^BSE100 vs. MLM
Compare and contrast key facts about S&P BSE-100 (^BSE100) and Martin Marietta Materials, Inc. (MLM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSE100 or MLM.
Correlation
The correlation between ^BSE100 and MLM is 0.15, 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
^BSE100 vs. MLM - Performance Comparison
Key characteristics
^BSE100:
0.71
MLM:
0.21
^BSE100:
1.01
MLM:
0.45
^BSE100:
1.15
MLM:
1.05
^BSE100:
0.74
MLM:
0.25
^BSE100:
1.93
MLM:
0.48
^BSE100:
5.27%
MLM:
10.01%
^BSE100:
14.27%
MLM:
23.17%
^BSE100:
-38.32%
MLM:
-63.73%
^BSE100:
-10.03%
MLM:
-13.19%
Returns By Period
In the year-to-date period, ^BSE100 achieves a -0.60% return, which is significantly lower than MLM's 4.03% return. Over the past 10 years, ^BSE100 has underperformed MLM with an annualized return of 11.21%, while MLM has yielded a comparatively higher 17.37% annualized return.
^BSE100
-0.60%
-2.15%
-1.63%
10.42%
15.36%
11.21%
MLM
4.03%
3.99%
-1.10%
6.23%
15.29%
17.37%
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Risk-Adjusted Performance
^BSE100 vs. MLM — Risk-Adjusted Performance Rank
^BSE100
MLM
^BSE100 vs. MLM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) and Martin Marietta Materials, Inc. (MLM). 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.
Drawdowns
^BSE100 vs. MLM - Drawdown Comparison
The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum MLM drawdown of -63.73%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and MLM. For additional features, visit the drawdowns tool.
Volatility
^BSE100 vs. MLM - Volatility Comparison
S&P BSE-100 (^BSE100) has a higher volatility of 5.24% compared to Martin Marietta Materials, Inc. (MLM) at 4.95%. This indicates that ^BSE100's price experiences larger fluctuations and is considered to be riskier than MLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.