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RED.MC vs. VID.MC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RED.MC vs. VID.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Redeia Corporación, S.A. (RED.MC) and Vidrala, S.A. (VID.MC). The values are adjusted to include any dividend payments, if applicable.

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RED.MC vs. VID.MC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RED.MC
Redeia Corporación, S.A.
-1.88%-3.78%17.79%-2.45%-9.81%20.60%-0.50%-3.27%9.64%9.29%
VID.MC
Vidrala, S.A.
-11.18%3.48%10.15%24.53%-0.67%-3.02%7.68%34.85%-7.28%75.43%

Returns By Period

In the year-to-date period, RED.MC achieves a -1.88% return, which is significantly higher than VID.MC's -11.18% return. Over the past 10 years, RED.MC has underperformed VID.MC with an annualized return of 2.85%, while VID.MC has yielded a comparatively higher 10.21% annualized return.


RED.MC

1D
0.89%
1M
-5.16%
YTD
-1.88%
6M
-9.02%
1Y
-17.25%
3Y*
2.33%
5Y*
5.37%
10Y*
2.85%

VID.MC

1D
2.87%
1M
-1.37%
YTD
-11.18%
6M
-6.43%
1Y
-9.25%
3Y*
-0.13%
5Y*
3.99%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RED.MC vs. VID.MC — Risk / Return Rank

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

RED.MC
RED.MC Risk / Return Rank: 1010
Overall Rank
RED.MC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
RED.MC Sortino Ratio Rank: 99
Sortino Ratio Rank
RED.MC Omega Ratio Rank: 99
Omega Ratio Rank
RED.MC Calmar Ratio Rank: 1212
Calmar Ratio Rank
RED.MC Martin Ratio Rank: 1414
Martin Ratio Rank

VID.MC
VID.MC Risk / Return Rank: 2323
Overall Rank
VID.MC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VID.MC Sortino Ratio Rank: 1818
Sortino Ratio Rank
VID.MC Omega Ratio Rank: 1818
Omega Ratio Rank
VID.MC Calmar Ratio Rank: 3232
Calmar Ratio Rank
VID.MC Martin Ratio Rank: 2929
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.

RED.MC vs. VID.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Redeia Corporación, S.A. (RED.MC) and Vidrala, S.A. (VID.MC). 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.


RED.MCVID.MCDifference

Sharpe ratio

Return per unit of total volatility

-0.89

-0.47

-0.42

Sortino ratio

Return per unit of downside risk

-1.09

-0.55

-0.54

Omega ratio

Gain probability vs. loss probability

0.85

0.93

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.79

-0.28

-0.51

Martin ratio

Return relative to average drawdown

-1.31

-0.71

-0.60

RED.MC vs. VID.MC - Sharpe Ratio Comparison

The current RED.MC Sharpe Ratio is -0.89, which is lower than the VID.MC Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of RED.MC and VID.MC, 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


RED.MCVID.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.47

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.17

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.41

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.05

+0.49

Correlation

The correlation between RED.MC and VID.MC is 0.09, 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

RED.MC vs. VID.MC - Dividend Comparison

RED.MC's dividend yield for the trailing twelve months is around 5.45%, more than VID.MC's 2.08% yield.


TTM20252024202320222021202020192018201720162015
RED.MC
Redeia Corporación, S.A.
5.45%5.27%6.06%6.71%6.15%5.26%6.27%5.48%4.71%4.59%4.48%3.89%
VID.MC
Vidrala, S.A.
2.08%1.63%5.54%1.53%1.59%1.28%1.17%1.08%1.24%0.95%1.47%1.41%

Drawdowns

RED.MC vs. VID.MC - Drawdown Comparison

The maximum RED.MC drawdown since its inception was -39.54%, smaller than the maximum VID.MC drawdown of -106.51%. Use the drawdown chart below to compare losses from any high point for RED.MC and VID.MC.


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Drawdown Indicators


RED.MCVID.MCDifference

Max Drawdown

Largest peak-to-trough decline

-39.54%

-106.51%

+66.97%

Max Drawdown (1Y)

Largest decline over 1 year

-22.90%

-23.07%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-42.12%

+16.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

-42.12%

+9.00%

Current Drawdown

Current decline from peak

-20.29%

-68.07%

+47.78%

Average Drawdown

Average peak-to-trough decline

-10.28%

-72.76%

+62.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.82%

9.15%

+4.67%

Volatility

RED.MC vs. VID.MC - Volatility Comparison

The current volatility for Redeia Corporación, S.A. (RED.MC) is 6.64%, while Vidrala, S.A. (VID.MC) has a volatility of 7.74%. This indicates that RED.MC experiences smaller price fluctuations and is considered to be less risky than VID.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RED.MCVID.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

7.74%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

14.83%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

19.40%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

23.46%

-5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

24.34%

-5.35%

Financials

RED.MC vs. VID.MC - Financials Comparison

This section allows you to compare key financial metrics between Redeia Corporación, S.A. and Vidrala, S.A.. 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


Values in EUR except per share items