ADS.DE vs. PUM.DE
ADS.DE (Adidas AG) and PUM.DE (PUMA SE) are both stocks. Both operate in the Footwear & Accessories industry within the Consumer Cyclical sector. Over the past 10 years, ADS.DE returned 4.22%/yr vs 3.88%/yr for PUM.DE. At a 0.43 correlation, their price movements are largely independent.
Performance
ADS.DE vs. PUM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ADS.DE achieves a -3.25% return, which is significantly lower than PUM.DE's 23.95% return. Over the past 10 years, ADS.DE has outperformed PUM.DE with an annualized return of 4.22%, while PUM.DE has yielded a comparatively lower 3.88% annualized return.
ADS.DE
- 1D
- -0.65%
- 1M
- 14.66%
- YTD
- -3.25%
- 6M
- 1.18%
- 1Y
- -23.60%
- 3Y*
- 1.51%
- 5Y*
- -10.60%
- 10Y*
- 4.22%
PUM.DE
- 1D
- 4.54%
- 1M
- 14.64%
- YTD
- 23.95%
- 6M
- 31.81%
- 1Y
- 23.84%
- 3Y*
- -14.77%
- 5Y*
- -20.33%
- 10Y*
- 3.88%
ADS.DE vs. PUM.DE - Yearly Performance Comparison
Correlation
The correlation between ADS.DE and PUM.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 1995 | 0.43 |
The correlation between ADS.DE and PUM.DE shifts across timeframes, from 0.43 (all time) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ADS.DE vs. PUM.DE — Risk / Return Rank
ADS.DE
PUM.DE
ADS.DE vs. PUM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.DE) and PUMA SE (PUM.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.
| ADS.DE | PUM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.13 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 0.64 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.98 | 1.54 | -2.52 |
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
| ADS.DE | PUM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | 0.39 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.45 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.10 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.32 | +0.02 |
Drawdowns
ADS.DE vs. PUM.DE - Drawdown Comparison
The maximum ADS.DE drawdown since its inception was -71.54%, smaller than the maximum PUM.DE drawdown of -85.52%. Use the drawdown chart below to compare losses from any high point for ADS.DE and PUM.DE.
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Drawdown Indicators
| ADS.DE | PUM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.54% | -85.52% | +13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -38.71% | -37.25% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -49.81% | -75.18% | +25.37% |
Max Drawdown (5Y)Largest decline over 5 years | -71.54% | -85.52% | +13.98% |
Max Drawdown (10Y)Largest decline over 10 years | -71.54% | -85.52% | +13.98% |
Current DrawdownCurrent decline from peak | -49.63% | -74.10% | +24.47% |
Average DrawdownAverage peak-to-trough decline | -24.40% | -28.94% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.02% | 15.42% | +8.60% |
Volatility
ADS.DE vs. PUM.DE - Volatility Comparison
The current volatility for Adidas AG (ADS.DE) is 9.26%, while PUMA SE (PUM.DE) has a volatility of 14.04%. This indicates that ADS.DE experiences smaller price fluctuations and is considered to be less risky than PUM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADS.DE | PUM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 14.04% | -4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 23.43% | 40.59% | -17.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.20% | 60.40% | -27.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.60% | 45.20% | -10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.33% | 39.79% | -7.46% |
Dividends
ADS.DE vs. PUM.DE - Dividend Comparison
ADS.DE's dividend yield for the trailing twelve months is around 1.74%, while PUM.DE has not paid dividends to shareholders.
Financials
ADS.DE vs. PUM.DE - Financials Comparison
This section allows you to compare key financial metrics between Adidas AG and PUMA SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ADS.DE and PUM.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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