2FE.DE vs. ^GSPC
2FE.DE (Ferrari NV) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, 2FE.DE returned 24.65%/yr vs 12.65%/yr for ^GSPC. At a 0.31 correlation, their price movements are largely independent.
Performance
2FE.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
2FE.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 2FE.DE achieves a 3.17% return, which is significantly lower than ^GSPC's 11.89% return. Over the past 10 years, 2FE.DE has outperformed ^GSPC with an annualized return of 24.65%, while ^GSPC has yielded a comparatively lower 12.65% annualized return.
2FE.DE
- 1D
- -0.73%
- 1M
- 5.68%
- 6M
- 12.74%
- YTD
- 3.17%
- 1Y
- -24.28%
- 3Y*
- 5.30%
- 5Y*
- 14.23%
- 10Y*
- 24.65%
- ALL TIME*
- 22.13%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
2FE.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2FE.DE Ferrari NV | 3.17% | -22.01% | 35.55% | 53.30% | -10.50% | 19.99% | 28.67% | 74.33% | -1.79% | 59.91% |
^GSPC S&P 500 Index | 11.89% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between 2FE.DE and ^GSPC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.31 |
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Return for Risk
2FE.DE vs. ^GSPC — Risk / Return Rank
2FE.DE
^GSPC
2FE.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 2FE.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.30 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.70 | -3.34 |
| Martin ratioReturn relative to average drawdown | -0.93 | 9.96 | -10.89 |
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Drawdowns
2FE.DE vs. ^GSPC - Drawdown Comparison
The maximum 2FE.DE drawdown since its inception was -43.48%, smaller than the maximum ^GSPC drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and ^GSPC.
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Drawdown Indicators
| 2FE.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.48% | -50.14% | +6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -37.95% | -7.57% | -30.38% |
Max Drawdown (3Y)Largest decline over 3 years | -43.48% | -23.99% | -19.49% |
Max Drawdown (5Y)Largest decline over 5 years | -43.48% | -23.99% | -19.49% |
Max Drawdown (10Y)Largest decline over 10 years | -43.48% | -33.42% | -10.06% |
Current DrawdownCurrent decline from peak | -31.76% | -1.73% | -30.03% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -8.49% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.06% | 2.05% | +24.01% |
Volatility
2FE.DE vs. ^GSPC - Volatility Comparison
Ferrari NV (2FE.DE) has a higher volatility of 7.03% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that 2FE.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2FE.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 2.79% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 25.18% | 9.21% | +15.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.07% | 12.64% | +23.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.85% | 16.83% | +11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.25% | 18.61% | +8.64% |
Frequently Asked Questions
2FE.DE and ^GSPC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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