MUX.DE vs. FRO
Compare and contrast key facts about Mutares SE & Co. KGaA (MUX.DE) and Frontline Ltd. (FRO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUX.DE or FRO.
Key characteristics
| MUX.DE | FRO | |
|---|---|---|
| YTD Return | -31.65% | 3.34% |
| 1Y Return | -18.39% | -1.62% |
| 3Y Return (Ann) | 2.36% | 43.28% |
| 5Y Return (Ann) | 23.54% | 25.84% |
| 10Y Return (Ann) | 13.61% | 18.22% |
| Sharpe Ratio | -0.62 | -0.09 |
| Sortino Ratio | -0.70 | 0.14 |
| Omega Ratio | 0.91 | 1.02 |
| Calmar Ratio | -0.46 | -0.04 |
| Martin Ratio | -1.07 | -0.27 |
| Ulcer Index | 22.10% | 12.63% |
| Daily Std Dev | 37.97% | 37.66% |
| Max Drawdown | -64.52% | -98.40% |
| Current Drawdown | -44.12% | -87.47% |
Fundamentals
| MUX.DE | FRO | |
|---|---|---|
| Market Cap | €523.03M | $4.22B |
| EPS | -€1.93 | $2.66 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | €6.37B | $1.55B |
| Gross Profit (TTM) | €285.70M | $592.31M |
| EBITDA (TTM) | -€248.60M | $782.75M |
Correlation
The correlation between MUX.DE and FRO is 0.11, 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. FRO - Performance Comparison
In the year-to-date period, MUX.DE achieves a -31.65% return, which is significantly lower than FRO's 3.34% return. Over the past 10 years, MUX.DE has underperformed FRO with an annualized return of 13.61%, while FRO has yielded a comparatively higher 18.22% 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
MUX.DE vs. FRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutares SE & Co. KGaA (MUX.DE) and Frontline Ltd. (FRO). 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. FRO - Dividend Comparison
MUX.DE's dividend yield for the trailing twelve months is around 1.04%, less than FRO's 9.87% 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% |
FRO Frontline Ltd. | 9.87% | 14.31% | 1.24% | 0.00% | 25.72% | 0.78% | 0.00% | 6.54% | 14.77% | 1.67% | 0.00% | 0.00% |
Drawdowns
MUX.DE vs. FRO - Drawdown Comparison
The maximum MUX.DE drawdown since its inception was -64.52%, smaller than the maximum FRO drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for MUX.DE and FRO. For additional features, visit the drawdowns tool.
Volatility
MUX.DE vs. FRO - Volatility Comparison
Mutares SE & Co. KGaA (MUX.DE) has a higher volatility of 12.27% compared to Frontline Ltd. (FRO) at 9.62%. This indicates that MUX.DE's price experiences larger fluctuations and is considered to be riskier than FRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MUX.DE vs. FRO - Financials Comparison
This section allows you to compare key financial metrics between Mutares SE & Co. KGaA and Frontline Ltd.. 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