8TI.DE vs. SXR8.DE
8TI.DE (Stellantis NV) is a stock, while SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, 8TI.DE returned 8.96%/yr vs 14.95%/yr for SXR8.DE. At a 0.38 correlation, their price movements are largely independent.
Performance
8TI.DE vs. SXR8.DE - Performance Comparison
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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 SXR8.DE's 11.37% return. Over the past 10 years, 8TI.DE has underperformed SXR8.DE with an annualized return of 8.96%, while SXR8.DE has yielded a comparatively higher 14.95% 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%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
8TI.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
8TI.DE Stellantis NV | -32.05% | -18.82% | -36.17% | 73.72% | -13.79% | 42.45% | 23.35% | 22.95% | -15.93% | 74.17% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between 8TI.DE and SXR8.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.38 |
The correlation between 8TI.DE and SXR8.DE shifts across timeframes, from 0.28 (3 years) to 0.41 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
8TI.DE vs. SXR8.DE — Risk / Return Rank
8TI.DE
SXR8.DE
8TI.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellantis NV (8TI.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.44 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.41 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 3.58 | -4.13 |
| Martin ratioReturn relative to average drawdown | -1.10 | 12.71 | -13.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 8TI.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | 2.21 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.96 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.92 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.79 | -0.68 |
Drawdowns
8TI.DE vs. SXR8.DE - Drawdown Comparison
The maximum 8TI.DE drawdown since its inception was -84.26%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 8TI.DE and SXR8.DE.
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Drawdown Indicators
| 8TI.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.26% | -33.78% | -50.48% |
Max Drawdown (1Y)Largest decline over 1 year | -46.89% | -7.13% | -39.76% |
Max Drawdown (3Y)Largest decline over 3 years | -76.24% | -23.32% | -52.92% |
Max Drawdown (5Y)Largest decline over 5 years | -76.24% | -23.32% | -52.92% |
Max Drawdown (10Y)Largest decline over 10 years | -76.24% | -33.78% | -42.46% |
Current DrawdownCurrent decline from peak | -72.46% | -0.45% | -72.01% |
Average DrawdownAverage peak-to-trough decline | -35.77% | -5.17% | -30.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.64% | 2.01% | +21.63% |
Volatility
8TI.DE vs. SXR8.DE - Volatility Comparison
Stellantis NV (8TI.DE) has a higher volatility of 11.46% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that 8TI.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.46% | 2.65% | +8.81% |
Volatility (6M)Calculated over the trailing 6-month period | 41.31% | 7.57% | +33.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.33% | 11.56% | +38.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.41% | 15.16% | +23.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.90% | 16.09% | +23.81% |
Dividends
8TI.DE vs. SXR8.DE - Dividend Comparison
Neither 8TI.DE nor SXR8.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
8TI.DE and SXR8.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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