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Spotify Technology SA (639.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINLU1778762911
Sector
Industry

Highlights

Market Cap€73.28B
EPS (TTM)€2.27
PE Ratio156.65
Total Revenue (TTM)€11.04B
Gross Profit (TTM)€3.06B
EBITDA (TTM)€547.70M
Year Range€154.00 - €365.70

Share Price Chart


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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 Spotify Technology SA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.56%
9.92%
639.DE (Spotify Technology SA)
Benchmark (^GSPC)

Returns By Period

Spotify Technology SA had a return of 106.74% year-to-date (YTD) and 124.78% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date106.74%20.10%
1 month5.71%-0.39%
6 months29.26%11.72%
1 year124.78%31.44%
5 years (annualized)20.75%13.30%
10 years (annualized)N/A10.96%

Monthly Returns

The table below presents the monthly returns of 639.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202416.16%17.87%4.67%8.90%0.86%6.70%8.10%-1.91%8.21%7.04%106.74%
202340.72%8.05%11.20%-3.05%17.48%4.86%-7.09%3.52%4.68%4.74%7.89%3.12%136.91%
2022-16.26%-19.39%-0.14%-28.70%6.02%-13.93%20.42%-1.52%-15.50%-9.20%-11.00%-1.05%-64.86%
20210.95%-3.95%-9.66%-6.69%-7.56%16.41%-15.60%1.72%-2.91%28.96%-14.53%-2.46%-21.16%
2020-7.03%-3.74%-7.93%21.90%18.81%40.12%-4.75%7.33%-11.39%3.60%9.75%11.34%91.77%
201920.32%1.97%-1.16%-2.12%-5.00%10.53%8.73%-9.85%-15.43%22.64%1.01%5.60%35.16%
20182.75%0.13%8.98%5.06%6.46%-3.69%-16.24%-8.90%-15.62%-22.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 639.DE is 97, placing it in the top 3% 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 639.DE is 9797
Combined Rank
The Sharpe Ratio Rank of 639.DE is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of 639.DE is 9797Sortino Ratio Rank
The Omega Ratio Rank of 639.DE is 9696Omega Ratio Rank
The Calmar Ratio Rank of 639.DE is 9292Calmar Ratio Rank
The Martin Ratio Rank of 639.DE is 9999Martin 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 Spotify Technology SA (639.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


639.DE
Sharpe ratio
The chart of Sharpe ratio for 639.DE, currently valued at 3.50, compared to the broader market-4.00-2.000.002.004.003.50
Sortino ratio
The chart of Sortino ratio for 639.DE, currently valued at 4.62, compared to the broader market-4.00-2.000.002.004.004.62
Omega ratio
The chart of Omega ratio for 639.DE, currently valued at 1.61, compared to the broader market0.501.001.502.001.61
Calmar ratio
The chart of Calmar ratio for 639.DE, currently valued at 2.65, compared to the broader market0.002.004.006.002.65
Martin ratio
The chart of Martin ratio for 639.DE, currently valued at 34.59, compared to the broader market0.0010.0020.0030.0034.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-4.00-2.000.002.004.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0018.62

Sharpe Ratio

The current Spotify Technology SA Sharpe ratio is 3.50. 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 Spotify Technology SA 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.50
2.64
639.DE (Spotify Technology SA)
Benchmark (^GSPC)

Dividends

Dividend History


Spotify Technology SA doesn't pay dividends

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.44%
-2.40%
639.DE (Spotify Technology SA)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Spotify Technology SA. 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 Spotify Technology SA was 76.96%, occurring on Dec 19, 2022. Recovery took 372 trading sessions.

The current Spotify Technology SA drawdown is 2.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.96%Feb 22, 2021469Dec 19, 2022372Jun 5, 2024841
-44.53%Aug 15, 201892Dec 21, 2018351May 21, 2020443
-22.94%Jul 23, 202040Sep 16, 202055Dec 2, 202095
-14.36%Jan 14, 202117Feb 5, 202110Feb 19, 202127
-11.92%Apr 4, 20181Apr 4, 201817Apr 27, 201818

Volatility

Volatility Chart

The current Spotify Technology SA volatility is 5.82%, 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%JuneJulyAugustSeptemberOctoberNovember
5.82%
3.77%
639.DE (Spotify Technology SA)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Spotify Technology SA 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 Spotify Technology SA.


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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