BEI.DE vs. ^GSPC
Compare and contrast key facts about Beiersdorf Aktiengesellschaft (BEI.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEI.DE or ^GSPC.
Key characteristics
BEI.DE | ^GSPC | |
---|---|---|
YTD Return | 7.03% | 11.18% |
1Y Return | 13.71% | 26.33% |
3Y Return (Ann) | 14.29% | 8.72% |
5Y Return (Ann) | 7.05% | 13.16% |
10Y Return (Ann) | 6.97% | 10.99% |
Sharpe Ratio | 1.05 | 2.38 |
Daily Std Dev | 14.73% | 11.54% |
Max Drawdown | -50.21% | -56.78% |
Current Drawdown | -1.73% | -0.09% |
Correlation
The correlation between BEI.DE and ^GSPC is 0.18, 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.
Performance
BEI.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, BEI.DE achieves a 7.03% return, which is significantly lower than ^GSPC's 11.18% return. Over the past 10 years, BEI.DE has underperformed ^GSPC with an annualized return of 6.97%, while ^GSPC has yielded a comparatively higher 10.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BEI.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Beiersdorf Aktiengesellschaft (BEI.DE) and S&P 500 (^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.
Drawdowns
BEI.DE vs. ^GSPC - Drawdown Comparison
The maximum BEI.DE drawdown since its inception was -50.21%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BEI.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BEI.DE vs. ^GSPC - Volatility Comparison
The current volatility for Beiersdorf Aktiengesellschaft (BEI.DE) is 3.06%, while S&P 500 (^GSPC) has a volatility of 3.36%. This indicates that BEI.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.