MURGY vs. NECB
MURGY (Muenchener Rueckver Ges) and NECB (Northeast Community Bancorp, Inc.) are both stocks. Both are in the Financial Services sector — MURGY in Insurance - Reinsurance, NECB in Banks - Regional. Over the past 10 years, MURGY returned 18.87%/yr vs 21.59%/yr for NECB. At a 0.11 correlation, their price movements are largely independent.
Performance
MURGY vs. NECB - Performance Comparison
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Returns By Period
In the year-to-date period, MURGY achieves a -6.54% return, which is significantly lower than NECB's 21.49% return. Over the past 10 years, MURGY has underperformed NECB with an annualized return of 18.87%, while NECB has yielded a comparatively higher 21.59% annualized return.
MURGY
- 1D
- -0.42%
- 1M
- 11.24%
- 6M
- 0.96%
- YTD
- -6.54%
- 1Y
- -7.52%
- 3Y*
- 20.20%
- 5Y*
- 21.53%
- 10Y*
- 18.87%
- ALL TIME*
- 15.07%
NECB
- 1D
- 0.94%
- 1M
- 4.91%
- 6M
- 18.43%
- YTD
- 21.49%
- 1Y
- 21.09%
- 3Y*
- 23.35%
- 5Y*
- 24.33%
- 10Y*
- 21.59%
- ALL TIME*
- 8.18%
MURGY vs. NECB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | -6.54% | 36.01% | 23.53% | 34.32% | 14.50% | 2.58% | 4.34% | 38.79% | 4.17% | 28.67% |
NECB Northeast Community Bancorp, Inc. | 21.49% | -3.51% | 41.77% | 20.41% | 38.91% | 10.09% | 16.28% | 9.72% | 11.13% | 29.67% |
Correlation
The correlation between MURGY and NECB is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.11 |
The correlation between MURGY and NECB shifts across timeframes, from 0.11 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MURGY:
$15.35B
NECB:
$370.20M
MURGY:
€1.05
NECB:
$2.49
MURGY:
9.81
NECB:
10.74
MURGY:
2.17
NECB:
0.19
MURGY:
0.99
NECB:
3.11
MURGY:
1.91
NECB:
1.02
MURGY:
€66.89B
NECB:
$116.88M
MURGY:
€66.89B
NECB:
$77.77M
MURGY:
€9.67B
NECB:
$48.19M
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Return for Risk
MURGY vs. NECB — Risk / Return Rank
MURGY
NECB
MURGY vs. NECB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Muenchener Rueckver Ges (MURGY) and Northeast Community Bancorp, Inc. (NECB). 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.
| MURGY | NECB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.15 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 1.37 | -1.67 |
| Martin ratioReturn relative to average drawdown | -0.60 | 2.89 | -3.49 |
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Drawdowns
MURGY vs. NECB - Drawdown Comparison
The maximum MURGY drawdown since its inception was -48.01%, smaller than the maximum NECB drawdown of -61.91%. Use the drawdown chart below to compare losses from any high point for MURGY and NECB.
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Drawdown Indicators
| MURGY | NECB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.01% | -61.91% | +13.90% |
Max Drawdown (1Y)Largest decline over 1 year | -25.23% | -15.49% | -9.74% |
Max Drawdown (3Y)Largest decline over 3 years | -25.23% | -34.54% | +9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -34.54% | +5.00% |
Max Drawdown (10Y)Largest decline over 10 years | -48.01% | -47.80% | -0.21% |
Current DrawdownCurrent decline from peak | -12.88% | -7.83% | -5.05% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -24.78% | +16.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.66% | 7.32% | +5.34% |
Volatility
MURGY vs. NECB - Volatility Comparison
The current volatility for Muenchener Rueckver Ges (MURGY) is 4.97%, while Northeast Community Bancorp, Inc. (NECB) has a volatility of 8.28%. This indicates that MURGY experiences smaller price fluctuations and is considered to be less risky than NECB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MURGY | NECB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 8.28% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 16.78% | 16.81% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 26.83% | -4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.32% | 24.99% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.63% | 29.13% | -3.50% |
Dividends
MURGY vs. NECB - Dividend Comparison
MURGY's dividend yield for the trailing twelve months is around 4.71%, more than NECB's 3.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | 4.71% | 3.31% | 3.21% | 2.98% | 3.73% | 2.68% | 2.50% | 2.44% | 3.39% | 10.17% | 9.45% | 4.25% |
NECB Northeast Community Bancorp, Inc. | 3.92% | 4.20% | 2.29% | 1.01% | 2.82% | 1.82% | 1.09% | 1.00% | 1.08% | 1.19% | 1.52% | 1.69% |
Financials
MURGY vs. NECB - Financials Comparison
This section allows you to compare key financial metrics between Muenchener Rueckver Ges and Northeast Community Bancorp, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MURGY and NECB have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NECB has higher volatility (8.28%) compared to MURGY (4.97%). In terms of maximum drawdown, MURGY dropped -48.01% vs NECB's -61.91%.
NECB currently has the higher Sharpe Ratio (0.79 vs -0.34), 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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