3Y*
- -26.94%
- 5Y*
- -25.59%
- 10Y*
- —
SXRM.DE
- 1D
- 0.38%
- 1M
- 0.09%
- YTD
- -0.59%
- 6M
- 0.05%
- 1Y
- 4.19%
- 3Y*
- 2.95%
- 5Y*
- -1.07%
- 10Y*
- 0.67%
MRNA vs. SXRM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MRNA Moderna, Inc. | 69.24% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -30.59% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.59% | 8.56% | -0.51% | 3.57% | -14.86% | -3.03% | 9.73% | 9.02% | 0.85% |
Correlation
The correlation between MRNA and SXRM.DE 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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2018 | 0.08 |
The correlation between MRNA and SXRM.DE shifts across timeframes, from 0.08 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MRNA vs. SXRM.DE — Risk / Return Rank
MRNA
SXRM.DE
MRNA vs. SXRM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). 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.
| MRNA | SXRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 0.93 | +1.41 |
| Martin ratioReturn relative to average drawdown | 4.59 | 2.74 | +1.85 |
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Drawdowns
MRNA vs. SXRM.DE - Drawdown Comparison
The maximum MRNA drawdown since its inception was -95.38%, which is greater than SXRM.DE's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for MRNA and SXRM.DE.
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Drawdown Indicators
| MRNA | SXRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.38% | -23.31% | -72.07% |
Max Drawdown (1Y)Largest decline over 1 year | -35.51% | -4.02% | -31.49% |
Max Drawdown (3Y)Largest decline over 3 years | -86.58% | -7.24% | -79.34% |
Max Drawdown (5Y)Largest decline over 5 years | -95.38% | -20.90% | -74.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.31% | — |
Current DrawdownCurrent decline from peak | -89.70% | -10.34% | -79.36% |
Average DrawdownAverage peak-to-trough decline | -57.06% | -6.45% | -50.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.06% | 1.37% | +16.69% |
Volatility
MRNA vs. SXRM.DE - Volatility Comparison
Moderna, Inc. (MRNA) has a higher volatility of 17.56% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) at 1.86%. This indicates that MRNA's price experiences larger fluctuations and is considered to be riskier than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRNA | SXRM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.56% | 1.86% | +15.70% |
Volatility (6M)Calculated over the trailing 6-month period | 48.82% | 3.41% | +45.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.75% | 4.60% | +60.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.49% | 7.38% | +59.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.15% | 6.30% | +65.85% |
Dividends
MRNA vs. SXRM.DE - Dividend Comparison
Neither MRNA nor SXRM.DE has paid dividends to shareholders.
Frequently Asked Questions
MRNA and SXRM.DE 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.
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