PortfoliosLab logoPortfoliosLab logo
Ferrari Group PLC (FERGR.AS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Ferrari Group PLC

Often compared with FERGR.AS:
FERGR.AS vs. IMID.L

Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Different Benchmark Currency

FERGR.AS 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

Ferrari Group PLC (FERGR.AS) has returned -8.42% so far this year and 9.84% over the past 12 months.


Ferrari Group PLC

1D
5.68%
1M
-18.58%
YTD
-8.42%
6M
-1.76%
1Y
9.84%
3Y*
5Y*
10Y*

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 Feb 13, 2025, FERGR.AS's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, your investment would double in approximately 23.1 years.

Historically, 43% of months were positive and 57% were negative. The best month was May 2025 with a return of +20.4%, while the worst month was Mar 2026 at -18.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FERGR.AS closed higher 48% of trading days. The best single day was Sep 24, 2025 with a return of +9.4%, while the worst single day was Apr 3, 2025 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.72%1.58%-18.58%-8.42%
2025-11.11%-1.25%-9.87%20.37%8.14%7.27%-8.55%-2.85%-1.76%11.35%-1.93%5.28%

Benchmark Metrics

Ferrari Group PLC has an annualized alpha of -2.99%, beta of 0.32, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since February 14, 2025.

  • This stock captured 298.37% of S&P 500 Index gains and 217.37% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 0.32 may look defensive, but with R² of 0.03 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 0.03 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
-2.99%
Beta
0.32
0.03
Upside Capture
298.37%
Downside Capture
217.37%

Return for Risk

Risk / Return Rank

FERGR.AS ranks 51 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FERGR.AS Risk / Return Rank: 5151
Overall Rank
FERGR.AS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FERGR.AS Sortino Ratio Rank: 4545
Sortino Ratio Rank
FERGR.AS Omega Ratio Rank: 4444
Omega Ratio Rank
FERGR.AS Calmar Ratio Rank: 5555
Calmar Ratio Rank
FERGR.AS Martin Ratio Rank: 5858
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 Ferrari Group PLC (FERGR.AS) and compare them to a chosen benchmark (S&P 500 Index).


FERGR.ASBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.43

-0.16

Sortino ratio

Return per unit of downside risk

0.65

0.73

-0.08

Omega ratio

Gain probability vs. loss probability

1.08

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.62

0.67

-0.05

Martin ratio

Return relative to average drawdown

1.81

2.80

-1.00

Explore FERGR.AS risk-adjusted metrics in detail

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

Dividends

Dividend History

Ferrari Group PLC provided a 3.78% dividend yield over the last twelve months, with an annual payout of €0.32 per share.


3.46%€0.00€0.05€0.10€0.15€0.20€0.25€0.30€0.352025
Dividends
Dividend Yield
PeriodTTM2025
Dividend€0.32€0.32

Dividend yield

3.78%3.46%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.00€0.00
2025€0.32€0.00€0.00€0.00€0.00€0.00€0.00€0.32

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Ferrari Group PLC. 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 Ferrari Group PLC was 29.03%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Ferrari Group PLC drawdown is 25.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.03%Feb 11, 202634Mar 30, 2026
-28.13%Feb 19, 202543Apr 22, 202547Jun 27, 202590
-17.48%Aug 5, 202566Nov 4, 202549Jan 15, 2026115
-4.51%Jul 11, 20254Jul 16, 202511Jul 31, 202515
-3.64%Jan 16, 20263Jan 20, 20262Jan 22, 20265

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...