MUX.DE vs. ARCC
Compare and contrast key facts about Mutares SE & Co. KGaA (MUX.DE) and Ares Capital Corporation (ARCC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUX.DE or ARCC.
Key characteristics
| MUX.DE | ARCC | |
|---|---|---|
| YTD Return | -33.92% | 15.25% |
| 1Y Return | -22.54% | 21.51% |
| 3Y Return (Ann) | 0.95% | 11.26% |
| 5Y Return (Ann) | 22.70% | 13.44% |
| 10Y Return (Ann) | 12.99% | 13.12% |
| Sharpe Ratio | -0.64 | 1.85 |
| Sortino Ratio | -0.73 | 2.60 |
| Omega Ratio | 0.91 | 1.34 |
| Calmar Ratio | -0.47 | 3.03 |
| Martin Ratio | -1.09 | 12.86 |
| Ulcer Index | 22.28% | 1.64% |
| Daily Std Dev | 38.10% | 11.40% |
| Max Drawdown | -64.52% | -79.36% |
| Current Drawdown | -45.98% | -0.87% |
Fundamentals
| MUX.DE | ARCC | |
|---|---|---|
| Market Cap | €496.35M | $13.91B |
| EPS | -€1.93 | $2.62 |
| PEG Ratio | 0.00 | 3.95 |
| Total Revenue (TTM) | €6.37B | $2.34B |
| Gross Profit (TTM) | €285.70M | $1.99B |
| EBITDA (TTM) | -€248.60M | $1.30B |
Correlation
The correlation between MUX.DE and ARCC is 0.13, 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
MUX.DE vs. ARCC - Performance Comparison
In the year-to-date period, MUX.DE achieves a -33.92% return, which is significantly lower than ARCC's 15.25% return. Both investments have delivered pretty close results over the past 10 years, with MUX.DE having a 12.99% annualized return and ARCC not far ahead at 13.12%. 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
MUX.DE vs. ARCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutares SE & Co. KGaA (MUX.DE) and Ares Capital Corporation (ARCC). 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.
Dividends
MUX.DE vs. ARCC - Dividend Comparison
MUX.DE's dividend yield for the trailing twelve months is around 1.08%, less than ARCC's 8.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUX.DE Mutares SE & Co. KGaA | 1.08% | 2.12% | 5.56% | 6.59% | 6.76% | 8.34% | 11.74% | 2.32% | 5.58% | 4.75% | 14.97% | 0.00% |
ARCC Ares Capital Corporation | 8.92% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
Drawdowns
MUX.DE vs. ARCC - Drawdown Comparison
The maximum MUX.DE drawdown since its inception was -64.52%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for MUX.DE and ARCC. For additional features, visit the drawdowns tool.
Volatility
MUX.DE vs. ARCC - Volatility Comparison
Mutares SE & Co. KGaA (MUX.DE) has a higher volatility of 12.74% compared to Ares Capital Corporation (ARCC) at 3.36%. This indicates that MUX.DE's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MUX.DE vs. ARCC - Financials Comparison
This section allows you to compare key financial metrics between Mutares SE & Co. KGaA and Ares Capital Corporation. 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