MUX.DE vs. ASY.PA
Compare and contrast key facts about Mutares SE & Co. KGaA (MUX.DE) and Assystem S.A. (ASY.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUX.DE or ASY.PA.
Key characteristics
| MUX.DE | ASY.PA | |
|---|---|---|
| YTD Return | -31.65% | -8.40% |
| 1Y Return | -18.39% | 11.96% |
| 3Y Return (Ann) | 2.36% | 15.15% |
| 5Y Return (Ann) | 23.54% | 9.21% |
| 10Y Return (Ann) | 13.61% | 13.80% |
| Sharpe Ratio | -0.62 | 0.32 |
| Sortino Ratio | -0.70 | 0.64 |
| Omega Ratio | 0.91 | 1.09 |
| Calmar Ratio | -0.46 | 0.30 |
| Martin Ratio | -1.07 | 0.92 |
| Ulcer Index | 22.10% | 12.05% |
| Daily Std Dev | 37.97% | 34.67% |
| Max Drawdown | -64.52% | -94.84% |
| Current Drawdown | -44.12% | -32.80% |
Fundamentals
| MUX.DE | ASY.PA | |
|---|---|---|
| Market Cap | €523.03M | €555.87M |
| EPS | -€1.93 | €6.79 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | €6.37B | €596.30M |
| Gross Profit (TTM) | €285.70M | €173.70M |
| EBITDA (TTM) | -€248.60M | €40.20M |
Correlation
The correlation between MUX.DE and ASY.PA is 0.17, 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. ASY.PA - Performance Comparison
In the year-to-date period, MUX.DE achieves a -31.65% return, which is significantly lower than ASY.PA's -8.40% return. Both investments have delivered pretty close results over the past 10 years, with MUX.DE having a 13.61% annualized return and ASY.PA not far ahead at 13.80%. 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. ASY.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutares SE & Co. KGaA (MUX.DE) and Assystem S.A. (ASY.PA). 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. ASY.PA - Dividend Comparison
MUX.DE's dividend yield for the trailing twelve months is around 1.04%, less than ASY.PA's 20.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUX.DE Mutares SE & Co. KGaA | 1.04% | 2.82% | 5.56% | 6.59% | 6.76% | 8.34% | 11.74% | 2.32% | 5.58% | 4.75% | 14.97% | 0.00% |
ASY.PA Assystem S.A. | 20.33% | 2.02% | 2.46% | 2.67% | 4.07% | 3.10% | 3.70% | 3.34% | 3.02% | 3.12% | 2.57% | 2.24% |
Drawdowns
MUX.DE vs. ASY.PA - Drawdown Comparison
The maximum MUX.DE drawdown since its inception was -64.52%, smaller than the maximum ASY.PA drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for MUX.DE and ASY.PA. For additional features, visit the drawdowns tool.
Volatility
MUX.DE vs. ASY.PA - Volatility Comparison
The current volatility for Mutares SE & Co. KGaA (MUX.DE) is 12.27%, while Assystem S.A. (ASY.PA) has a volatility of 19.53%. This indicates that MUX.DE experiences smaller price fluctuations and is considered to be less risky than ASY.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MUX.DE vs. ASY.PA - Financials Comparison
This section allows you to compare key financial metrics between Mutares SE & Co. KGaA and Assystem S.A.. 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