TM2.F vs. MUX.DE
Compare and contrast key facts about Sydbank A/S (TM2.F) and Mutares SE & Co. KGaA (MUX.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TM2.F or MUX.DE.
Key characteristics
| TM2.F | MUX.DE | |
|---|---|---|
| YTD Return | 188.02% | -33.92% |
| 1Y Return | 183.05% | -22.54% |
| 3Y Return (Ann) | 108.65% | 0.95% |
| 5Y Return (Ann) | 88.45% | 22.70% |
| 10Y Return (Ann) | 59.99% | 12.99% |
| Sharpe Ratio | 1.50 | -0.64 |
| Sortino Ratio | 8.88 | -0.73 |
| Omega Ratio | 2.07 | 0.91 |
| Calmar Ratio | 9.93 | -0.47 |
| Martin Ratio | 26.78 | -1.09 |
| Ulcer Index | 6.71% | 22.28% |
| Daily Std Dev | 119.03% | 38.10% |
| Max Drawdown | -76.16% | -64.52% |
| Current Drawdown | -8.08% | -45.98% |
Fundamentals
| TM2.F | MUX.DE | |
|---|---|---|
| Market Cap | €2.41B | €496.35M |
| EPS | €8.11 | -€1.93 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | €5.74B | €6.37B |
Correlation
The correlation between TM2.F and MUX.DE is 0.16, 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.
Performance
TM2.F vs. MUX.DE - Performance Comparison
In the year-to-date period, TM2.F achieves a 188.02% return, which is significantly higher than MUX.DE's -33.92% return. Over the past 10 years, TM2.F has outperformed MUX.DE with an annualized return of 59.99%, while MUX.DE has yielded a comparatively lower 12.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
TM2.F vs. MUX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sydbank A/S (TM2.F) and Mutares SE & Co. KGaA (MUX.DE). 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.
Dividends
TM2.F vs. MUX.DE - Dividend Comparison
TM2.F's dividend yield for the trailing twelve months is around 8.83%, more than MUX.DE's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TM2.F Sydbank A/S | 8.83% | 5.81% | 4.09% | 4.74% | 7.14% | 6.84% | 7.52% | 4.25% | 3.70% | 3.21% | 0.00% | 0.00% |
MUX.DE Mutares SE & Co. KGaA | 1.08% | 2.12% | 5.56% | 6.59% | 6.76% | 8.34% | 11.74% | 2.32% | 5.58% | 4.75% | 14.97% | 0.00% |
Drawdowns
TM2.F vs. MUX.DE - Drawdown Comparison
The maximum TM2.F drawdown since its inception was -76.16%, which is greater than MUX.DE's maximum drawdown of -64.52%. Use the drawdown chart below to compare losses from any high point for TM2.F and MUX.DE. For additional features, visit the drawdowns tool.
Volatility
TM2.F vs. MUX.DE - Volatility Comparison
The current volatility for Sydbank A/S (TM2.F) is 8.95%, while Mutares SE & Co. KGaA (MUX.DE) has a volatility of 12.74%. This indicates that TM2.F experiences smaller price fluctuations and is considered to be less risky than MUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TM2.F vs. MUX.DE - Financials Comparison
This section allows you to compare key financial metrics between Sydbank A/S and Mutares SE & Co. KGaA. 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