2FE.DE vs. SXR8.DE

In the year-to-date period, 2FE.DE achieves a 5.51% return, which is significantly higher than SXR8.DE's -10.87% return.

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This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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.

The current 2FE.DE Sharpe Ratio is 0.57, which is higher than the SXR8.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of 2FE.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

2FE.DE's dividend yield for the trailing twelve months is around 0.69%, while SXR8.DE has not paid dividends to shareholders.

The maximum 2FE.DE drawdown since its inception was -45.91%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and SXR8.DE. For additional features, visit the drawdowns tool.

The current volatility for Ferrari NV (2FE.DE) is 8.58%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 9.87%. This indicates that 2FE.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.