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2FE.DE vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2FE.DE and SPY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

2FE.DE vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ferrari NV (2FE.DE) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.04%
8.40%
2FE.DE
SPY

Key characteristics

Sharpe Ratio

2FE.DE:

1.54

SPY:

2.17

Sortino Ratio

2FE.DE:

2.22

SPY:

2.88

Omega Ratio

2FE.DE:

1.29

SPY:

1.41

Calmar Ratio

2FE.DE:

3.25

SPY:

3.19

Martin Ratio

2FE.DE:

7.80

SPY:

14.10

Ulcer Index

2FE.DE:

4.64%

SPY:

1.90%

Daily Std Dev

2FE.DE:

23.43%

SPY:

12.39%

Max Drawdown

2FE.DE:

-45.91%

SPY:

-55.19%

Current Drawdown

2FE.DE:

-8.91%

SPY:

-3.19%

Returns By Period

In the year-to-date period, 2FE.DE achieves a 34.96% return, which is significantly higher than SPY's 24.97% return.


2FE.DE

YTD

34.96%

1M

1.93%

6M

6.65%

1Y

35.04%

5Y*

22.74%

10Y*

N/A

SPY

YTD

24.97%

1M

-0.32%

6M

8.25%

1Y

26.85%

5Y*

14.57%

10Y*

12.92%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

2FE.DE vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for 2FE.DE, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.152.08
The chart of Sortino ratio for 2FE.DE, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.762.78
The chart of Omega ratio for 2FE.DE, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.40
The chart of Calmar ratio for 2FE.DE, currently valued at 1.95, compared to the broader market0.002.004.006.001.953.05
The chart of Martin ratio for 2FE.DE, currently valued at 5.02, compared to the broader market-5.000.005.0010.0015.0020.0025.005.0213.56
2FE.DE
SPY

The current 2FE.DE Sharpe Ratio is 1.54, which is comparable to the SPY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of 2FE.DE and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.15
2.08
2FE.DE
SPY

Dividends

2FE.DE vs. SPY - Dividend Comparison

2FE.DE's dividend yield for the trailing twelve months is around 0.59%, less than SPY's 0.87% yield.


TTM20232022202120202019201820172016201520142013
2FE.DE
Ferrari NV
0.59%0.59%0.67%0.38%0.59%0.69%0.82%0.72%0.82%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

2FE.DE vs. SPY - Drawdown Comparison

The maximum 2FE.DE drawdown since its inception was -45.91%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.30%
-3.19%
2FE.DE
SPY

Volatility

2FE.DE vs. SPY - Volatility Comparison

Ferrari NV (2FE.DE) has a higher volatility of 5.50% compared to SPDR S&P 500 ETF (SPY) at 3.59%. This indicates that 2FE.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
3.59%
2FE.DE
SPY
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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.

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