RRTL.DE vs. IMB.L
RRTL.DE (RTL Group SA) and IMB.L (Imperial Brands plc) are both stocks. RRTL.DE operates in Broadcasting (Communication Services), while IMB.L operates in Tobacco (Consumer Defensive). Over the past 10 years, RRTL.DE returned -3.19%/yr vs 2.69%/yr for IMB.L. At a 0.17 correlation, their price movements are largely independent.
Performance
RRTL.DE vs. IMB.L - Performance Comparison
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Different Trading Currencies
RRTL.DE is traded in EUR, while IMB.L is traded in GBp. To make them comparable, the IMB.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, RRTL.DE achieves a -6.39% return, which is significantly higher than IMB.L's -9.38% return. Over the past 10 years, RRTL.DE has underperformed IMB.L with an annualized return of -3.19%, while IMB.L has yielded a comparatively higher 2.69% annualized return.
RRTL.DE
- 1D
- 3.09%
- 1M
- -3.35%
- YTD
- -6.39%
- 6M
- -3.01%
- 1Y
- -4.16%
- 3Y*
- 0.14%
- 5Y*
- -1.01%
- 10Y*
- -3.19%
IMB.L
- 1D
- -0.57%
- 1M
- -1.56%
- YTD
- -9.38%
- 6M
- -14.25%
- 1Y
- -1.60%
- 3Y*
- 24.01%
- 5Y*
- 19.20%
- 10Y*
- 2.69%
RRTL.DE vs. IMB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RRTL.DE RTL Group SA | -6.39% | 37.12% | -17.56% | -5.54% | 0.08% | 23.63% | -9.64% | -0.90% | -26.84% | 0.90% |
IMB.L Imperial Brands plc | -9.37% | 22.86% | 58.98% | -3.83% | 30.69% | 22.54% | -17.28% | -7.93% | -20.61% | -9.81% |
Correlation
The correlation between RRTL.DE and IMB.L is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.17 |
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Return for Risk
RRTL.DE vs. IMB.L — Risk / Return Rank
RRTL.DE
IMB.L
RRTL.DE vs. IMB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RTL Group SA (RRTL.DE) and Imperial Brands plc (IMB.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.
| RRTL.DE | IMB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.00 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | -0.09 | -0.09 |
| Martin ratioReturn relative to average drawdown | -0.51 | -0.23 | -0.28 |
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
| RRTL.DE | IMB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | -0.08 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.97 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.11 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.27 | -0.12 |
Drawdowns
RRTL.DE vs. IMB.L - Drawdown Comparison
The maximum RRTL.DE drawdown since its inception was -74.06%, which is greater than IMB.L's maximum drawdown of -65.48%. Use the drawdown chart below to compare losses from any high point for RRTL.DE and IMB.L.
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Drawdown Indicators
| RRTL.DE | IMB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.06% | -65.48% | -8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -23.80% | -17.25% | -6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -34.69% | -17.25% | -17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -44.28% | -22.65% | -21.63% |
Max Drawdown (10Y)Largest decline over 10 years | -60.11% | -64.89% | +4.78% |
Current DrawdownCurrent decline from peak | -36.17% | -15.88% | -20.29% |
Average DrawdownAverage peak-to-trough decline | -28.48% | -22.46% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.66% | 6.96% | +1.70% |
Volatility
RRTL.DE vs. IMB.L - Volatility Comparison
RTL Group SA (RRTL.DE) has a higher volatility of 11.48% compared to Imperial Brands plc (IMB.L) at 8.40%. This indicates that RRTL.DE's price experiences larger fluctuations and is considered to be riskier than IMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRTL.DE | IMB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.48% | 8.40% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 21.99% | 16.29% | +5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.26% | 20.24% | +11.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 19.72% | +6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.58% | 23.63% | +2.95% |
Dividends
RRTL.DE vs. IMB.L - Dividend Comparison
RRTL.DE's dividend yield for the trailing twelve months is around 2.04%, less than IMB.L's 7.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMB.L Imperial Brands plc | 7.59% | 5.59% | 5.91% | 7.99% | 6.78% | 8.57% | 5.84% | 10.70% | 7.65% | 5.22% | 4.24% | 5.05% |
RRTL.DE RTL Group SA | 2.04% | 6.17% | 8.75% | 8.51% | 20.22% | 5.47% | 0.00% | 5.80% | 7.28% | 5.07% | 4.88% | 3.86% |
Financials
RRTL.DE vs. IMB.L - Financials Comparison
This section allows you to compare key financial metrics between RTL Group SA and Imperial Brands 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
RRTL.DE and IMB.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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