PortfoliosLab logoPortfoliosLab logo
8TI.DE vs. INDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

8TI.DE vs. INDA - Performance Comparison

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

Loading charts...

Different Trading Currencies

8TI.DE is traded in EUR, while INDA is traded in USD. To make them comparable, the INDA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 8TI.DE achieves a -32.05% return, which is significantly lower than INDA's -10.70% return. Over the past 10 years, 8TI.DE has outperformed INDA with an annualized return of 8.96%, while INDA has yielded a comparatively lower 6.36% annualized 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%

INDA

1D
-0.63%
1M
-3.51%
YTD
-10.70%
6M
-11.37%
1Y
-13.20%
3Y*
1.62%
5Y*
3.43%
10Y*
6.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

8TI.DE vs. INDA - 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%
INDA
iShares MSCI India ETF
-10.70%-9.51%15.80%13.65%-3.30%30.43%5.36%8.89%-2.29%19.35%

Correlation

The correlation between 8TI.DE and INDA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.18

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2012

0.26

The correlation between 8TI.DE and INDA shifts across timeframes, from 0.18 (3 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

8TI.DE vs. INDA — 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

INDA
INDA Risk / Return Rank: 22
Overall Rank
INDA Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 33
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
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. INDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis NV (8TI.DE) and iShares MSCI India ETF (INDA). 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.DEINDADifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

0.94

0.86

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.73

+0.18

Martin ratioReturn relative to average drawdown

-1.10

-1.53

+0.44

8TI.DE vs. INDA - Sharpe Ratio Comparison

The current 8TI.DE Sharpe Ratio is -0.51, which is higher than the INDA Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of 8TI.DE and INDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


8TI.DEINDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.91

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.23

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.30

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.27

-0.16

Drawdowns

8TI.DE vs. INDA - Drawdown Comparison

The maximum 8TI.DE drawdown since its inception was -84.26%, which is greater than INDA's maximum drawdown of -41.78%. Use the drawdown chart below to compare losses from any high point for 8TI.DE and INDA.


Loading charts...

Drawdown Indicators


8TI.DEINDADifference

Max Drawdown

Largest peak-to-trough decline

-84.26%

-41.78%

-42.48%

Max Drawdown (1Y)

Largest decline over 1 year

-46.89%

-18.08%

-28.81%

Max Drawdown (3Y)

Largest decline over 3 years

-76.24%

-25.03%

-51.21%

Max Drawdown (5Y)

Largest decline over 5 years

-76.24%

-25.03%

-51.21%

Max Drawdown (10Y)

Largest decline over 10 years

-76.24%

-41.78%

-34.46%

Current Drawdown

Current decline from peak

-72.46%

-22.26%

-50.20%

Average Drawdown

Average peak-to-trough decline

-35.77%

-9.10%

-26.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.64%

8.62%

+15.02%

Volatility

8TI.DE vs. INDA - Volatility Comparison

Stellantis NV (8TI.DE) has a higher volatility of 11.46% compared to iShares MSCI India ETF (INDA) at 4.71%. This indicates that 8TI.DE's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


8TI.DEINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.46%

4.71%

+6.75%

Volatility (6M)

Calculated over the trailing 6-month period

41.31%

12.23%

+29.08%

Volatility (1Y)

Calculated over the trailing 1-year period

50.33%

14.57%

+35.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.41%

15.00%

+23.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.90%

21.01%

+18.89%

Dividends

8TI.DE vs. INDA - Dividend Comparison

Neither 8TI.DE nor INDA has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%

Frequently Asked Questions


8TI.DE and INDA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for 8TI.DE and INDA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer