MUV2.DE vs. ^SP500TR
Compare and contrast key facts about Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE) and S&P 500 Total Return (^SP500TR).
Performance
MUV2.DE vs. ^SP500TR - Performance Comparison
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MUV2.DE vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUV2.DE Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München | -3.88% | 19.39% | 34.63% | 27.77% | 22.28% | 11.54% | -3.39% | 43.99% | 10.22% | 5.40% |
^SP500TR S&P 500 Total Return | -2.16% | 3.89% | 33.27% | 22.50% | -13.04% | 38.33% | 8.64% | 34.46% | 0.10% | 6.86% |
Different Trading Currencies
MUV2.DE is traded in EUR, while ^SP500TR is traded in USD. To make them comparable, the ^SP500TR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MUV2.DE achieves a -3.88% return, which is significantly lower than ^SP500TR's -2.16% return. Over the past 10 years, MUV2.DE has outperformed ^SP500TR with an annualized return of 16.66%, while ^SP500TR has yielded a comparatively lower 14.00% annualized return.
MUV2.DE
- 1D
- 0.19%
- 1M
- -2.07%
- YTD
- -3.88%
- 6M
- -1.31%
- 1Y
- -5.29%
- 3Y*
- 23.00%
- 5Y*
- 19.85%
- 10Y*
- 16.66%
^SP500TR
- 1D
- 0.62%
- 1M
- -3.33%
- YTD
- -2.16%
- 6M
- -0.03%
- 1Y
- 10.29%
- 3Y*
- 16.07%
- 5Y*
- 12.36%
- 10Y*
- 14.00%
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Return for Risk
MUV2.DE vs. ^SP500TR — Risk / Return Rank
MUV2.DE
^SP500TR
MUV2.DE vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE) and S&P 500 Total Return (^SP500TR). 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.
| MUV2.DE | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.22 | 0.50 | -0.72 |
Sortino ratioReturn per unit of downside risk | -0.14 | 0.82 | -0.96 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.76 | -1.07 |
Martin ratioReturn relative to average drawdown | -0.53 | 3.22 | -3.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUV2.DE | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | 0.50 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.74 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.75 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.56 | -0.24 |
Correlation
The correlation between MUV2.DE and ^SP500TR is 0.30, 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.
Drawdowns
MUV2.DE vs. ^SP500TR - Drawdown Comparison
The maximum MUV2.DE drawdown since its inception was -86.40%, which is greater than ^SP500TR's maximum drawdown of -51.18%. Use the drawdown chart below to compare losses from any high point for MUV2.DE and ^SP500TR.
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Drawdown Indicators
| MUV2.DE | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.40% | -55.25% | -31.15% |
Max Drawdown (1Y)Largest decline over 1 year | -16.62% | -12.12% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -24.49% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -48.43% | -33.79% | -14.64% |
Current DrawdownCurrent decline from peak | -11.09% | -5.55% | -5.54% |
Average DrawdownAverage peak-to-trough decline | -30.71% | -8.20% | -22.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 2.55% | +7.27% |
Volatility
MUV2.DE vs. ^SP500TR - Volatility Comparison
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE) has a higher volatility of 6.13% compared to S&P 500 Total Return (^SP500TR) at 4.43%. This indicates that MUV2.DE's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUV2.DE | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 4.43% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 9.93% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 20.68% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 16.81% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 18.63% | +5.55% |