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MRO.L vs. R3NK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRO.L vs. R3NK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Melrose Industries plc (MRO.L) and RENK Group AG (R3NK.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MRO.L is traded in GBp, while R3NK.DE is traded in EUR. To make them comparable, the R3NK.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MRO.L achieves a -21.16% return, which is significantly lower than R3NK.DE's -5.21% return.


MRO.L

1D
1.59%
1M
-5.04%
YTD
-21.16%
6M
-20.32%
1Y
-2.22%
3Y*
-1.01%
5Y*
11.47%
10Y*
15.75%

R3NK.DE

1D
-0.11%
1M
-7.08%
YTD
-5.21%
6M
2.59%
1Y
-34.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRO.L vs. R3NK.DE - Yearly Performance Comparison


2026 (YTD)20252024
MRO.L
Melrose Industries plc
-21.16%7.50%-6.28%
R3NK.DE
RENK Group AG
-5.21%209.28%-8.26%

Correlation

The correlation between MRO.L and R3NK.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2024

0.22

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Return for Risk

MRO.L vs. R3NK.DE — Risk / Return Rank

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

MRO.L
MRO.L Risk / Return Rank: 3737
Overall Rank
MRO.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MRO.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
MRO.L Omega Ratio Rank: 3434
Omega Ratio Rank
MRO.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MRO.L Martin Ratio Rank: 3838
Martin Ratio Rank

R3NK.DE
R3NK.DE Risk / Return Rank: 1515
Overall Rank
R3NK.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
R3NK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
R3NK.DE Omega Ratio Rank: 1616
Omega Ratio Rank
R3NK.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
R3NK.DE Martin Ratio Rank: 1717
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.

MRO.L vs. R3NK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Melrose Industries plc (MRO.L) and RENK Group AG (R3NK.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.


MRO.LR3NK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.02

0.92

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.07

-0.68

+0.61

Martin ratioReturn relative to average drawdown

-0.16

-1.10

+0.94

MRO.L vs. R3NK.DE - Sharpe Ratio Comparison

The current MRO.L Sharpe Ratio is -0.07, which is higher than the R3NK.DE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of MRO.L and R3NK.DE, 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


MRO.LR3NK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.64

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.87

-0.64

Drawdowns

MRO.L vs. R3NK.DE - Drawdown Comparison

The maximum MRO.L drawdown since its inception was -83.97%, which is greater than R3NK.DE's maximum drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for MRO.L and R3NK.DE.


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Drawdown Indicators


MRO.LR3NK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.97%

-51.93%

-32.04%

Max Drawdown (1Y)

Largest decline over 1 year

-33.02%

-50.86%

+17.84%

Max Drawdown (3Y)

Largest decline over 3 years

-42.82%

Max Drawdown (5Y)

Largest decline over 5 years

-42.82%

Max Drawdown (10Y)

Largest decline over 10 years

-70.08%

Current Drawdown

Current decline from peak

-31.96%

-42.47%

+10.51%

Average Drawdown

Average peak-to-trough decline

-23.91%

-27.34%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.64%

30.59%

-16.95%

Volatility

MRO.L vs. R3NK.DE - Volatility Comparison

The current volatility for Melrose Industries plc (MRO.L) is 12.38%, while RENK Group AG (R3NK.DE) has a volatility of 18.21%. This indicates that MRO.L experiences smaller price fluctuations and is considered to be less risky than R3NK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRO.LR3NK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.38%

18.21%

-5.83%

Volatility (6M)

Calculated over the trailing 6-month period

28.11%

37.90%

-9.79%

Volatility (1Y)

Calculated over the trailing 1-year period

34.04%

54.07%

-20.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.19%

60.66%

-20.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.45%

60.66%

-15.21%

Dividends

MRO.L vs. R3NK.DE - Dividend Comparison

MRO.L's dividend yield for the trailing twelve months is around 1.57%, more than R3NK.DE's 0.82% yield.


PositionTTM20252024202320222021202020192018201720162015
MRO.L
Melrose Industries plc
1.57%1.09%0.99%1.06%22.40%12.73%0.00%2.67%3.58%2.10%7.68%5.63%
R3NK.DE
RENK Group AG
0.82%0.78%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MRO.L vs. R3NK.DE - Financials Comparison

This section allows you to compare key financial metrics between Melrose Industries plc and RENK Group AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. MRO.L values in GBp, R3NK.DE values in EUR

Frequently Asked Questions


MRO.L and R3NK.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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