MUX.DE vs. TRMD
MUX.DE (Mutares SE & Co. KGaA) and TRMD (TORM plc) are both stocks. MUX.DE operates in Asset Management (Financial Services), while TRMD operates in Oil & Gas Midstream (Energy). Over the past 5 years, MUX.DE returned 10.63%/yr vs 44.51%/yr for TRMD. At a 0.07 correlation, their price movements are largely independent.
Performance
MUX.DE vs. TRMD - Performance Comparison
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Different Trading Currencies
MUX.DE is traded in EUR, while TRMD is traded in USD. To make them comparable, the TRMD 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 -4.50% return, which is significantly lower than TRMD's 55.55% return.
MUX.DE
- 1D
- -0.17%
- 1M
- 11.26%
- YTD
- -4.50%
- 6M
- 0.70%
- 1Y
- -10.59%
- 3Y*
- 11.93%
- 5Y*
- 10.63%
- 10Y*
- 13.91%
TRMD
- 1D
- 2.02%
- 1M
- -9.83%
- YTD
- 55.55%
- 6M
- 42.10%
- 1Y
- 86.91%
- 3Y*
- 19.54%
- 5Y*
- 44.51%
- 10Y*
- —
MUX.DE vs. TRMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MUX.DE Mutares SE & Co. KGaA | -4.50% | 32.63% | -28.36% | 111.23% | -14.96% | 63.58% | 35.13% | 55.24% | -45.03% |
TRMD TORM plc | 55.55% | -1.99% | -18.31% | 27.69% | 322.30% | 21.35% | -32.04% | 88.34% | -16.97% |
Correlation
The correlation between MUX.DE and TRMD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2018 | 0.07 |
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Return for Risk
MUX.DE vs. TRMD — Risk / Return Rank
MUX.DE
TRMD
MUX.DE vs. TRMD - Risk-Adjusted Trends 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.
| MUX.DE | TRMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 4.41 | -4.69 |
| Martin ratioReturn relative to average drawdown | -0.55 | 10.97 | -11.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUX.DE | TRMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | 2.26 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.96 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.50 | -0.13 |
Drawdowns
MUX.DE vs. TRMD - Drawdown Comparison
The maximum MUX.DE drawdown since its inception was -64.66%, which is greater than TRMD's maximum drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for MUX.DE and TRMD.
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Drawdown Indicators
| MUX.DE | TRMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.66% | -60.98% | -3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -33.38% | -19.81% | -13.57% |
Max Drawdown (3Y)Largest decline over 3 years | -48.75% | -60.98% | +12.23% |
Max Drawdown (5Y)Largest decline over 5 years | -48.75% | -60.98% | +12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -64.66% | — | — |
Current DrawdownCurrent decline from peak | -31.69% | -15.30% | -16.39% |
Average DrawdownAverage peak-to-trough decline | -25.12% | -23.70% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.66% | 7.95% | +8.71% |
Volatility
MUX.DE vs. TRMD - Volatility Comparison
The current volatility for Mutares SE & Co. KGaA (MUX.DE) is 6.76%, while TORM plc (TRMD) has a volatility of 12.24%. This indicates that MUX.DE experiences smaller price fluctuations and is considered to be less risky than TRMD 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 | TRMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 12.24% | -5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 24.51% | 28.02% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.05% | 38.62% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.29% | 46.34% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.24% | 59.91% | -17.67% |
Dividends
MUX.DE vs. TRMD - Dividend Comparison
MUX.DE's dividend yield for the trailing twelve months is around 6.85%, less than TRMD's 8.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUX.DE Mutares SE & Co. KGaA | 6.85% | 6.54% | 9.20% | 4.85% | 8.18% | 6.47% | 6.63% | 8.18% | 11.52% | 2.28% | 5.48% | 4.66% |
TRMD TORM plc | 8.51% | 10.32% | 30.13% | 23.05% | 6.99% | 0.00% | 14.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
Frequently Asked Questions
MUX.DE and TRMD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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