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MTUAY vs. RNMBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MTUAY vs. RNMBY - Performance Comparison

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

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Returns By Period

In the year-to-date period, MTUAY achieves a -12.05% return, which is significantly higher than RNMBY's -23.17% return. Over the past 10 years, MTUAY has underperformed RNMBY with an annualized return of 16.24%, while RNMBY has yielded a comparatively higher 38.75% annualized return.


MTUAY

1D
0.01%
1M
8.73%
YTD
-12.05%
6M
-11.53%
1Y
-6.93%
3Y*
14.44%
5Y*
8.41%
10Y*
16.24%

RNMBY

1D
-2.52%
1M
4.14%
YTD
-23.17%
6M
-26.34%
1Y
-32.17%
3Y*
74.63%
5Y*
70.20%
10Y*
38.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTUAY vs. RNMBY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTUAY
MTU Aero Engines AG
-12.05%26.67%54.85%1.39%7.65%-21.51%-8.19%63.25%1.46%57.35%
RNMBY
Rheinmetall AG ADR
-23.17%190.28%99.83%63.35%122.00%-13.84%-2.03%28.14%-29.38%98.17%

Correlation

The correlation between MTUAY and RNMBY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2012

0.28

The correlation between MTUAY and RNMBY shifts across timeframes, from 0.28 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MTUAY:

$19.62B

RNMBY:

$64.85B

EPS

MTUAY:

€16.10

RNMBY:

€3.56

PE Ratio

MTUAY:

9.73

RNMBY:

67.40

PEG Ratio

MTUAY:

0.15

RNMBY:

3.08

PS Ratio

MTUAY:

1.08

RNMBY:

5.07

PB Ratio

MTUAY:

3.93

RNMBY:

10.50

Total Revenue (TTM)

MTUAY:

€15.80B

RNMBY:

€9.58B

Gross Profit (TTM)

MTUAY:

€3.02B

RNMBY:

€4.12B

EBITDA (TTM)

MTUAY:

€2.53B

RNMBY:

€1.81B

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Return for Risk

MTUAY vs. RNMBY — Risk / Return Rank

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

MTUAY
MTUAY Risk / Return Rank: 3131
Overall Rank
MTUAY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MTUAY Sortino Ratio Rank: 2929
Sortino Ratio Rank
MTUAY Omega Ratio Rank: 2929
Omega Ratio Rank
MTUAY Calmar Ratio Rank: 3535
Calmar Ratio Rank
MTUAY Martin Ratio Rank: 3232
Martin Ratio Rank

RNMBY
RNMBY Risk / Return Rank: 1414
Overall Rank
RNMBY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RNMBY Sortino Ratio Rank: 1616
Sortino Ratio Rank
RNMBY Omega Ratio Rank: 1717
Omega Ratio Rank
RNMBY Calmar Ratio Rank: 1717
Calmar Ratio Rank
RNMBY Martin Ratio Rank: 77
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.

MTUAY vs. RNMBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MTU Aero Engines AG (MTUAY) and Rheinmetall AG ADR (RNMBY). 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.


MTUAYRNMBYDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

0.99

0.91

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.26

-0.69

+0.44

Martin ratioReturn relative to average drawdown

-0.60

-1.50

+0.90

MTUAY vs. RNMBY - Sharpe Ratio Comparison

The current MTUAY Sharpe Ratio is -0.25, which is higher than the RNMBY Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of MTUAY and RNMBY, 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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Drawdowns

MTUAY vs. RNMBY - Drawdown Comparison

The maximum MTUAY drawdown since its inception was -64.31%, smaller than the maximum RNMBY drawdown of -67.75%. Use the drawdown chart below to compare losses from any high point for MTUAY and RNMBY.


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Drawdown Indicators


MTUAYRNMBYDifference

Max Drawdown

Largest peak-to-trough decline

-64.31%

-67.75%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-32.62%

-44.06%

+11.44%

Max Drawdown (3Y)

Largest decline over 3 years

-34.69%

-44.06%

+9.37%

Max Drawdown (5Y)

Largest decline over 5 years

-43.53%

-44.06%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-64.31%

-67.75%

+3.44%

Current Drawdown

Current decline from peak

-22.93%

-40.00%

+17.07%

Average Drawdown

Average peak-to-trough decline

-12.29%

-16.73%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.88%

20.36%

-6.48%

Volatility

MTUAY vs. RNMBY - Volatility Comparison

MTU Aero Engines AG (MTUAY) and Rheinmetall AG ADR (RNMBY) have volatilities of 11.82% and 12.05%, 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.


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Volatility by Period


MTUAYRNMBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

12.05%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

28.59%

33.85%

-5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

33.99%

45.65%

-11.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.31%

44.78%

-12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.69%

41.51%

-5.82%

Dividends

MTUAY vs. RNMBY - Dividend Comparison

MTUAY's dividend yield for the trailing twelve months is around 1.17%, more than RNMBY's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
MTUAY
MTU Aero Engines AG
1.17%0.60%0.66%1.63%1.07%0.73%1.02%0.79%1.11%1.85%2.87%0.00%
RNMBY
Rheinmetall AG ADR
0.98%0.49%0.96%1.46%1.82%1.72%1.56%1.36%1.47%2.06%2.97%0.53%

Financials

MTUAY vs. RNMBY - Financials Comparison

This section allows you to compare key financial metrics between MTU Aero Engines AG and Rheinmetall AG ADR. 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


1.00B2.00B3.00B4.00B5.00B202120222023202420252026
4.53B
1.97B
(MTUAY) Total Revenue
(RNMBY) Total Revenue
Values in EUR except per share items

MTUAY vs. RNMBY - Profitability Comparison

The chart below illustrates the profitability comparison between MTU Aero Engines AG and Rheinmetall AG ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%202120222023202420252026
18.8%
21.9%
Portfolio components
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%.

RNMBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rheinmetall AG ADR reported a gross profit of 430.97M and revenue of 1.97B. Therefore, the gross margin over that period was 21.9%.

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%.

RNMBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rheinmetall AG ADR reported an operating income of 178.89M and revenue of 1.97B, resulting in an operating margin of 9.1%.

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%.

RNMBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rheinmetall AG ADR reported a net income of 112.83M and revenue of 1.97B, resulting in a net margin of 5.7%.


Frequently Asked Questions


MTUAY and RNMBY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNMBY has higher volatility (12.05%) compared to MTUAY (11.82%). In terms of maximum drawdown, MTUAY dropped -64.31% vs RNMBY's -67.75%.

MTUAY currently has the higher Sharpe Ratio (-0.25 vs -0.67), 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.

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