TMRAF vs. MBB
TMRAF (Tomra Systems ASA) is a stock, while MBB (iShares MBS Bond ETF) is Mortgage Backed Securities fund tracking the Barclays Capital U.S. MBS Index. Over the past 10 years, TMRAF returned 13.73%/yr vs 1.31%/yr for MBB. At a 0.01 correlation, their price movements are largely independent.
Performance
TMRAF vs. MBB - Performance Comparison
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Returns By Period
In the year-to-date period, TMRAF achieves a -25.86% return, which is significantly lower than MBB's 0.86% return. Over the past 10 years, TMRAF has outperformed MBB with an annualized return of 13.73%, while MBB has yielded a comparatively lower 1.31% annualized return.
TMRAF
- 1D
- 0.00%
- 1M
- 10.49%
- YTD
- -25.86%
- 6M
- -21.73%
- 1Y
- -41.87%
- 3Y*
- -12.60%
- 5Y*
- -9.33%
- 10Y*
- 13.73%
MBB
- 1D
- -0.15%
- 1M
- 1.22%
- YTD
- 0.86%
- 6M
- 1.51%
- 1Y
- 6.41%
- 3Y*
- 4.55%
- 5Y*
- 0.38%
- 10Y*
- 1.31%
TMRAF vs. MBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMRAF Tomra Systems ASA | -25.86% | 7.13% | 13.87% | -32.05% | -27.02% | 50.97% | 51.54% | 46.27% | 48.12% | 82.30% |
MBB iShares MBS Bond ETF | 0.86% | 8.38% | 1.31% | 5.01% | -11.74% | -1.43% | 4.08% | 6.18% | 0.82% | 2.49% |
Correlation
The correlation between TMRAF and MBB is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2007 | 0.01 |
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Return for Risk
TMRAF vs. MBB — Risk / Return Rank
TMRAF
MBB
TMRAF vs. MBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tomra Systems ASA (TMRAF) and iShares MBS Bond ETF (MBB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TMRAF | MBB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.24 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.01 | -2.89 |
| Martin ratioReturn relative to average drawdown | -1.62 | 6.39 | -8.02 |
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Drawdowns
TMRAF vs. MBB - Drawdown Comparison
The maximum TMRAF drawdown since its inception was -71.64%, which is greater than MBB's maximum drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for TMRAF and MBB.
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Drawdown Indicators
| TMRAF | MBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.64% | -17.64% | -54.00% |
Max Drawdown (1Y)Largest decline over 1 year | -47.39% | -2.94% | -44.45% |
Max Drawdown (3Y)Largest decline over 3 years | -56.94% | -7.68% | -49.26% |
Max Drawdown (5Y)Largest decline over 5 years | -71.64% | -17.19% | -54.45% |
Max Drawdown (10Y)Largest decline over 10 years | -71.64% | -17.64% | -54.00% |
Current DrawdownCurrent decline from peak | -59.80% | -1.24% | -58.56% |
Average DrawdownAverage peak-to-trough decline | -20.67% | -2.35% | -18.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.82% | 0.92% | +24.90% |
Volatility
TMRAF vs. MBB - Volatility Comparison
Tomra Systems ASA (TMRAF) has a higher volatility of 19.08% compared to iShares MBS Bond ETF (MBB) at 1.58%. This indicates that TMRAF's price experiences larger fluctuations and is considered to be riskier than MBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMRAF | MBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.08% | 1.58% | +17.50% |
Volatility (6M)Calculated over the trailing 6-month period | 40.28% | 3.28% | +37.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.03% | 4.46% | +47.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.61% | 6.82% | +51.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.87% | 5.31% | +44.56% |
Dividends
TMRAF vs. MBB - Dividend Comparison
TMRAF's dividend yield for the trailing twelve months is around 0.23%, less than MBB's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBB iShares MBS Bond ETF | 4.26% | 4.21% | 3.94% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% |
TMRAF Tomra Systems ASA | 0.23% | 1.55% | 1.39% | 1.49% | 1.94% | 1.01% | 0.62% | 1.62% | 4.28% | 13.33% | 0.00% | 0.00% |
Frequently Asked Questions
TMRAF and MBB have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMRAF has higher volatility (19.08%) compared to MBB (1.58%). In terms of maximum drawdown, TMRAF dropped -71.64% vs MBB's -17.64%.
MBB currently has the higher Sharpe Ratio (1.33 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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