BOSS.DE vs. SPHY
BOSS.DE (Hugo Boss AG) is a stock, while SPHY (SPDR Portfolio High Yield Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Index. Over the past 10 years, BOSS.DE returned -0.65%/yr vs 4.88%/yr for SPHY. At a 0.09 correlation, their price movements are largely independent.
Performance
BOSS.DE vs. SPHY - Performance Comparison
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Different Trading Currencies
BOSS.DE is traded in EUR, while SPHY is traded in USD. To make them comparable, the SPHY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BOSS.DE achieves a 9.69% return, which is significantly higher than SPHY's 3.41% return. Over the past 10 years, BOSS.DE has underperformed SPHY with an annualized return of -0.65%, while SPHY has yielded a comparatively higher 4.88% annualized return.
BOSS.DE
- 1D
- -0.23%
- 1M
- 11.39%
- YTD
- 9.69%
- 6M
- 8.64%
- 1Y
- 3.89%
- 3Y*
- -15.66%
- 5Y*
- -1.55%
- 10Y*
- -0.65%
SPHY
- 1D
- 0.12%
- 1M
- 1.90%
- YTD
- 3.41%
- 6M
- 3.93%
- 1Y
- 7.26%
- 3Y*
- 6.40%
- 5Y*
- 5.31%
- 10Y*
- 4.88%
BOSS.DE vs. SPHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOSS.DE Hugo Boss AG | 9.69% | -16.48% | -31.75% | 26.40% | 2.75% | 96.23% | -36.82% | -15.83% | -21.30% | 26.89% |
SPHY SPDR Portfolio High Yield Bond ETF | 3.41% | -4.30% | 15.70% | 9.43% | -5.03% | 13.51% | -2.14% | 15.71% | 1.19% | -5.84% |
Correlation
The correlation between BOSS.DE and SPHY is -0.06, 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 (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2012 | 0.09 |
The correlation between BOSS.DE and SPHY shifts across timeframes, from -0.06 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BOSS.DE vs. SPHY — Risk / Return Rank
BOSS.DE
SPHY
BOSS.DE vs. SPHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hugo Boss AG (BOSS.DE) and SPDR Portfolio High Yield Bond ETF (SPHY). 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.
| BOSS.DE | SPHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 2.07 | -1.95 |
| Martin ratioReturn relative to average drawdown | 0.20 | 7.30 | -7.10 |
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Drawdowns
BOSS.DE vs. SPHY - Drawdown Comparison
The maximum BOSS.DE drawdown since its inception was -80.80%, which is greater than SPHY's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for BOSS.DE and SPHY.
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Drawdown Indicators
| BOSS.DE | SPHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.80% | -21.55% | -59.25% |
Max Drawdown (1Y)Largest decline over 1 year | -19.50% | -3.52% | -15.98% |
Max Drawdown (3Y)Largest decline over 3 years | -56.42% | -12.57% | -43.85% |
Max Drawdown (5Y)Largest decline over 5 years | -56.42% | -12.57% | -43.85% |
Max Drawdown (10Y)Largest decline over 10 years | -74.26% | -21.55% | -52.71% |
Current DrawdownCurrent decline from peak | -54.75% | -3.02% | -51.73% |
Average DrawdownAverage peak-to-trough decline | -33.78% | -4.56% | -29.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.84% | 1.00% | +10.84% |
Volatility
BOSS.DE vs. SPHY - Volatility Comparison
Hugo Boss AG (BOSS.DE) has a higher volatility of 6.66% compared to SPDR Portfolio High Yield Bond ETF (SPHY) at 0.83%. This indicates that BOSS.DE's price experiences larger fluctuations and is considered to be riskier than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOSS.DE | SPHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 0.83% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 4.10% | +7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 5.98% | +14.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.96% | 8.52% | +21.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.03% | 9.63% | +23.40% |
Dividends
BOSS.DE vs. SPHY - Dividend Comparison
BOSS.DE's dividend yield for the trailing twelve months is around 0.10%, less than SPHY's 7.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSS.DE Hugo Boss AG | 0.10% | 3.87% | 3.01% | 1.48% | 1.29% | 0.07% | 0.15% | 6.24% | 4.91% | 3.67% | 6.23% | 4.73% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.24% | 7.38% | 7.80% | 7.30% | 6.47% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% |
Frequently Asked Questions
BOSS.DE and SPHY have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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