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AMAT vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AMAT vs. SXR8.DE

Last updated Jun 13, 2026

AMAT (Applied Materials, 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, AMAT returned 38.86%/yr vs 15.23%/yr for SXR8.DE. At a 0.41 correlation, their price movements are largely independent.

Performance

AMAT vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Materials, Inc. (AMAT) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AMAT 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, AMAT achieves a 121.28% return, which is significantly higher than SXR8.DE's 8.26% return. Over the past 10 years, AMAT has outperformed SXR8.DE with an annualized return of 38.86%, while SXR8.DE has yielded a comparatively lower 15.23% annualized return.

AMAT

1D
2.64%
1M
30.08%
YTD
121.28%
6M
119.38%
1Y
226.52%
3Y*
60.05%
5Y*
34.02%
10Y*
38.86%

SXR8.DE

1D
1.45%
1M
0.37%
YTD
8.26%
6M
9.37%
1Y
24.39%
3Y*
20.71%
5Y*
13.20%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAT vs. SXR8.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AMAT
Applied Materials, Inc.		121.28%59.60%1.13%67.97%-37.54%83.64%43.29%89.86%-34.92%59.86%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		8.26%18.24%24.75%26.34%-19.03%29.64%17.24%31.65%-5.70%21.76%

Correlation

The correlation between AMAT and SXR8.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.42

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

0.47

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

0.41

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.41

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Applied Materials, Inc.

iShares Core S&P 500 UCITS ETF USD (Acc)

Often compared with AMAT:
AMAT vs. LRCXAMAT vs. ASMLAMAT vs. TOELYAMAT vs. TXNAMAT vs. VOOAMAT vs. TERAMAT vs. QQQ
Often compared with SXR8.DE:
SXR8.DE vs. VUAA.LSXR8.DE vs. VWCE.DESXR8.DE vs. VOOSXR8.DE vs. SXRV.DESXR8.DE vs. SPY5.DESXR8.DE vs. VUAA.DESXR8.DE vs. I500.DE

Return for Risk

AMAT vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMAT
AMAT Risk / Return Rank: 9797
Overall Rank
AMAT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMAT Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMAT Omega Ratio Rank: 9696
Omega Ratio Rank
AMAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMAT Martin Ratio Rank: 9898
Martin Ratio Rank
SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
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.

AMAT vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) 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.

AMATSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility
4.65
2.06

+2.60

Sortino ratioReturn per unit of downside risk
4.13
2.96

+1.17

Omega ratioGain probability vs. loss probability

1.59

1.36

+0.24

Calmar ratioReturn relative to maximum drawdown

10.67

2.83

+7.84

Martin ratioReturn relative to average drawdown

30.41

11.70

+18.71

AMAT vs. SXR8.DE - Sharpe Ratio Comparison

The current AMAT Sharpe Ratio is 4.65, which is higher than the SXR8.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of AMAT and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AMAT vs. SXR8.DE - Drawdown Comparison

The maximum AMAT drawdown since its inception was -85.22%, 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 AMAT and SXR8.DE.

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Drawdown Indicators

AMATSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.22%

-34.26%

-50.96%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-8.57%

-12.80%

Max Drawdown (3Y)

Largest decline over 3 years

-49.88%

-19.47%

-30.41%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

-24.36%

-30.78%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

-34.26%

-20.88%

Current Drawdown

Current decline from peak

0.00%

-2.26%

+2.26%

Average Drawdown

Average peak-to-trough decline

-38.78%

-5.49%

-33.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

2.08%

+5.41%

Volatility

AMAT vs. SXR8.DE - Volatility Comparison

Applied Materials, Inc. (AMAT) has a higher volatility of 20.52% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.34%. This indicates that AMAT'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

AMATSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.52%

3.34%

+17.18%

Volatility (6M)

Calculated over the trailing 6-month period

38.83%

8.46%

+30.37%

Volatility (1Y)

Calculated over the trailing 1-year period

49.03%

11.81%

+37.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.20%

15.91%

+28.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.94%

16.34%

+26.60%

Dividends

AMAT vs. SXR8.DE - Dividend Comparison

AMAT's dividend yield for the trailing twelve months is around 0.34%, while SXR8.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
AMAT
Applied Materials, Inc.		0.34%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
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%0.00%

Frequently Asked Questions

AMAT and SXR8.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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