BSP.DE vs. ^STOXX
BSP.DE (BAE Systems plc) is a stock, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, BSP.DE returned 16.82%/yr vs 6.64%/yr for ^STOXX. At a 0.22 correlation, their price movements are largely independent.
Performance
BSP.DE vs. ^STOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BSP.DE achieves a 13.83% return, which is significantly higher than ^STOXX's 8.22% return. Over the past 10 years, BSP.DE has outperformed ^STOXX with an annualized return of 16.82%, while ^STOXX has yielded a comparatively lower 6.64% annualized return.
BSP.DE
- 1D
- 0.00%
- 1M
- 4.24%
- 6M
- -7.24%
- YTD
- 13.83%
- 1Y
- 0.55%
- 3Y*
- 29.87%
- 5Y*
- 31.63%
- 10Y*
- 16.82%
- ALL TIME*
- 9.98%
^STOXX
- 1D
- -0.34%
- 1M
- 0.93%
- 6M
- 5.68%
- YTD
- 8.22%
- 1Y
- 17.28%
- 3Y*
- 11.66%
- 5Y*
- 7.12%
- 10Y*
- 6.64%
- ALL TIME*
- 4.39%
BSP.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 13.83% | 44.81% | 8.42% | 37.42% | 53.07% | 22.06% | -13.51% | 8.76% | 4.18% | -4.70% |
^STOXX STOXX Europe 600 Index | 8.22% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 23.78% | -13.61% | 7.68% |
Correlation
The correlation between BSP.DE and ^STOXX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.22 |
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
BSP.DE vs. ^STOXX — Risk / Return Rank
BSP.DE
^STOXX
BSP.DE vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BSP.DE) and STOXX Europe 600 Index (^STOXX). 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.
| BSP.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.27 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.83 | -1.81 |
| Martin ratioReturn relative to average drawdown | 0.05 | 6.66 | -6.62 |
Loading charts...
Drawdowns
BSP.DE vs. ^STOXX - Drawdown Comparison
The maximum BSP.DE drawdown since its inception was -48.71%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for BSP.DE and ^STOXX.
Loading charts...
Drawdown Indicators
| BSP.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.71% | -60.54% | +11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -9.56% | -13.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.19% | -16.56% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.19% | -22.55% | -0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -41.57% | -35.55% | -6.02% |
Current DrawdownCurrent decline from peak | -17.41% | -1.72% | -15.69% |
Average DrawdownAverage peak-to-trough decline | -20.80% | -14.54% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.63% | 2.61% | +9.02% |
Volatility
BSP.DE vs. ^STOXX - Volatility Comparison
BAE Systems plc (BSP.DE) has a higher volatility of 9.60% compared to STOXX Europe 600 Index (^STOXX) at 3.12%. This indicates that BSP.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSP.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 3.12% | +6.48% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 10.44% | +14.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.45% | 12.31% | +20.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.65% | 14.19% | +14.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 15.13% | +12.60% |
Frequently Asked Questions
BSP.DE and ^STOXX have a correlation of 0.24, 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 BSP.DE and ^STOXX
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