^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 0.16, 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
^BSE100 vs. MLM - Performance Comparison
Key characteristics
^BSE100:
1.00
MLM:
0.31
^BSE100:
1.39
MLM:
0.59
^BSE100:
1.21
MLM:
1.07
^BSE100:
1.29
MLM:
0.38
^BSE100:
4.01
MLM:
0.83
^BSE100:
3.51%
MLM:
8.76%
^BSE100:
13.99%
MLM:
23.12%
^BSE100:
-38.32%
MLM:
-63.73%
^BSE100:
-8.21%
MLM:
-15.06%
Returns By Period
In the year-to-date period, ^BSE100 achieves a 13.54% return, which is significantly higher than MLM's 5.96% return. Over the past 10 years, ^BSE100 has underperformed MLM with an annualized return of 11.92%, while MLM has yielded a comparatively higher 17.50% annualized return.
^BSE100
13.54%
2.27%
1.58%
16.94%
15.72%
11.92%
MLM
5.96%
-9.65%
-2.45%
8.32%
14.84%
17.50%
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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
S&P BSE-100 (^BSE100) has a higher volatility of 4.57% compared to Martin Marietta Materials, Inc. (MLM) at 3.96%. 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.