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SCOR SE (SCR.PA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINFR0010411983
SectorFinancial Services
IndustryInsurance—Reinsurance

Highlights

Market Cap€5.44B
EPS€4.45
PE Ratio6.83
PEG Ratio0.38
Revenue (TTM)€16.26B
Gross Profit (TTM)-€620.00M
EBITDA (TTM)€1.43B
Year Range€21.58 - €32.44
Target Price€35.30

Share Price Chart


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SCOR SE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SCOR SE, 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%100.00%200.00%300.00%400.00%NovemberDecember2024FebruaryMarchApril
58.87%
359.18%
SCR.PA (SCOR SE)
Benchmark (^GSPC)

S&P 500

Returns By Period

SCOR SE had a return of 14.89% year-to-date (YTD) and 40.00% in the last 12 months. Over the past 10 years, SCOR SE had an annualized return of 6.17%, while the S&P 500 had an annualized return of 10.52%, indicating that SCOR SE did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.89%6.92%
1 month-0.65%-2.83%
6 months12.55%23.86%
1 year40.00%23.33%
5 years (annualized)-0.07%11.66%
10 years (annualized)6.17%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.54%1.88%13.80%
20232.54%-4.48%2.77%-8.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SCR.PA is 79, placing it in the top 21% of the market 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 SCR.PA is 7979
SCOR SE(SCR.PA)
The Sharpe Ratio Rank of SCR.PA is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of SCR.PA is 8181Sortino Ratio Rank
The Omega Ratio Rank of SCR.PA is 7777Omega Ratio Rank
The Calmar Ratio Rank of SCR.PA is 7171Calmar Ratio Rank
The Martin Ratio Rank of SCR.PA is 8282Martin 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 SCOR SE (SCR.PA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SCR.PA
Sharpe ratio
The chart of Sharpe ratio for SCR.PA, currently valued at 1.26, compared to the broader market-2.00-1.000.001.002.003.004.001.26
Sortino ratio
The chart of Sortino ratio for SCR.PA, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.006.002.06
Omega ratio
The chart of Omega ratio for SCR.PA, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for SCR.PA, currently valued at 0.54, compared to the broader market0.002.004.006.000.54
Martin ratio
The chart of Martin ratio for SCR.PA, currently valued at 5.00, compared to the broader market0.0010.0020.0030.005.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current SCOR SE Sharpe ratio is 1.26. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.26
2.61
SCR.PA (SCOR SE)
Benchmark (^GSPC)

Dividends

Dividend History

SCOR SE granted a 4.61% dividend yield in the last twelve months. The annual payout for that period amounted to €1.40 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€1.40€1.40€1.80€1.80€0.00€1.75€1.65€1.65€1.50€1.40€1.30€1.20

Dividend yield

4.61%5.29%8.38%6.56%0.00%4.68%4.19%4.92%4.57%4.06%5.16%4.52%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€1.40€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€1.80€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€1.80€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€1.75€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€1.65€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€1.65€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2016€0.00€0.00€0.00€1.50€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2015€0.00€0.00€0.00€0.00€1.40€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2014€0.00€0.00€0.00€0.00€1.30€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2013€1.20€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%4.6%
SCOR SE has a dividend yield of 4.61%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%31.5%
SCOR SE has a payout ratio of 31.46%, which is quite average when compared to the overall market. This suggests that SCOR SE strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-53.33%
-2.31%
SCR.PA (SCOR SE)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SCOR SE. 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 SCOR SE was 93.77%, occurring on Aug 12, 2004. The portfolio has not yet recovered.

The current SCOR SE drawdown is 53.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.77%Jul 30, 19981535Aug 12, 2004
-54.07%Apr 19, 1990170Jul 30, 1992190Apr 30, 1993360
-40.88%Sep 7, 1993337Feb 2, 1995199Nov 22, 1995536
-16.03%Jul 3, 1996133Jan 13, 199719Feb 7, 1997152
-14.63%Jul 28, 199731Sep 9, 199759Dec 3, 199790

Volatility

Volatility Chart

The current SCOR SE volatility is 9.29%, 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%NovemberDecember2024FebruaryMarchApril
9.29%
3.59%
SCR.PA (SCOR SE)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of SCOR SE over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items