^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.
Key characteristics
| ^BSE100 | MLM | |
|---|---|---|
| YTD Return | 19.30% | 5.30% |
| 1Y Return | 34.51% | 18.17% |
| 3Y Return (Ann) | 15.93% | 11.80% |
| 5Y Return (Ann) | 19.34% | 16.45% |
| 10Y Return (Ann) | 12.87% | 15.84% |
| Sharpe Ratio | 2.49 | 0.75 |
| Daily Std Dev | 13.36% | 24.18% |
| Max Drawdown | -38.32% | -63.73% |
| Current Drawdown | 0.00% | -15.58% |
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
In the year-to-date period, ^BSE100 achieves a 19.30% return, which is significantly higher than MLM's 5.30% return. Over the past 10 years, ^BSE100 has underperformed MLM with an annualized return of 12.87%, while MLM has yielded a comparatively higher 15.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^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
The current volatility for S&P BSE-100 (^BSE100) is 4.25%, while Martin Marietta Materials, Inc. (MLM) has a volatility of 7.95%. This indicates that ^BSE100 experiences smaller price fluctuations and is considered to be less risky than MLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.