PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SCHOTT Pharma AG & Co. KGaA (1SXP.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINDE000A3ENQ51
SectorHealthcare
IndustryMedical Instruments & Supplies

Highlights

Market Cap€4.56B
EPS (TTM)€0.95
PE Ratio30.32
Year Range€25.64 - €43.23
Target Price€31.70

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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


-20.00%-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
-4.04%
26.97%
1SXP.DE (SCHOTT Pharma AG & Co. KGaA)
Benchmark (^GSPC)

Returns By Period

SCHOTT Pharma AG & Co. KGaA had a return of -10.61% year-to-date (YTD) and 0.11% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-10.61%19.70%
1 month-14.71%1.08%
6 months-24.82%9.56%
1 year0.11%34.99%
5 years (annualized)N/A14.15%
10 years (annualized)N/A11.26%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.14%12.78%-2.09%-0.71%-25.48%4.44%4.58%12.50%-14.83%-10.61%
20231.09%-13.40%4.38%17.48%7.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1SXP.DE is 33, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 1SXP.DE is 3333
1SXP.DE (SCHOTT Pharma AG & Co. KGaA)
The Sharpe Ratio Rank of 1SXP.DE is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of 1SXP.DE is 3131Sortino Ratio Rank
The Omega Ratio Rank of 1SXP.DE is 3030Omega Ratio Rank
The Calmar Ratio Rank of 1SXP.DE is 3434Calmar Ratio Rank
The Martin Ratio Rank of 1SXP.DE is 3737Martin 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 SCHOTT Pharma AG & Co. KGaA (1SXP.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1SXP.DE
Sharpe ratio
The chart of Sharpe ratio for 1SXP.DE, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11
Sortino ratio
The chart of Sortino ratio for 1SXP.DE, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.13
Omega ratio
The chart of Omega ratio for 1SXP.DE, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for 1SXP.DE, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13
Martin ratio
The chart of Martin ratio for 1SXP.DE, currently valued at -0.26, compared to the broader market-10.000.0010.0020.00-0.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.501.001.501.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.002.004.006.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market-10.000.0010.0020.0016.17

Sharpe Ratio

The current SCHOTT Pharma AG & Co. KGaA Sharpe ratio is -0.11. 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 SCHOTT Pharma AG & Co. KGaA 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 Ratio0.000.501.001.502.0012 PMThu 2612 PMFri 2712 PMSat 2812 PMSep 2912 PMMon 3012 PMOctober12 PMWed 02
-0.11
2.14
1SXP.DE (SCHOTT Pharma AG & Co. KGaA)
Benchmark (^GSPC)

Dividends

Dividend History

SCHOTT Pharma AG & Co. KGaA granted a 0.50% dividend yield in the last twelve months. The annual payout for that period amounted to €0.15 per share.


PeriodTTM
Dividend€0.15

Dividend yield

0.50%

Monthly Dividends

The table displays the monthly dividend distributions for SCHOTT Pharma AG & Co. KGaA. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.15€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-27.38%
-0.63%
1SXP.DE (SCHOTT Pharma AG & Co. KGaA)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SCHOTT Pharma AG & Co. KGaA. 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 SCHOTT Pharma AG & Co. KGaA was 36.46%, occurring on Jun 19, 2024. The portfolio has not yet recovered.

The current SCHOTT Pharma AG & Co. KGaA drawdown is 27.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.46%Mar 21, 202462Jun 19, 2024
-21.58%Oct 12, 202314Oct 31, 202363Jan 31, 202477
-9.85%Mar 1, 20247Mar 11, 20247Mar 20, 202414
-6.12%Feb 13, 20243Feb 15, 20249Feb 28, 202412
-5.18%Oct 2, 20232Oct 3, 20234Oct 9, 20236

Volatility

Volatility Chart

The current SCHOTT Pharma AG & Co. KGaA volatility is 7.19%, 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.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
7.19%
3.28%
1SXP.DE (SCHOTT Pharma AG & Co. KGaA)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for SCHOTT Pharma AG & Co. KGaA.


Loading data...

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