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PRY.MI vs. MIBX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRY.MI and MIBX.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

PRY.MI vs. MIBX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prysmian SpA (PRY.MI) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.88%
8.18%
PRY.MI
MIBX.L

Key characteristics

Sharpe Ratio

PRY.MI:

1.92

MIBX.L:

1.39

Sortino Ratio

PRY.MI:

2.33

MIBX.L:

1.96

Omega Ratio

PRY.MI:

1.33

MIBX.L:

1.24

Calmar Ratio

PRY.MI:

4.38

MIBX.L:

1.89

Martin Ratio

PRY.MI:

10.49

MIBX.L:

5.12

Ulcer Index

PRY.MI:

5.34%

MIBX.L:

3.82%

Daily Std Dev

PRY.MI:

29.20%

MIBX.L:

14.03%

Max Drawdown

PRY.MI:

-70.43%

MIBX.L:

-35.10%

Current Drawdown

PRY.MI:

-4.58%

MIBX.L:

-0.77%

Returns By Period

The year-to-date returns for both investments are quite close, with PRY.MI having a 11.42% return and MIBX.L slightly higher at 11.81%. Over the past 10 years, PRY.MI has outperformed MIBX.L with an annualized return of 17.26%, while MIBX.L has yielded a comparatively lower 10.50% annualized return.


PRY.MI

YTD

11.42%

1M

-4.29%

6M

11.17%

1Y

54.03%

5Y*

27.24%

10Y*

17.26%

MIBX.L

YTD

11.81%

1M

4.67%

6M

13.18%

1Y

20.37%

5Y*

13.05%

10Y*

10.50%

*Annualized

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Risk-Adjusted Performance

PRY.MI vs. MIBX.L — Risk-Adjusted Performance Rank

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

PRY.MI
The Risk-Adjusted Performance Rank of PRY.MI is 9191
Overall Rank
The Sharpe Ratio Rank of PRY.MI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PRY.MI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PRY.MI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PRY.MI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PRY.MI is 9292
Martin Ratio Rank

MIBX.L
The Risk-Adjusted Performance Rank of MIBX.L is 5757
Overall Rank
The Sharpe Ratio Rank of MIBX.L is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MIBX.L is 5858
Sortino Ratio Rank
The Omega Ratio Rank of MIBX.L is 5656
Omega Ratio Rank
The Calmar Ratio Rank of MIBX.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MIBX.L is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRY.MI vs. MIBX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prysmian SpA (PRY.MI) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L). 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.


Sharpe ratio
The chart of Sharpe ratio for PRY.MI, currently valued at 1.68, compared to the broader market-2.000.002.001.681.16
The chart of Sortino ratio for PRY.MI, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.006.002.101.63
The chart of Omega ratio for PRY.MI, currently valued at 1.29, compared to the broader market0.501.001.502.001.301.20
The chart of Calmar ratio for PRY.MI, currently valued at 3.35, compared to the broader market0.002.004.006.003.351.86
The chart of Martin ratio for PRY.MI, currently valued at 7.54, compared to the broader market-10.000.0010.0020.0030.007.544.69
PRY.MI
MIBX.L

The current PRY.MI Sharpe Ratio is 1.92, which is higher than the MIBX.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of PRY.MI and MIBX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.68
1.16
PRY.MI
MIBX.L

Dividends

PRY.MI vs. MIBX.L - Dividend Comparison

PRY.MI's dividend yield for the trailing twelve months is around 1.02%, less than MIBX.L's 3.52% yield.


TTM20242023202220212020201920182017201620152014
PRY.MI
Prysmian SpA
1.02%1.14%1.46%1.59%1.51%0.86%4.00%2.46%1.58%1.72%2.07%2.77%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
3.52%3.93%3.72%3.89%2.08%1.55%4.02%4.05%2.75%3.56%3.05%0.00%

Drawdowns

PRY.MI vs. MIBX.L - Drawdown Comparison

The maximum PRY.MI drawdown since its inception was -70.43%, which is greater than MIBX.L's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for PRY.MI and MIBX.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.90%
-0.64%
PRY.MI
MIBX.L

Volatility

PRY.MI vs. MIBX.L - Volatility Comparison

Prysmian SpA (PRY.MI) has a higher volatility of 13.12% compared to Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) at 4.05%. This indicates that PRY.MI's price experiences larger fluctuations and is considered to be riskier than MIBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
13.12%
4.05%
PRY.MI
MIBX.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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