PortfoliosLab logoPortfoliosLab logo
MRX vs. GTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRX vs. GTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marex Group PLC (MRX) and Garrett Motion Inc. (GTX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MRX achieves a 71.45% return, which is significantly lower than GTX's 99.14% return.


MRX

1D
0.69%
1M
22.74%
YTD
71.45%
6M
66.88%
1Y
69.47%
3Y*
5Y*
10Y*

GTX

1D
0.50%
1M
3.86%
YTD
99.14%
6M
96.22%
1Y
250.41%
3Y*
68.91%
5Y*
34.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRX vs. GTX - Yearly Performance Comparison


2026 (YTD)20252024
MRX
Marex Group PLC
71.45%25.07%61.52%
GTX
Garrett Motion Inc.
99.14%97.23%-8.32%

Correlation

The correlation between MRX and GTX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2024

0.24

Fundamentals

Market Cap

MRX:

$4.97B

GTX:

$6.66B

EPS

MRX:

$7.12

GTX:

$1.72

PE Ratio

MRX:

9.17

GTX:

20.06

PEG Ratio

MRX:

0.18

GTX:

0.16

PS Ratio

MRX:

0.74

GTX:

2.54

Total Revenue (TTM)

MRX:

$6.52B

GTX:

$2.71B

Gross Profit (TTM)

MRX:

$4.00B

GTX:

$855.00M

EBITDA (TTM)

MRX:

$2.07B

GTX:

$452.00M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MRX vs. GTX — Risk / Return Rank

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

MRX
MRX Risk / Return Rank: 8181
Overall Rank
MRX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MRX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MRX Omega Ratio Rank: 8181
Omega Ratio Rank
MRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
MRX Martin Ratio Rank: 7979
Martin Ratio Rank

GTX
GTX Risk / Return Rank: 9999
Overall Rank
GTX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GTX Sortino Ratio Rank: 9999
Sortino Ratio Rank
GTX Omega Ratio Rank: 9898
Omega Ratio Rank
GTX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GTX Martin Ratio Rank: 9999
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.

MRX vs. GTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marex Group PLC (MRX) and Garrett Motion Inc. (GTX). 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.


MRXGTXDifference
Sharpe ratioReturn per unit of total volatility

-3.51

Sortino ratioReturn per unit of downside risk

-4.60

Omega ratioGain probability vs. loss probability

1.30

1.85

-0.56

Calmar ratioReturn relative to maximum drawdown

2.34

12.69

-10.35

Martin ratioReturn relative to average drawdown

5.93

41.29

-35.36

MRX vs. GTX - Sharpe Ratio Comparison

The current MRX Sharpe Ratio is 1.75, which is lower than the GTX Sharpe Ratio of 5.26. The chart below compares the historical Sharpe Ratios of MRX and GTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MRX vs. GTX - Drawdown Comparison

The maximum MRX drawdown since its inception was -41.13%, smaller than the maximum GTX drawdown of -93.91%. Use the drawdown chart below to compare losses from any high point for MRX and GTX.


Loading charts...

Drawdown Indicators


MRXGTXDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-93.91%

+52.78%

Max Drawdown (1Y)

Largest decline over 1 year

-29.90%

-19.87%

-10.03%

Max Drawdown (3Y)

Largest decline over 3 years

-26.82%

Max Drawdown (5Y)

Largest decline over 5 years

-31.66%

Current Drawdown

Current decline from peak

0.00%

-0.35%

+0.35%

Average Drawdown

Average peak-to-trough decline

-12.02%

-56.17%

+44.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.76%

6.10%

+5.66%

Volatility

MRX vs. GTX - Volatility Comparison

Marex Group PLC (MRX) and Garrett Motion Inc. (GTX) have volatilities of 12.86% and 12.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MRXGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.86%

12.34%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

29.49%

35.34%

-5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

40.03%

48.06%

-8.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.65%

41.54%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.65%

64.01%

-22.36%

Dividends

MRX vs. GTX - Dividend Comparison

MRX's dividend yield for the trailing twelve months is around 0.93%, more than GTX's 0.87% yield.


PositionTTM20252024
GTX
Garrett Motion Inc.
0.87%1.49%0.00%
MRX
Marex Group PLC
0.93%1.54%0.90%

Financials

MRX vs. GTX - Financials Comparison

This section allows you to compare key financial metrics between Marex Group PLC and Garrett Motion Inc.. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202120222023202420252026
3.13B
0
(MRX) Total Revenue
(GTX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MRX and GTX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRX has higher volatility (12.86%) compared to GTX (12.34%). In terms of maximum drawdown, MRX dropped -41.13% vs GTX's -93.91%.

GTX currently has the higher Sharpe Ratio (5.26 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MRX and GTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer