ADBE vs. SXR8.DE
ADBE (Adobe Inc) 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, ADBE returned 8.00%/yr vs 15.42%/yr for SXR8.DE. At a 0.39 correlation, their price movements are largely independent.
Performance
ADBE vs. SXR8.DE - Performance Comparison
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Different Trading Currencies
ADBE is traded in USD, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ADBE achieves a -41.04% return, which is significantly lower than SXR8.DE's 10.03% return. Over the past 10 years, ADBE has underperformed SXR8.DE with an annualized return of 8.00%, while SXR8.DE has yielded a comparatively higher 15.42% annualized return.
ADBE
- 1D
- 1.15%
- 1M
- -16.66%
- YTD
- -41.04%
- 6M
- -41.23%
- 1Y
- -47.31%
- 3Y*
- -25.31%
- 5Y*
- -17.60%
- 10Y*
- 8.00%
SXR8.DE
- 1D
- 1.63%
- 1M
- 1.74%
- YTD
- 10.03%
- 6M
- 11.22%
- 1Y
- 27.12%
- 3Y*
- 20.79%
- 5Y*
- 13.78%
- 10Y*
- 15.42%
ADBE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADBE Adobe Inc | -41.04% | -21.29% | -25.46% | 77.28% | -40.65% | 13.38% | 51.64% | 45.78% | 29.10% | 70.22% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 10.03% | 18.24% | 24.75% | 26.34% | -19.03% | 29.64% | 17.24% | 31.65% | -5.70% | 21.76% |
Correlation
The correlation between ADBE and SXR8.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.39 |
Over the past year, the correlation between ADBE and SXR8.DE has dropped to 0.16 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
ADBE vs. SXR8.DE — Risk / Return Rank
ADBE
SXR8.DE
ADBE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADBE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.64 | ||
| Sortino ratioReturn per unit of downside risk | -5.38 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.39 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 3.15 | -4.12 |
| Martin ratioReturn relative to average drawdown | -1.84 | 13.00 | -14.84 |
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Drawdowns
ADBE vs. SXR8.DE - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, which is greater than SXR8.DE's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for ADBE and SXR8.DE.
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Drawdown Indicators
| ADBE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -34.26% | -45.63% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | -8.57% | -40.64% |
Max Drawdown (3Y)Largest decline over 3 years | -67.86% | -19.47% | -48.39% |
Max Drawdown (5Y)Largest decline over 5 years | -70.36% | -24.36% | -46.00% |
Max Drawdown (10Y)Largest decline over 10 years | -70.36% | -34.26% | -36.10% |
Current DrawdownCurrent decline from peak | -70.02% | -0.66% | -69.36% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -5.49% | -20.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.68% | 2.08% | +23.60% |
Volatility
ADBE vs. SXR8.DE - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 16.70% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.60%. This indicates that ADBE'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
| ADBE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.70% | 3.60% | +13.10% |
Volatility (6M)Calculated over the trailing 6-month period | 29.10% | 8.60% | +20.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.80% | 11.91% | +22.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.53% | 15.94% | +20.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.50% | 16.35% | +18.15% |
Dividends
ADBE vs. SXR8.DE - Dividend Comparison
Neither ADBE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
ADBE and SXR8.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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