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SMT Scharf AG (S188.DE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

Industry
Railroads

Share Price Chart


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SMT Scharf AG

Often compared with S188.DE:
S188.DE vs. SPSM

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SMT Scharf 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

S188.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

SMT Scharf AG (S188.DE) has returned 43.48% so far this year and 16.38% over the past 12 months. Over the last ten years, S188.DE has returned -2.43% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.


SMT Scharf AG

1D
3.77%
1M
13.79%
YTD
43.48%
6M
6.45%
1Y
16.38%
3Y*
-6.82%
5Y*
0.70%
10Y*
-2.43%

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 Apr 11, 2007, S188.DE's average daily return is +0.03%, while the average monthly return is +0.50%. At this rate, your investment would double in approximately 11.6 years.

Historically, 46% of months were positive and 54% were negative. The best month was May 2022 with a return of +32.4%, while the worst month was Aug 2023 at -32.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, S188.DE closed higher 43% of trading days. The best single day was Mar 1, 2024 with a return of +24.3%, while the worst single day was Jun 16, 2022 at -14.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.61%29.46%13.79%43.48%
2025-3.47%-3.60%8.96%-8.22%3.75%-4.44%31.01%-8.88%0.65%-12.26%-13.97%-1.71%-17.76%
2024-0.78%-12.60%22.52%-1.47%-0.00%-0.75%10.53%2.72%9.93%1.81%-10.06%-5.26%12.50%
20231.72%-5.08%-6.25%-8.10%-0.52%1.56%-1.03%-32.64%-6.92%8.26%-1.53%-0.78%-44.83%
2022-10.92%-13.44%2.28%-2.23%32.42%-5.86%-7.69%-11.11%-4.46%14.95%-3.25%-2.52%-18.31%
20214.84%-9.01%1.21%3.10%28.26%0.00%17.67%5.93%10.45%7.09%-19.24%10.94%68.64%

Benchmark Metrics

SMT Scharf AG has an annualized alpha of 3.82%, beta of 0.18, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 12, 2007.

  • This stock participated in 69.90% of S&P 500 Index downside but only 35.96% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.18 may look defensive, but with R² of 0.01 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 0.01 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
3.82%
Beta
0.18
0.01
Upside Capture
35.96%
Downside Capture
69.90%

Return for Risk

Risk / Return Rank

S188.DE ranks 53 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.


S188.DE Risk / Return Rank: 5353
Overall Rank
S188.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
S188.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
S188.DE Omega Ratio Rank: 5252
Omega Ratio Rank
S188.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
S188.DE Martin Ratio Rank: 5050
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 SMT Scharf AG (S188.DE) and compare them to a chosen benchmark (S&P 500 Index).


S188.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.43

-0.04

Sortino ratio

Return per unit of downside risk

0.96

0.73

+0.23

Omega ratio

Gain probability vs. loss probability

1.12

1.11

+0.01

Calmar ratio

Return relative to maximum drawdown

0.46

0.67

-0.21

Martin ratio

Return relative to average drawdown

0.80

2.80

-2.00

Explore S188.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

SMT Scharf AG provided a 2.55% dividend yield over the last twelve months, with an annual payout of €0.21 per share.


3.65%€0.00€0.05€0.10€0.15€0.202025
Dividends
Dividend Yield
PeriodTTM2025
Dividend€0.21€0.21

Dividend yield

2.55%3.65%

Monthly Dividends

The table displays the monthly dividend distributions for SMT Scharf AG. 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€0.21€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.21

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 SMT Scharf 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 SMT Scharf AG was 77.46%, occurring on Feb 29, 2024. The portfolio has not yet recovered.

The current SMT Scharf AG drawdown is 65.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.46%Feb 23, 20123051Feb 29, 2024
-51.27%May 27, 2008128Nov 20, 2008335Mar 22, 2010463
-28.46%May 20, 201157Aug 8, 2011104Jan 2, 2012161
-21.4%Jul 3, 200736Aug 21, 2007136Mar 5, 2008172
-15.06%May 3, 200729Jun 13, 200712Jun 29, 200741

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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