MTUAY vs. GLEN.L
MTUAY (MTU Aero Engines AG) and GLEN.L (Glencore plc) are both stocks. MTUAY operates in Aerospace & Defense (Industrials), while GLEN.L operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, MTUAY returned 15.13%/yr vs 20.71%/yr for GLEN.L. At a 0.19 correlation, their price movements are largely independent.
Performance
MTUAY vs. GLEN.L - Performance Comparison
Loading charts...
Different Trading Currencies
MTUAY is traded in USD, while GLEN.L is traded in GBp. To make them comparable, the GLEN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MTUAY achieves a -17.22% return, which is significantly lower than GLEN.L's 50.49% return. Over the past 10 years, MTUAY has underperformed GLEN.L with an annualized return of 15.13%, while GLEN.L has yielded a comparatively higher 20.71% annualized return.
MTUAY
- 1D
- -2.13%
- 1M
- 4.70%
- YTD
- -17.22%
- 6M
- -14.76%
- 1Y
- -15.65%
- 3Y*
- 14.18%
- 5Y*
- 7.30%
- 10Y*
- 15.13%
GLEN.L
- 1D
- -1.36%
- 1M
- 7.78%
- YTD
- 50.49%
- 6M
- 60.94%
- 1Y
- 119.08%
- 3Y*
- 19.61%
- 5Y*
- 17.55%
- 10Y*
- 20.71%
MTUAY vs. GLEN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTUAY MTU Aero Engines AG | -17.22% | 26.67% | 54.85% | 1.39% | 7.65% | -21.51% | -8.19% | 63.25% | 1.46% | 57.35% |
GLEN.L Glencore plc | 50.49% | 28.35% | -24.64% | -1.15% | 40.32% | 65.49% | 13.22% | -12.08% | -27.14% | 55.99% |
Correlation
The correlation between MTUAY and GLEN.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 20, 2011 | 0.19 |
Fundamentals
MTUAY:
$18.47B
GLEN.L:
£73.40B
MTUAY:
$16.10
GLEN.L:
-£0.10
MTUAY:
1.17
GLEN.L:
0.15
MTUAY:
4.28
GLEN.L:
1.89
MTUAY:
$15.80B
GLEN.L:
£479.07B
MTUAY:
$3.02B
GLEN.L:
£11.90B
MTUAY:
$2.53B
GLEN.L:
£19.53B
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
MTUAY vs. GLEN.L — Risk / Return Rank
MTUAY
GLEN.L
MTUAY vs. GLEN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MTU Aero Engines AG (MTUAY) and Glencore plc (GLEN.L). 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.
| MTUAY | GLEN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.47 | 3.66 | -4.13 |
Sortino ratioReturn per unit of downside risk | -0.50 | 4.36 | -4.86 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.55 | -0.61 |
Calmar ratioReturn relative to maximum drawdown | -0.48 | 7.91 | -8.40 |
Martin ratioReturn relative to average drawdown | -1.18 | 25.27 | -26.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MTUAY | GLEN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 3.66 | -4.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.50 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.54 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.08 | +0.46 |
Drawdowns
MTUAY vs. GLEN.L - Drawdown Comparison
The maximum MTUAY drawdown since its inception was -64.31%, smaller than the maximum GLEN.L drawdown of -87.17%. Use the drawdown chart below to compare losses from any high point for MTUAY and GLEN.L.
Loading charts...
Drawdown Indicators
| MTUAY | GLEN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.31% | -87.17% | +22.86% |
Max Drawdown (1Y)Largest decline over 1 year | -32.62% | -14.96% | -17.66% |
Max Drawdown (3Y)Largest decline over 3 years | -34.69% | -53.53% | +18.84% |
Max Drawdown (5Y)Largest decline over 5 years | -43.53% | -54.01% | +10.48% |
Max Drawdown (10Y)Largest decline over 10 years | -64.31% | -75.95% | +11.64% |
Current DrawdownCurrent decline from peak | -27.45% | -1.36% | -26.09% |
Average DrawdownAverage peak-to-trough decline | -12.27% | -37.24% | +24.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.24% | 4.70% | +8.54% |
Volatility
MTUAY vs. GLEN.L - Volatility Comparison
MTU Aero Engines AG (MTUAY) has a higher volatility of 14.99% compared to Glencore plc (GLEN.L) at 9.90%. This indicates that MTUAY's price experiences larger fluctuations and is considered to be riskier than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MTUAY | GLEN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.99% | 9.90% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 28.07% | 24.09% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.47% | 32.38% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.23% | 35.11% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.65% | 38.37% | -2.72% |
Dividends
MTUAY vs. GLEN.L - Dividend Comparison
MTUAY's dividend yield for the trailing twelve months is around 1.24%, less than GLEN.L's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLEN.L Glencore plc | 1.55% | 2.39% | 2.86% | 8.72% | 5.57% | 3.08% | 6.71% | 5.31% | 3.85% | 1.05% | 0.00% | 9.87% |
MTUAY MTU Aero Engines AG | 1.24% | 0.60% | 0.66% | 1.63% | 1.07% | 0.73% | 1.02% | 0.79% | 1.11% | 1.85% | 2.87% | 0.00% |
Financials
MTUAY vs. GLEN.L - Financials Comparison
This section allows you to compare key financial metrics between MTU Aero Engines AG and Glencore plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MTUAY vs. GLEN.L - Profitability Comparison
MTUAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MTU Aero Engines AG reported a gross profit of 853.63M and revenue of 4.53B. Therefore, the gross margin over that period was 18.8%.
GLEN.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a gross profit of 3.44B and revenue of 130.73B. Therefore, the gross margin over that period was 2.6%.
MTUAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MTU Aero Engines AG reported an operating income of 620.37M and revenue of 4.53B, resulting in an operating margin of 13.7%.
GLEN.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported an operating income of 2.18B and revenue of 130.73B, resulting in an operating margin of 1.7%.
MTUAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MTU Aero Engines AG reported a net income of 512.18M and revenue of 4.53B, resulting in a net margin of 11.3%.
GLEN.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a net income of 1.02B and revenue of 130.73B, resulting in a net margin of 0.8%.
Frequently Asked Questions
MTUAY and GLEN.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MTUAY and GLEN.L
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