MUX.DE vs. TRMD
Compare and contrast key facts about Mutares SE & Co. KGaA (MUX.DE) and TORM plc (TRMD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUX.DE or TRMD.
Key characteristics
| MUX.DE | TRMD | |
|---|---|---|
| YTD Return | -33.92% | -10.32% |
| 1Y Return | -22.54% | -7.27% |
| 3Y Return (Ann) | 0.95% | 61.96% |
| 5Y Return (Ann) | 22.70% | 34.88% |
| Sharpe Ratio | -0.64 | -0.13 |
| Sortino Ratio | -0.73 | 0.04 |
| Omega Ratio | 0.91 | 1.00 |
| Calmar Ratio | -0.47 | -0.12 |
| Martin Ratio | -1.09 | -0.40 |
| Ulcer Index | 22.28% | 11.00% |
| Daily Std Dev | 38.10% | 32.59% |
| Max Drawdown | -64.52% | -47.14% |
| Current Drawdown | -45.98% | -37.72% |
Fundamentals
| MUX.DE | TRMD | |
|---|---|---|
| Market Cap | €496.35M | $2.39B |
| EPS | -€1.93 | $7.81 |
| Total Revenue (TTM) | €6.37B | $1.27B |
| Gross Profit (TTM) | €285.70M | $624.04M |
| EBITDA (TTM) | -€248.60M | $678.59M |
Correlation
The correlation between MUX.DE and TRMD is 0.12, 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. TRMD - Performance Comparison
In the year-to-date period, MUX.DE achieves a -33.92% return, which is significantly lower than TRMD's -10.32% 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. TRMD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutares SE & Co. KGaA (MUX.DE) and TORM plc (TRMD). 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. TRMD - Dividend Comparison
MUX.DE's dividend yield for the trailing twelve months is around 1.08%, less than TRMD's 25.53% 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% |
TRMD TORM plc | 25.53% | 23.05% | 6.99% | 0.00% | 14.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MUX.DE vs. TRMD - Drawdown Comparison
The maximum MUX.DE drawdown since its inception was -64.52%, which is greater than TRMD's maximum drawdown of -47.14%. Use the drawdown chart below to compare losses from any high point for MUX.DE and TRMD. For additional features, visit the drawdowns tool.
Volatility
MUX.DE vs. TRMD - Volatility Comparison
Mutares SE & Co. KGaA (MUX.DE) has a higher volatility of 12.74% compared to TORM plc (TRMD) at 7.31%. This indicates that MUX.DE's price experiences larger fluctuations and is considered to be riskier than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MUX.DE vs. TRMD - Financials Comparison
This section allows you to compare key financial metrics between Mutares SE & Co. KGaA and TORM plc. 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