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MZDAY vs. AIR.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MZDAY vs. AIR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mazda Motor Corporation (MZDAY) and Airbus SE (AIR.PA). The values are adjusted to include any dividend payments, if applicable.

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MZDAY vs. AIR.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MZDAY
Mazda Motor Corporation
-13.51%20.67%-35.23%41.49%-0.79%13.56%-20.91%-17.09%-23.34%-18.33%
AIR.PA
Airbus SE
-20.13%48.67%5.06%31.73%-5.80%16.62%-25.10%54.54%-1.95%53.67%
Different Trading Currencies

MZDAY is traded in USD, while AIR.PA is traded in EUR. To make them comparable, the AIR.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MZDAY achieves a -13.51% return, which is significantly higher than AIR.PA's -20.13% return. Over the past 10 years, MZDAY has underperformed AIR.PA with an annualized return of -6.90%, while AIR.PA has yielded a comparatively higher 12.63% annualized return.


MZDAY

1D
1.22%
1M
-23.97%
YTD
-13.51%
6M
-6.98%
1Y
8.41%
3Y*
-7.81%
5Y*
-2.01%
10Y*
-6.90%

AIR.PA

1D
2.01%
1M
-14.51%
YTD
-20.13%
6M
-19.64%
1Y
8.10%
3Y*
13.46%
5Y*
10.86%
10Y*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MZDAY vs. AIR.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MZDAY
MZDAY Risk / Return Rank: 4848
Overall Rank
MZDAY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MZDAY Sortino Ratio Rank: 4646
Sortino Ratio Rank
MZDAY Omega Ratio Rank: 4444
Omega Ratio Rank
MZDAY Calmar Ratio Rank: 5050
Calmar Ratio Rank
MZDAY Martin Ratio Rank: 5252
Martin Ratio Rank

AIR.PA
AIR.PA Risk / Return Rank: 4242
Overall Rank
AIR.PA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AIR.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
AIR.PA Omega Ratio Rank: 3636
Omega Ratio Rank
AIR.PA Calmar Ratio Rank: 4747
Calmar Ratio Rank
AIR.PA Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MZDAY vs. AIR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mazda Motor Corporation (MZDAY) and Airbus SE (AIR.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.


MZDAYAIR.PADifference

Sharpe ratio

Return per unit of total volatility

0.18

0.27

-0.09

Sortino ratio

Return per unit of downside risk

0.63

0.56

+0.07

Omega ratio

Gain probability vs. loss probability

1.08

1.07

0.00

Calmar ratio

Return relative to maximum drawdown

0.32

0.31

+0.01

Martin ratio

Return relative to average drawdown

0.96

1.05

-0.09

MZDAY vs. AIR.PA - Sharpe Ratio Comparison

The current MZDAY Sharpe Ratio is 0.18, which is lower than the AIR.PA Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of MZDAY and AIR.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MZDAYAIR.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.27

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.35

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

0.35

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.31

-0.55

Correlation

The correlation between MZDAY and AIR.PA is 0.18, 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.


Dividends

MZDAY vs. AIR.PA - Dividend Comparison

MZDAY's dividend yield for the trailing twelve months is around 2.41%, more than AIR.PA's 1.87% yield.


TTM20252024202320222021202020192018201720162015
MZDAY
Mazda Motor Corporation
2.41%4.78%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.72%0.00%
AIR.PA
Airbus SE
1.87%1.51%1.16%1.29%1.35%0.00%0.00%1.26%1.79%1.63%2.07%1.94%

Drawdowns

MZDAY vs. AIR.PA - Drawdown Comparison

The maximum MZDAY drawdown since its inception was -95.68%, which is greater than AIR.PA's maximum drawdown of -68.20%. Use the drawdown chart below to compare losses from any high point for MZDAY and AIR.PA.


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Drawdown Indicators


MZDAYAIR.PADifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

-75.05%

-20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-27.44%

-27.71%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-57.64%

-27.71%

-29.93%

Max Drawdown (10Y)

Largest decline over 10 years

-73.50%

-64.70%

-8.80%

Current Drawdown

Current decline from peak

-93.25%

-26.97%

-66.28%

Average Drawdown

Average peak-to-trough decline

-69.48%

-22.56%

-46.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.30%

8.82%

+0.48%

Volatility

MZDAY vs. AIR.PA - Volatility Comparison

Mazda Motor Corporation (MZDAY) has a higher volatility of 12.68% compared to Airbus SE (AIR.PA) at 9.29%. This indicates that MZDAY's price experiences larger fluctuations and is considered to be riskier than AIR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MZDAYAIR.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.68%

9.29%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

29.10%

18.97%

+10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

47.48%

29.67%

+17.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.18%

30.36%

+6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.43%

35.70%

-0.27%

Financials

MZDAY vs. AIR.PA - Financials Comparison

This section allows you to compare key financial metrics between Mazda Motor Corporation and Airbus SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. MZDAY values in USD, AIR.PA values in EUR