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).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUV2.DE or ^SP500TR.
Key characteristics
| MUV2.DE | ^SP500TR | |
|---|---|---|
| YTD Return | 26.53% | 11.80% |
| 1Y Return | 43.61% | 28.27% |
| 3Y Return (Ann) | 28.28% | 10.44% |
| 5Y Return (Ann) | 20.43% | 15.05% |
| 10Y Return (Ann) | 16.11% | 13.07% |
| Sharpe Ratio | 2.33 | 2.56 |
| Daily Std Dev | 17.75% | 11.55% |
| Max Drawdown | -86.40% | -55.25% |
| Current Drawdown | 0.00% | -0.07% |
Correlation
The correlation between MUV2.DE and ^SP500TR is 0.32, 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
MUV2.DE vs. ^SP500TR - Performance Comparison
In the year-to-date period, MUV2.DE achieves a 26.53% return, which is significantly higher than ^SP500TR's 11.80% return. Over the past 10 years, MUV2.DE has outperformed ^SP500TR with an annualized return of 16.11%, while ^SP500TR has yielded a comparatively lower 13.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MUV2.DE vs. ^SP500TR - Risk-Adjusted Performance 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.
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 -55.25%. Use the drawdown chart below to compare losses from any high point for MUV2.DE and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
MUV2.DE vs. ^SP500TR - Volatility Comparison
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE) has a higher volatility of 7.55% compared to S&P 500 Total Return (^SP500TR) at 3.37%. 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.