PortfoliosLab logo
MTUAY vs. RKLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTUAY and RKLB is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MTUAY vs. RKLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MTU Aero Engines AG (MTUAY) and Rocket Lab USA, Inc. (RKLB). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MTUAY:

1.95

RKLB:

5.78

Sortino Ratio

MTUAY:

2.47

RKLB:

4.60

Omega Ratio

MTUAY:

1.36

RKLB:

1.54

Calmar Ratio

MTUAY:

2.73

RKLB:

6.39

Martin Ratio

MTUAY:

10.97

RKLB:

26.23

Ulcer Index

MTUAY:

5.62%

RKLB:

19.45%

Daily Std Dev

MTUAY:

31.76%

RKLB:

91.22%

Max Drawdown

MTUAY:

-63.73%

RKLB:

-82.96%

Current Drawdown

MTUAY:

-0.50%

RKLB:

-15.14%

Fundamentals

Market Cap

MTUAY:

$21.57B

RKLB:

$12.36B

EPS

MTUAY:

$6.48

RKLB:

-$0.41

PS Ratio

MTUAY:

2.74

RKLB:

26.53

PB Ratio

MTUAY:

5.71

RKLB:

28.66

Total Revenue (TTM)

MTUAY:

$1.74B

RKLB:

$466.02M

Gross Profit (TTM)

MTUAY:

$300.00M

RKLB:

$124.28M

EBITDA (TTM)

MTUAY:

$252.50M

RKLB:

-$167.36M

Returns By Period

In the year-to-date period, MTUAY achieves a 21.11% return, which is significantly higher than RKLB's 5.18% return.


MTUAY

YTD

21.11%

1M

17.78%

6M

18.66%

1Y

62.79%

3Y*

28.02%

5Y*

21.16%

10Y*

16.92%

RKLB

YTD

5.18%

1M

21.11%

6M

-1.80%

1Y

513.04%

3Y*

77.88%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


MTU Aero Engines AG

Rocket Lab USA, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MTUAY vs. RKLB — Risk-Adjusted Performance Rank

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

MTUAY
The Risk-Adjusted Performance Rank of MTUAY is 9393
Overall Rank
The Sharpe Ratio Rank of MTUAY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MTUAY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MTUAY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MTUAY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MTUAY is 9595
Martin Ratio Rank

RKLB
The Risk-Adjusted Performance Rank of RKLB is 9999
Overall Rank
The Sharpe Ratio Rank of RKLB is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of RKLB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of RKLB is 9797
Omega Ratio Rank
The Calmar Ratio Rank of RKLB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of RKLB is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTUAY vs. RKLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MTU Aero Engines AG (MTUAY) and Rocket Lab USA, Inc. (RKLB). 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.


The current MTUAY Sharpe Ratio is 1.95, which is lower than the RKLB Sharpe Ratio of 5.78. The chart below compares the historical Sharpe Ratios of MTUAY and RKLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MTUAY vs. RKLB - Dividend Comparison

MTUAY's dividend yield for the trailing twelve months is around 0.62%, while RKLB has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MTUAY
MTU Aero Engines AG
0.62%0.65%1.64%1.07%0.73%1.43%1.13%1.56%1.14%1.65%1.60%2.14%
RKLB
Rocket Lab USA, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MTUAY vs. RKLB - Drawdown Comparison

The maximum MTUAY drawdown since its inception was -63.73%, smaller than the maximum RKLB drawdown of -82.96%. Use the drawdown chart below to compare losses from any high point for MTUAY and RKLB.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MTUAY vs. RKLB - Volatility Comparison

The current volatility for MTU Aero Engines AG (MTUAY) is 7.78%, while Rocket Lab USA, Inc. (RKLB) has a volatility of 23.08%. This indicates that MTUAY experiences smaller price fluctuations and is considered to be less risky than RKLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

MTUAY vs. RKLB - Financials Comparison

This section allows you to compare key financial metrics between MTU Aero Engines AG and Rocket Lab USA, 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
1.74B
122.57M
(MTUAY) Total Revenue
(RKLB) Total Revenue
Values in USD except per share items