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

Correlation

The correlation between 2FE.DE and TM is 0.31, 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.


-0.50.00.51.00.3

Performance

2FE.DE vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ferrari NV (2FE.DE) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.04%
-6.73%
2FE.DE
TM

Key characteristics

Sharpe Ratio

2FE.DE:

1.54

TM:

0.06

Sortino Ratio

2FE.DE:

2.22

TM:

0.26

Omega Ratio

2FE.DE:

1.29

TM:

1.03

Calmar Ratio

2FE.DE:

3.25

TM:

0.04

Martin Ratio

2FE.DE:

7.80

TM:

0.07

Ulcer Index

2FE.DE:

4.64%

TM:

20.73%

Daily Std Dev

2FE.DE:

23.43%

TM:

25.50%

Max Drawdown

2FE.DE:

-45.91%

TM:

-60.34%

Current Drawdown

2FE.DE:

-8.91%

TM:

-28.40%

Fundamentals

Market Cap

2FE.DE:

€77.31B

TM:

$227.38B

EPS

2FE.DE:

€7.95

TM:

$20.55

PE Ratio

2FE.DE:

52.89

TM:

8.43

PEG Ratio

2FE.DE:

3.69

TM:

1.54

Total Revenue (TTM)

2FE.DE:

€6.46B

TM:

$47.16T

Gross Profit (TTM)

2FE.DE:

€3.22B

TM:

$9.98T

EBITDA (TTM)

2FE.DE:

€2.52B

TM:

$5.96T

Returns By Period

In the year-to-date period, 2FE.DE achieves a 34.96% return, which is significantly higher than TM's -0.42% return.


2FE.DE

YTD

34.96%

1M

1.93%

6M

6.65%

1Y

35.04%

5Y*

22.74%

10Y*

N/A

TM

YTD

-0.42%

1M

1.47%

6M

-7.19%

1Y

1.48%

5Y*

7.60%

10Y*

6.60%

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. TM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) and Toyota Motor Corporation (TM). 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-4.00-2.000.002.001.150.03
The chart of Sortino ratio for 2FE.DE, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.760.22
The chart of Omega ratio for 2FE.DE, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.03
The chart of Calmar ratio for 2FE.DE, currently valued at 1.95, compared to the broader market0.002.004.006.001.950.02
The chart of Martin ratio for 2FE.DE, currently valued at 5.02, compared to the broader market-5.000.005.0010.0015.0020.0025.005.020.03
2FE.DE
TM

The current 2FE.DE Sharpe Ratio is 1.54, which is higher than the TM Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of 2FE.DE and TM, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.15
0.03
2FE.DE
TM

Dividends

2FE.DE vs. TM - Dividend Comparison

2FE.DE's dividend yield for the trailing twelve months is around 0.59%, less than TM's 3.07% 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%
TM
Toyota Motor Corporation
3.07%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%2.08%

Drawdowns

2FE.DE vs. TM - Drawdown Comparison

The maximum 2FE.DE drawdown since its inception was -45.91%, smaller than the maximum TM drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and TM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.30%
-28.40%
2FE.DE
TM

Volatility

2FE.DE vs. TM - Volatility Comparison

Ferrari NV (2FE.DE) and Toyota Motor Corporation (TM) have volatilities of 5.50% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
5.33%
2FE.DE
TM

Financials

2FE.DE vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Ferrari NV and Toyota Motor Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 2FE.DE values in EUR, TM values in USD
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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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