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8TI.DE vs. 2B78.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

8TI.DE vs. 2B78.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Stellantis NV (8TI.DE) and iShares Healthcare Innovation UCITS ETF (2B78.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 8TI.DE achieves a -32.05% return, which is significantly lower than 2B78.DE's -2.07% return.


8TI.DE

1D
0.82%
1M
-0.90%
YTD
-32.05%
6M
-38.44%
1Y
-25.25%
3Y*
-20.37%
5Y*
-12.50%
10Y*
8.96%

2B78.DE

1D
0.41%
1M
1.41%
YTD
-2.07%
6M
-3.15%
1Y
14.42%
3Y*
2.27%
5Y*
-1.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

8TI.DE vs. 2B78.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
8TI.DE
Stellantis NV
-32.05%-18.82%-36.17%73.72%-13.79%42.45%23.35%22.95%-15.93%74.17%
2B78.DE
iShares Healthcare Innovation UCITS ETF
-2.07%5.50%7.24%-0.29%-19.03%1.15%38.75%16.74%0.39%19.45%

Correlation

The correlation between 8TI.DE and 2B78.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2016

0.34

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Return for Risk

8TI.DE vs. 2B78.DE — Risk / Return Rank

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

8TI.DE
8TI.DE Risk / Return Rank: 2020
Overall Rank
8TI.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
8TI.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
8TI.DE Omega Ratio Rank: 2121
Omega Ratio Rank
8TI.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
8TI.DE Martin Ratio Rank: 1818
Martin Ratio Rank

2B78.DE
2B78.DE Risk / Return Rank: 2626
Overall Rank
2B78.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
2B78.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
2B78.DE Omega Ratio Rank: 2525
Omega Ratio Rank
2B78.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
2B78.DE Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

8TI.DE vs. 2B78.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis NV (8TI.DE) and iShares Healthcare Innovation UCITS ETF (2B78.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.


8TI.DE2B78.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

0.94

1.17

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.55

1.24

-1.79

Martin ratioReturn relative to average drawdown

-1.10

3.07

-4.17

8TI.DE vs. 2B78.DE - Sharpe Ratio Comparison

The current 8TI.DE Sharpe Ratio is -0.51, which is lower than the 2B78.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of 8TI.DE and 2B78.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


8TI.DE2B78.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

0.95

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.10

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.31

-0.20

Drawdowns

8TI.DE vs. 2B78.DE - Drawdown Comparison

The maximum 8TI.DE drawdown since its inception was -84.26%, which is greater than 2B78.DE's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for 8TI.DE and 2B78.DE.


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Drawdown Indicators


8TI.DE2B78.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.26%

-38.58%

-45.68%

Max Drawdown (1Y)

Largest decline over 1 year

-46.89%

-12.05%

-34.84%

Max Drawdown (3Y)

Largest decline over 3 years

-76.24%

-25.32%

-50.92%

Max Drawdown (5Y)

Largest decline over 5 years

-76.24%

-36.99%

-39.25%

Max Drawdown (10Y)

Largest decline over 10 years

-76.24%

Current Drawdown

Current decline from peak

-72.46%

-19.03%

-53.43%

Average Drawdown

Average peak-to-trough decline

-35.77%

-14.36%

-21.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.64%

4.86%

+18.78%

Volatility

8TI.DE vs. 2B78.DE - Volatility Comparison

Stellantis NV (8TI.DE) has a higher volatility of 11.46% compared to iShares Healthcare Innovation UCITS ETF (2B78.DE) at 3.74%. This indicates that 8TI.DE's price experiences larger fluctuations and is considered to be riskier than 2B78.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8TI.DE2B78.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.46%

3.74%

+7.72%

Volatility (6M)

Calculated over the trailing 6-month period

41.31%

10.97%

+30.34%

Volatility (1Y)

Calculated over the trailing 1-year period

50.33%

15.67%

+34.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.41%

17.91%

+20.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.90%

18.79%

+21.11%

Dividends

8TI.DE vs. 2B78.DE - Dividend Comparison

Neither 8TI.DE nor 2B78.DE has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
2B78.DE
iShares Healthcare Innovation UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
8TI.DE
Stellantis NV
0.00%7.20%12.22%6.31%7.80%14.09%5.00%15.45%0.00%0.00%0.12%

Frequently Asked Questions


8TI.DE and 2B78.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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