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Storebrand ASA ADR (SREDY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS8621251011
SectorFinancial Services
IndustryFinancial Conglomerates

Highlights

Market Cap$4.74B
EPS (TTM)$1.88
PE Ratio11.54
Total Revenue (TTM)$90.31B
Gross Profit (TTM)$90.31B
EBITDA (TTM)-$13.51B
Year Range$14.42 - $21.70

Share Price Chart


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


200.00%300.00%400.00%500.00%AprilMayJuneJulyAugustSeptember
283.76%
527.61%
SREDY (Storebrand ASA ADR)
Benchmark (^GSPC)

Returns By Period

Storebrand ASA ADR had a return of 50.44% year-to-date (YTD) and 50.44% in the last 12 months. Over the past 10 years, Storebrand ASA ADR had an annualized return of 11.76%, outperforming the S&P 500 benchmark which had an annualized return of 10.92%.


PeriodReturnBenchmark
Year-To-Date50.44%17.95%
1 month10.83%3.13%
6 months50.44%9.95%
1 year50.44%24.88%
5 years (annualized)20.11%13.37%
10 years (annualized)11.76%10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.00%0.00%0.00%5.31%31.80%0.00%0.00%8.39%50.44%
20230.00%0.00%0.00%6.91%40.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%50.51%
20220.00%0.00%0.00%7.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.94%
20210.00%0.00%0.00%7.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.82%
20200.00%0.00%-7.46%5.94%0.00%0.00%0.00%0.00%-3.40%0.00%0.00%0.00%-5.30%
20190.00%0.00%0.00%4.39%0.00%0.00%0.00%-27.16%0.00%0.00%0.00%0.00%-23.96%
20186.90%0.00%0.00%3.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.11%
20177.30%0.00%0.00%3.27%0.00%0.00%0.00%0.00%41.11%6.58%0.00%-8.88%51.87%
20160.00%0.00%0.00%4.50%0.00%0.00%-6.46%10.83%0.00%0.00%0.00%28.69%39.42%
20150.00%0.00%0.00%-29.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.86%-27.93%
20140.00%6.35%0.00%0.00%-9.30%0.00%0.00%0.00%-1.82%-5.77%0.00%0.00%-10.75%
20130.00%0.00%0.00%0.00%-3.20%0.00%0.00%0.00%0.00%30.28%0.00%-1.93%23.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SREDY is 97, placing it in the top 3% of stocks on our website 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 SREDY is 9797
SREDY (Storebrand ASA ADR)
The Sharpe Ratio Rank of SREDY is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of SREDY is 100100Sortino Ratio Rank
The Omega Ratio Rank of SREDY is 100100Omega Ratio Rank
The Calmar Ratio Rank of SREDY is 100100Calmar Ratio Rank
The Martin Ratio Rank of SREDY is 100100Martin 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 Storebrand ASA ADR (SREDY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SREDY
Sharpe ratio
The chart of Sharpe ratio for SREDY, currently valued at 1.47, compared to the broader market-4.00-2.000.002.001.47
Sortino ratio
The chart of Sortino ratio for SREDY, currently valued at 27.24, compared to the broader market-6.00-4.00-2.000.002.004.0027.24
Omega ratio
The chart of Omega ratio for SREDY, currently valued at 19.64, compared to the broader market0.501.001.502.0019.64
Calmar ratio
The chart of Calmar ratio for SREDY, currently valued at 20.66, compared to the broader market0.001.002.003.004.005.0020.66
Martin ratio
The chart of Martin ratio for SREDY, currently valued at 88.12, compared to the broader market-10.00-5.000.005.0010.0015.0020.0088.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market-4.00-2.000.002.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-6.00-4.00-2.000.002.004.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market-10.00-5.000.005.0010.0015.0020.009.70

Sharpe Ratio

The current Storebrand ASA ADR Sharpe ratio is 1.47. 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 Storebrand ASA ADR 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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.47
2.03
SREDY (Storebrand ASA ADR)
Benchmark (^GSPC)

Dividends

Dividend History

Storebrand ASA ADR granted a 3.43% dividend yield in the last twelve months. The annual payout for that period amounted to $0.74 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.74$0.70$0.79$0.78$0.63$0.70$0.63$0.36

Dividend yield

3.43%4.59%7.36%7.25%5.80%5.78%3.78%2.31%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.74
2023$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70
2022$0.00$0.00$0.00$0.79$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79
2021$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78
2020$0.00$0.00$0.00$0.63$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63
2019$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70
2018$0.00$0.00$0.00$0.63$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63
2017$0.36$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.4%
Storebrand ASA ADR has a dividend yield of 3.43%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%38.9%
Storebrand ASA ADR has a payout ratio of 38.91%, which is quite average when compared to the overall market. This suggests that Storebrand ASA ADR 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.73%
SREDY (Storebrand ASA ADR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Storebrand ASA ADR. 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 Storebrand ASA ADR was 70.76%, occurring on Jun 19, 2012. Recovery took 2744 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.76%May 3, 2011286Jun 19, 20122744May 16, 20233030
-35.85%Apr 22, 20109Sep 1, 2010115Apr 18, 2011124
-3.87%Jul 6, 20091Jul 6, 20092Jul 15, 20093
-2.44%May 21, 202456Aug 9, 202413Aug 28, 202469

Volatility

Volatility Chart

The current Storebrand ASA ADR volatility is 10.28%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
10.28%
4.36%
SREDY (Storebrand ASA ADR)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Storebrand ASA ADR 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 Storebrand ASA ADR.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

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