PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Revenga Ingenieros SA (RSS.MC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

ES0105717005

Sector

Technology

Highlights

Year Range

€1.58 - €3.12

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


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-32.44%
17.58%
RSS.MC (Revenga Ingenieros SA)
Benchmark (^GSPC)

Returns By Period

Revenga Ingenieros SA had a return of 1.72% year-to-date (YTD) and -39.38% in the last 12 months.


RSS.MC

YTD

1.72%

1M

5.36%

6M

-32.44%

1Y

-39.38%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

2.90%

1M

3.70%

6M

10.94%

1Y

22.18%

5Y*

12.41%

10Y*

11.21%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.75%1.72%
20240.00%-2.67%0.68%-1.36%3.45%-3.33%-5.52%1.46%12.23%-5.13%-13.51%-32.03%-42.00%
2023-3.75%2.60%-5.06%-6.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RSS.MC is 2, meaning it’s performing worse than 98% of other stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RSS.MC is 22
Overall Rank
The Sharpe Ratio Rank of RSS.MC is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of RSS.MC is 11
Sortino Ratio Rank
The Omega Ratio Rank of RSS.MC is 22
Omega Ratio Rank
The Calmar Ratio Rank of RSS.MC is 66
Calmar Ratio Rank
The Martin Ratio Rank of RSS.MC is 11
Martin 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 Revenga Ingenieros SA (RSS.MC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RSS.MC, currently valued at -1.51, compared to the broader market-2.000.002.004.00-1.511.59
The chart of Sortino ratio for RSS.MC, currently valued at -2.27, compared to the broader market-6.00-4.00-2.000.002.004.00-2.272.16
The chart of Omega ratio for RSS.MC, currently valued at 0.68, compared to the broader market0.501.001.502.000.681.29
The chart of Calmar ratio for RSS.MC, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.772.40
The chart of Martin ratio for RSS.MC, currently valued at -1.99, compared to the broader market0.0010.0020.0030.00-1.999.79
RSS.MC
^GSPC

The current Revenga Ingenieros SA Sharpe ratio is -1.51. 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 Revenga Ingenieros 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 Ratio-2.00-1.000.001.002.003.00DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
-1.51
1.86
RSS.MC (Revenga Ingenieros SA)
Benchmark (^GSPC)

Dividends

Dividend History


Revenga Ingenieros 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.55%
-1.03%
RSS.MC (Revenga Ingenieros SA)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Revenga Ingenieros 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 Revenga Ingenieros SA was 53.49%, occurring on Jan 16, 2025. The portfolio has not yet recovered.

The current Revenga Ingenieros SA drawdown is 48.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.49%Oct 17, 2023278Jan 16, 2025
-0.59%Oct 11, 20231Oct 11, 20231Oct 12, 20232

Volatility

Volatility Chart

The current Revenga Ingenieros SA volatility is 10.85%, 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%12.00%SeptemberOctoberNovemberDecember2025February
10.85%
4.05%
RSS.MC (Revenga Ingenieros SA)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Revenga Ingenieros 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 Revenga Ingenieros SA.


Loading data...

Income Statement



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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab