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Covestro AG (1COV.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINDE0006062144
SectorBasic Materials
IndustrySpecialty Chemicals

Highlights

Market Cap€9.57B
EPS (TTM)-€1.10
PEG Ratio0.51
Total Revenue (TTM)€14.14B
Gross Profit (TTM)€2.29B
EBITDA (TTM)€1.06B
Year Range€37.17 - €54.70
Target Price€54.20

Share Price Chart


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Compare to other instruments

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Covestro AG

Popular comparisons: 1COV.DE vs. SRT3.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Covestro AG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


140.00%150.00%160.00%170.00%180.00%190.00%2024FebruaryMarchAprilMayJune
165.62%
188.12%
1COV.DE (Covestro AG)
Benchmark (^GSPC)

S&P 500

Returns By Period

Covestro AG had a return of -3.57% year-to-date (YTD) and 24.45% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-3.57%13.92%
1 month4.23%3.57%
6 months-2.57%15.13%
1 year24.45%24.27%
5 years (annualized)8.46%13.51%
10 years (annualized)N/A10.88%

Monthly Returns

The table below presents the monthly returns of 1COV.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.83%2.49%0.76%-7.30%5.13%-3.57%
202315.24%-1.12%-8.45%4.35%-9.37%31.95%2.63%0.49%4.06%-6.58%1.05%9.29%44.13%
2022-2.47%-10.69%-2.90%-2.80%2.93%-22.40%0.76%-9.36%-1.93%16.59%10.83%-4.24%-27.23%
202111.25%6.77%-4.37%-2.94%5.29%-4.96%-0.37%1.18%8.09%-6.64%-10.04%8.75%9.81%
2020-7.96%-9.59%-19.19%19.30%8.51%1.68%0.57%21.30%6.25%-3.26%14.11%7.98%36.74%
201911.58%4.07%-2.23%3.96%-19.53%13.97%-8.05%0.19%10.22%-5.18%-1.28%-2.47%0.35%
20187.61%0.82%-14.44%-2.71%3.15%-1.95%7.43%-10.62%-4.80%-18.24%-10.96%-15.10%-48.39%
20176.61%2.27%1.53%-0.83%-5.16%-5.06%3.81%0.59%10.21%13.21%6.24%-1.68%34.54%
2016-9.62%-2.96%11.73%4.73%12.67%4.82%4.59%11.73%12.75%2.30%12.61%7.50%97.77%
20155.64%24.08%-3.17%26.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 1COV.DE is 75, placing it in the top 25% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 1COV.DE is 7575
1COV.DE (Covestro AG)
The Sharpe Ratio Rank of 1COV.DE is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of 1COV.DE is 7878Sortino Ratio Rank
The Omega Ratio Rank of 1COV.DE is 7171Omega Ratio Rank
The Calmar Ratio Rank of 1COV.DE is 7676Calmar Ratio Rank
The Martin Ratio Rank of 1COV.DE is 7676Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Covestro AG (1COV.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1COV.DE
Sharpe ratio
The chart of Sharpe ratio for 1COV.DE, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.000.90
Sortino ratio
The chart of Sortino ratio for 1COV.DE, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.006.001.81
Omega ratio
The chart of Omega ratio for 1COV.DE, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for 1COV.DE, currently valued at 0.72, compared to the broader market0.002.004.006.000.72
Martin ratio
The chart of Martin ratio for 1COV.DE, currently valued at 3.41, compared to the broader market-10.000.0010.0020.003.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market-10.000.0010.0020.008.07

Sharpe Ratio

The current Covestro AG Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Covestro AG with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.90
2.33
1COV.DE (Covestro AG)
Benchmark (^GSPC)

Dividends

Dividend History

Covestro AG granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM20232022202120202019201820172016
Dividend€0.00€0.00€3.40€1.30€3.60€2.40€2.20€1.35€0.70

Dividend yield

0.00%0.00%9.30%2.40%7.13%5.79%5.09%1.57%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for Covestro AG. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€3.40€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.40
2021€0.00€0.00€0.00€1.30€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.30
2020€0.00€0.00€0.00€2.40€0.00€0.00€1.20€0.00€0.00€0.00€0.00€0.00€3.60
2019€0.00€0.00€0.00€2.40€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.40
2018€0.00€0.00€0.00€2.20€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.20
2017€0.00€0.00€0.00€0.00€1.35€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.35
2016€0.70€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-28.78%
0
1COV.DE (Covestro AG)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Covestro AG. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Covestro AG was 71.83%, occurring on Mar 16, 2020. The portfolio has not yet recovered.

The current Covestro AG drawdown is 28.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.83%Jan 22, 2018541Mar 16, 2020
-26.99%Dec 3, 201547Feb 11, 201648Apr 21, 201695
-15.97%Apr 10, 201758Jul 4, 201779Oct 24, 2017137
-11.72%Jun 23, 20163Jun 27, 201625Aug 1, 201628
-11%Aug 31, 20169Sep 12, 20167Sep 21, 201616

Volatility

Volatility Chart

The current Covestro AG volatility is 10.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%2024FebruaryMarchAprilMayJune
10.50%
2.41%
1COV.DE (Covestro AG)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Covestro AG over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items