BAS.DE vs. AAPL
BAS.DE (BASF SE) and AAPL (Apple Inc) are both stocks. BAS.DE operates in Chemicals (Basic Materials), while AAPL operates in Consumer Electronics (Technology). Over the past 10 years, BAS.DE returned 2.49%/yr vs 29.85%/yr for AAPL. At a 0.20 correlation, their price movements are largely independent.
Performance
BAS.DE vs. AAPL - Performance Comparison
Loading charts...
Different Trading Currencies
BAS.DE is traded in EUR, while AAPL is traded in USD. To make them comparable, the AAPL values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BAS.DE achieves a 19.19% return, which is significantly higher than AAPL's 15.71% return. Over the past 10 years, BAS.DE has underperformed AAPL with an annualized return of 2.49%, while AAPL has yielded a comparatively higher 29.85% annualized return.
BAS.DE
- 1D
- -0.57%
- 1M
- -3.92%
- YTD
- 19.19%
- 6M
- 19.76%
- 1Y
- 26.15%
- 3Y*
- 8.50%
- 5Y*
- 0.12%
- 10Y*
- 2.49%
AAPL
- 1D
- -1.35%
- 1M
- 12.98%
- YTD
- 15.71%
- 6M
- 9.99%
- 1Y
- 50.19%
- 3Y*
- 17.06%
- 5Y*
- 21.52%
- 10Y*
- 29.85%
BAS.DE vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between BAS.DE and AAPL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.20 |
The correlation between BAS.DE and AAPL shifts across timeframes, from 0.08 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BAS.DE vs. AAPL — Risk / Return Rank
BAS.DE
AAPL
BAS.DE vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BASF SE (BAS.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.
| BAS.DE | AAPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 2.23 | -1.23 |
Sortino ratioReturn per unit of downside risk | 1.59 | 3.07 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.40 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.40 | -1.48 |
Martin ratioReturn relative to average drawdown | 3.82 | 8.63 | -4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BAS.DE | AAPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.23 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.79 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 1.02 | -0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.86 | -0.51 |
Drawdowns
BAS.DE vs. AAPL - Drawdown Comparison
The maximum BAS.DE drawdown since its inception was -60.28%, which is greater than AAPL's maximum drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for BAS.DE and AAPL.
Loading charts...
Drawdown Indicators
| BAS.DE | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.28% | -56.08% | -4.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -14.83% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -27.19% | -36.63% | +9.44% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -36.63% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -56.65% | -38.03% | -18.62% |
Current DrawdownCurrent decline from peak | -13.53% | -1.35% | -12.18% |
Average DrawdownAverage peak-to-trough decline | -15.68% | -12.28% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.84% | 5.83% | +1.01% |
Volatility
BAS.DE vs. AAPL - Volatility Comparison
BASF SE (BAS.DE) has a higher volatility of 6.71% compared to Apple Inc (AAPL) at 5.47%. This indicates that BAS.DE's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BAS.DE | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.47% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.53% | 16.20% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.91% | 22.63% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.96% | 27.29% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.08% | 29.24% | -2.16% |
Dividends
BAS.DE vs. AAPL - Dividend Comparison
BAS.DE's dividend yield for the trailing twelve months is around 4.43%, more than AAPL's 0.34% yield.
Financials
BAS.DE vs. AAPL - Financials Comparison
This section allows you to compare key financial metrics between BASF SE 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BAS.DE and AAPL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BAS.DE and AAPL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer