PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADS.DE vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADS.DE and AAPL is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ADS.DE vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adidas AG (ADS.DE) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
11.51%
12.59%
ADS.DE
AAPL

Key characteristics

Sharpe Ratio

ADS.DE:

1.67

AAPL:

1.07

Sortino Ratio

ADS.DE:

2.49

AAPL:

1.61

Omega Ratio

ADS.DE:

1.30

AAPL:

1.20

Calmar Ratio

ADS.DE:

0.92

AAPL:

1.52

Martin Ratio

ADS.DE:

8.90

AAPL:

4.25

Ulcer Index

ADS.DE:

4.98%

AAPL:

5.93%

Daily Std Dev

ADS.DE:

26.53%

AAPL:

23.59%

Max Drawdown

ADS.DE:

-71.54%

AAPL:

-81.80%

Current Drawdown

ADS.DE:

-22.62%

AAPL:

-10.12%

Fundamentals

Market Cap

ADS.DE:

€45.51B

AAPL:

$3.57T

EPS

ADS.DE:

€2.13

AAPL:

$6.25

PE Ratio

ADS.DE:

119.67

AAPL:

37.76

PEG Ratio

ADS.DE:

0.63

AAPL:

2.17

Total Revenue (TTM)

ADS.DE:

€17.72B

AAPL:

$395.76B

Gross Profit (TTM)

ADS.DE:

€9.06B

AAPL:

$184.10B

EBITDA (TTM)

ADS.DE:

€2.05B

AAPL:

$134.27B

Returns By Period

In the year-to-date period, ADS.DE achieves a 7.09% return, which is significantly higher than AAPL's -7.04% return. Over the past 10 years, ADS.DE has underperformed AAPL with an annualized return of 16.04%, while AAPL has yielded a comparatively higher 24.31% annualized return.


ADS.DE

YTD

7.09%

1M

8.56%

6M

18.95%

1Y

44.76%

5Y*

-1.89%

10Y*

16.04%

AAPL

YTD

-7.04%

1M

-4.34%

6M

12.59%

1Y

24.65%

5Y*

24.29%

10Y*

24.31%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ADS.DE vs. AAPL — Risk-Adjusted Performance Rank

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

ADS.DE
The Risk-Adjusted Performance Rank of ADS.DE is 8686
Overall Rank
The Sharpe Ratio Rank of ADS.DE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ADS.DE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ADS.DE is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ADS.DE is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ADS.DE is 9090
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7878
Overall Rank
The Sharpe Ratio Rank of AAPL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7272
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADS.DE vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.DE) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for ADS.DE, currently valued at 1.51, compared to the broader market-2.000.002.001.511.12
The chart of Sortino ratio for ADS.DE, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.261.68
The chart of Omega ratio for ADS.DE, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.22
The chart of Calmar ratio for ADS.DE, currently valued at 0.82, compared to the broader market0.002.004.006.000.821.58
The chart of Martin ratio for ADS.DE, currently valued at 6.64, compared to the broader market-10.000.0010.0020.0030.006.644.95
ADS.DE
AAPL

The current ADS.DE Sharpe Ratio is 1.67, which is higher than the AAPL Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ADS.DE and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.51
1.12
ADS.DE
AAPL

Dividends

ADS.DE vs. AAPL - Dividend Comparison

ADS.DE's dividend yield for the trailing twelve months is around 0.28%, less than AAPL's 0.43% yield.


TTM20242023202220212020201920182017201620152014
ADS.DE
Adidas AG
0.28%0.30%0.38%2.59%1.18%0.00%1.16%1.43%1.20%1.07%1.67%2.60%
AAPL
Apple Inc
0.43%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

ADS.DE vs. AAPL - Drawdown Comparison

The maximum ADS.DE drawdown since its inception was -71.54%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ADS.DE and AAPL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-32.99%
-10.12%
ADS.DE
AAPL

Volatility

ADS.DE vs. AAPL - Volatility Comparison

The current volatility for Adidas AG (ADS.DE) is 7.90%, while Apple Inc (AAPL) has a volatility of 9.15%. This indicates that ADS.DE experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.90%
9.15%
ADS.DE
AAPL

Financials

ADS.DE vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Adidas AG and Apple Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ADS.DE values in EUR, AAPL values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab