BEI.DE vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Beiersdorf Aktiengesellschaft (BEI.DE) and S&P 500 Index (^GSPC).

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.

BEI.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BEI.DE Beiersdorf Aktiengesellschaft	-19.36%	-23.81%	-7.94%	27.32%	19.50%	-3.55%	-10.79%	17.88%	-6.17%	22.41%
^GSPC S&P 500 Index	-2.10%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 -19.36% return, which is significantly lower than ^GSPC's -2.47% return. Over the past 10 years, BEI.DE has underperformed ^GSPC with an annualized return of 0.32%, while ^GSPC has yielded a comparatively higher 12.10% annualized return.

BEI.DE

• 1D: -0.74%
• 1M: -9.71%
• YTD: -19.36%
• 6M: -16.79%
• 1Y: -36.70%
• 3Y*: -13.99%
• 5Y*: -2.79%
• 10Y*: 0.32%

^GSPC

• 1D: 0.00%
• 1M: -3.17%
• YTD: -2.47%
• 6M: -0.80%
• 1Y: 8.54%
• 3Y*: 14.53%
• 5Y*: 10.74%
• 10Y*: 12.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 5
BEI.DE Sharpe Ratio Rank: 2
BEI.DE Sortino Ratio Rank: 5
BEI.DE Omega Ratio Rank: 3
BEI.DE Calmar Ratio Rank: 8
BEI.DE Martin Ratio Rank: 5

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-1.19	0.41	-1.60
Sortino ratio Return per unit of downside risk	-1.48	0.71	-2.18
Omega ratio Gain probability vs. loss probability	0.76	1.11	-0.36
Calmar ratio Return relative to maximum drawdown	-0.86	0.62	-1.48
Martin ratio Return relative to average drawdown	-1.61	2.56	-4.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BEI.DE vs. ^GSPC - Sharpe Ratio Comparison

The current BEI.DE Sharpe Ratio is -1.19, which is lower than the ^GSPC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BEI.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BEI.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.19	0.41	-1.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	0.64	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	0.65	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.45	-0.14

Correlation

The correlation between BEI.DE and ^GSPC is 0.26, 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.

Drawdowns

BEI.DE vs. ^GSPC - Drawdown Comparison

The maximum BEI.DE drawdown since its inception was -50.29%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for BEI.DE and ^GSPC.

Drawdown Indicators

	BEI.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-50.29%	-56.78%	+6.49%
Max Drawdown (1Y) Largest decline over 1 year	-42.78%	-9.10%	-33.68%
Max Drawdown (5Y) Largest decline over 5 years	-50.29%	-25.43%	-24.86%
Max Drawdown (10Y) Largest decline over 10 years	-50.29%	-33.92%	-16.37%
Current Drawdown Current decline from peak	-48.27%	-5.67%	-42.60%
Average Drawdown Average peak-to-trough decline	-13.58%	-10.75%	-2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.91%	2.62%	+20.29%

Volatility

BEI.DE vs. ^GSPC - Volatility Comparison

Beiersdorf Aktiengesellschaft (BEI.DE) has a higher volatility of 7.01% compared to S&P 500 Index (^GSPC) at 4.36%. This indicates that BEI.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BEI.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.01%	4.36%	+2.65%
Volatility (6M) Calculated over the trailing 6-month period	27.48%	9.93%	+17.55%
Volatility (1Y) Calculated over the trailing 1-year period	30.87%	20.68%	+10.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.44%	16.80%	+4.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.45%	18.63%	+1.82%