2FE.DE vs. WFSPX

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

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

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.

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

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.

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.