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SBF AG (CY1K.DE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

Industry
Railroads

Share Price Chart


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SBF AG

Performance

Performance Chart

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


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S&P 500 Index

Different Benchmark Currency

CY1K.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

SBF AG (CY1K.DE) has returned -42.26% so far this year and -22.79% over the past 12 months. Over the last ten years, CY1K.DE has returned 11.26% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.


SBF AG

1D
1.84%
1M
-28.45%
YTD
-42.26%
6M
-46.02%
1Y
-22.79%
3Y*
-22.56%
5Y*
-18.86%
10Y*
11.26%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 14, 2012, CY1K.DE's average daily return is +0.46%, while the average monthly return is +8.76%. At this rate, your investment would double in approximately 0.7 years.

Historically, 31% of months were positive and 69% were negative. The best month was Mar 2016 with a return of +1,049.5%, while the worst month was Sep 2015 at -70.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CY1K.DE closed higher 19% of trading days. The best single day was Mar 16, 2016 with a return of +969.6%, while the worst single day was Sep 29, 2015 at -57.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-13.04%-7.20%-28.45%-42.26%
2025-12.58%21.21%34.38%30.23%38.39%-4.52%19.59%-11.86%-21.15%-9.76%10.81%-6.50%90.40%
2024-1.41%-4.76%-0.00%-3.50%-23.83%21.09%-32.02%8.26%-3.05%-0.79%8.73%10.22%-29.11%
2023-1.92%-0.65%-5.92%0.70%0.69%-5.52%-0.00%-12.41%-25.00%-3.56%4.61%-6.17%-45.38%
2022-8.93%-4.41%2.56%8.00%-12.04%-11.05%0.59%-22.35%-8.33%19.01%3.47%4.70%-30.36%
2021-0.94%-6.67%-1.02%-5.67%-2.09%1.69%-1.66%8.99%10.31%-7.94%3.55%9.80%6.36%

Benchmark Metrics

SBF AG has an annualized alpha of 231.03%, beta of -0.12, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 15, 2012.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (37.82%) than losses (37.07%) — typical of diversified or defensive assets.
  • Beta of -0.12 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
231.03%
Beta
-0.12
0.00
Upside Capture
37.82%
Downside Capture
37.07%

Return for Risk

Risk / Return Rank

CY1K.DE ranks 28 for risk / return — below 28% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CY1K.DE Risk / Return Rank: 2828
Overall Rank
CY1K.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CY1K.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
CY1K.DE Omega Ratio Rank: 2828
Omega Ratio Rank
CY1K.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
CY1K.DE Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SBF AG (CY1K.DE) and compare them to a chosen benchmark (S&P 500 Index).


CY1K.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.43

-0.75

Sortino ratio

Return per unit of downside risk

-0.02

0.73

-0.74

Omega ratio

Gain probability vs. loss probability

1.00

1.11

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.35

0.67

-1.02

Martin ratio

Return relative to average drawdown

-0.66

2.80

-3.47

Explore CY1K.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


SBF AG 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SBF 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 SBF AG was 93.25%, occurring on Jan 28, 2016. Recovery took 161 trading sessions.

The current SBF AG drawdown is 71.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.25%Mar 20, 2012974Jan 28, 2016161Sep 14, 20161135
-80.55%Dec 10, 2020935Aug 8, 2024
-25.28%Oct 19, 20164Oct 24, 20161041Dec 1, 20201045
-10.74%Sep 22, 20166Sep 29, 20169Oct 13, 201615
-1.92%Dec 2, 20202Dec 3, 20202Dec 7, 20204

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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