MUX.DE vs. ^GSPC
MUX.DE (Mutares SE & Co. KGaA) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, MUX.DE returned 16.86%/yr vs 12.65%/yr for ^GSPC. At a 0.10 correlation, their price movements are largely independent.
Performance
MUX.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
MUX.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MUX.DE achieves a -2.44% return, which is significantly lower than ^GSPC's 11.89% return. Over the past 10 years, MUX.DE has outperformed ^GSPC with an annualized return of 16.86%, while ^GSPC has yielded a comparatively lower 12.65% annualized return.
MUX.DE
- 1D
- 0.00%
- 1M
- -0.45%
- 6M
- -8.96%
- YTD
- -2.44%
- 1Y
- -10.63%
- 3Y*
- 13.32%
- 5Y*
- 13.39%
- 10Y*
- 16.86%
- ALL TIME*
- 42.19%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
MUX.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUX.DE Mutares SE & Co. KGaA | -2.44% | 32.63% | -28.36% | 111.53% | -14.84% | 74.46% | 35.45% | 55.51% | -37.47% | 44.43% |
^GSPC S&P 500 Index | 11.89% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between MUX.DE and ^GSPC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2008 | 0.10 |
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Return for Risk
MUX.DE vs. ^GSPC — Risk / Return Rank
MUX.DE
^GSPC
MUX.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutares SE & Co. KGaA (MUX.DE) and S&P 500 Index (^GSPC). 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.
| MUX.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.30 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.70 | -3.03 |
| Martin ratioReturn relative to average drawdown | -0.70 | 9.96 | -10.66 |
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Drawdowns
MUX.DE vs. ^GSPC - Drawdown Comparison
The maximum MUX.DE drawdown since its inception was -64.32%, which is greater than ^GSPC's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for MUX.DE and ^GSPC.
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Drawdown Indicators
| MUX.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.32% | -50.14% | -14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -32.71% | -7.57% | -25.14% |
Max Drawdown (3Y)Largest decline over 3 years | -48.75% | -23.99% | -24.76% |
Max Drawdown (5Y)Largest decline over 5 years | -48.75% | -23.99% | -24.76% |
Max Drawdown (10Y)Largest decline over 10 years | -64.32% | -33.42% | -30.90% |
Current DrawdownCurrent decline from peak | -30.21% | -1.73% | -28.48% |
Average DrawdownAverage peak-to-trough decline | -19.45% | -8.49% | -10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.18% | 2.05% | +13.13% |
Volatility
MUX.DE vs. ^GSPC - Volatility Comparison
Mutares SE & Co. KGaA (MUX.DE) has a higher volatility of 12.32% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that MUX.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUX.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.32% | 2.79% | +9.53% |
Volatility (6M)Calculated over the trailing 6-month period | 26.46% | 9.21% | +17.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.37% | 12.64% | +23.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.29% | 16.83% | +25.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.00% | 18.61% | +24.39% |
Frequently Asked Questions
MUX.DE and ^GSPC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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