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

Correlation

The correlation between 2FE.DE and WFSPX 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.


Performance

2FE.DE vs. WFSPX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

2FE.DE:

0.54

WFSPX:

0.72

Sortino Ratio

2FE.DE:

0.95

WFSPX:

1.11

Omega Ratio

2FE.DE:

1.13

WFSPX:

1.16

Calmar Ratio

2FE.DE:

0.61

WFSPX:

0.74

Martin Ratio

2FE.DE:

1.71

WFSPX:

2.84

Ulcer Index

2FE.DE:

9.20%

WFSPX:

4.87%

Daily Std Dev

2FE.DE:

27.10%

WFSPX:

19.60%

Max Drawdown

2FE.DE:

-45.91%

WFSPX:

-89.72%

Current Drawdown

2FE.DE:

-8.87%

WFSPX:

-2.59%

Returns By Period

In the year-to-date period, 2FE.DE achieves a 7.71% return, which is significantly higher than WFSPX's 1.91% return.


2FE.DE

YTD

7.71%

1M

15.19%

6M

8.55%

1Y

14.59%

3Y*

35.38%

5Y*

25.68%

10Y*

N/A

WFSPX

YTD

1.91%

1M

13.01%

6M

1.86%

1Y

13.92%

3Y*

16.93%

5Y*

16.59%

10Y*

12.79%

*Annualized

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Ferrari NV

iShares S&P 500 Index Fund

Risk-Adjusted Performance

2FE.DE vs. WFSPX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2FE.DE
The Risk-Adjusted Performance Rank of 2FE.DE is 6969
Overall Rank
The Sharpe Ratio Rank of 2FE.DE is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of 2FE.DE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of 2FE.DE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of 2FE.DE is 7676
Calmar Ratio Rank
The Martin Ratio Rank of 2FE.DE is 7171
Martin Ratio Rank

WFSPX
The Risk-Adjusted Performance Rank of WFSPX is 6969
Overall Rank
The Sharpe Ratio Rank of WFSPX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WFSPX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WFSPX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of WFSPX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of WFSPX is 6969
Martin 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.

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

This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) and iShares S&P 500 Index Fund (WFSPX). 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 0.54, which is comparable to the WFSPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of 2FE.DE and WFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

2FE.DE vs. WFSPX - Dividend Comparison

2FE.DE's dividend yield for the trailing twelve months is around 0.68%, less than WFSPX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
2FE.DE
Ferrari NV
0.68%0.59%0.59%0.67%0.38%0.59%0.69%0.82%0.72%0.82%0.00%0.00%
WFSPX
iShares S&P 500 Index Fund
1.21%1.25%1.44%1.69%1.25%1.55%1.99%2.03%1.74%2.07%1.95%1.84%

Drawdowns

2FE.DE vs. WFSPX - Drawdown Comparison

The maximum 2FE.DE drawdown since its inception was -45.91%, smaller than the maximum WFSPX drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and WFSPX. For additional features, visit the drawdowns tool.


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Volatility

2FE.DE vs. WFSPX - Volatility Comparison

The current volatility for Ferrari NV (2FE.DE) is 4.60%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.47%. This indicates that 2FE.DE experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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