2FE.DE vs. ^GSPC

In the year-to-date period, 2FE.DE achieves a 5.17% return, which is significantly higher than ^GSPC's -3.70% 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 S&P 500 (^GSPC). 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 0.55, which is comparable to the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of 2FE.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum 2FE.DE drawdown since its inception was -45.91%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and ^GSPC. For additional features, visit the drawdowns tool.

The current volatility for Ferrari NV (2FE.DE) is 8.73%, while S&P 500 (^GSPC) has a volatility of 11.21%. This indicates that 2FE.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.