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BEI.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BEI.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Beiersdorf Aktiengesellschaft (BEI.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BEI.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BEI.DE achieves a -26.90% return, which is significantly lower than ^GSPC's 12.06% return.


BEI.DE

1D
0.39%
1M
-6.56%
YTD
-26.90%
6M
-24.56%
1Y
-42.26%
3Y*
-16.46%
5Y*
-6.82%
10Y*
-1.28%

^GSPC

1D
0.00%
1M
4.16%
YTD
12.06%
6M
10.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEI.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
BEI.DE
Beiersdorf Aktiengesellschaft
-26.90%-21.77%
^GSPC
S&P 500 Index
9.98%10.65%

Correlation

The correlation between BEI.DE and ^GSPC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.08

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Return for Risk

BEI.DE vs. ^GSPC — Risk / Return Rank

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

BEI.DE
BEI.DE Risk / Return Rank: 22
Overall Rank
BEI.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BEI.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
BEI.DE Omega Ratio Rank: 22
Omega Ratio Rank
BEI.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BEI.DE Martin Ratio Rank: 33
Martin Ratio Rank

^GSPC
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.

BEI.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beiersdorf Aktiengesellschaft (BEI.DE) and S&P 500 Index (^GSPC). 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.


BEI.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.70

Calmar ratioReturn relative to maximum drawdown

-0.98

Martin ratioReturn relative to average drawdown

-1.70

BEI.DE vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BEI.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.98

-1.69

Drawdowns

BEI.DE vs. ^GSPC - Drawdown Comparison

The maximum BEI.DE drawdown since its inception was -53.28%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for BEI.DE and ^GSPC.


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Drawdown Indicators


BEI.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-53.28%

-7.57%

-45.71%

Max Drawdown (1Y)

Largest decline over 1 year

-43.03%

Max Drawdown (3Y)

Largest decline over 3 years

-53.28%

Max Drawdown (5Y)

Largest decline over 5 years

-53.28%

Max Drawdown (10Y)

Largest decline over 10 years

-53.28%

Current Drawdown

Current decline from peak

-53.10%

-0.20%

-52.90%

Average Drawdown

Average peak-to-trough decline

-12.62%

-1.39%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.91%

Volatility

BEI.DE vs. ^GSPC - Volatility Comparison


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Volatility by Period


BEI.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

Volatility (6M)

Calculated over the trailing 6-month period

28.40%

Volatility (1Y)

Calculated over the trailing 1-year period

30.45%

12.22%

+18.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

12.22%

+9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

12.22%

+8.36%

Frequently Asked Questions


BEI.DE and ^GSPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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