CEMR.DE vs. RACE
Compare and contrast key facts about iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and Ferrari N.V. (RACE).
CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEMR.DE or RACE.
Key characteristics
| CEMR.DE | RACE | |
|---|---|---|
| YTD Return | 21.31% | 34.55% |
| 1Y Return | 29.41% | 34.10% |
| 3Y Return (Ann) | 4.58% | 21.45% |
| 5Y Return (Ann) | 10.06% | 23.41% |
| Sharpe Ratio | 2.12 | 1.29 |
| Sortino Ratio | 2.80 | 1.98 |
| Omega Ratio | 1.38 | 1.25 |
| Calmar Ratio | 2.54 | 3.17 |
| Martin Ratio | 12.18 | 7.12 |
| Ulcer Index | 2.17% | 4.99% |
| Daily Std Dev | 12.44% | 27.70% |
| Max Drawdown | -31.78% | -43.61% |
| Current Drawdown | 0.00% | -8.92% |
Correlation
The correlation between CEMR.DE and RACE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CEMR.DE vs. RACE - Performance Comparison
In the year-to-date period, CEMR.DE achieves a 21.31% return, which is significantly lower than RACE's 34.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CEMR.DE vs. RACE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and Ferrari N.V. (RACE). 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.
Dividends
CEMR.DE vs. RACE - Dividend Comparison
CEMR.DE has not paid dividends to shareholders, while RACE's dividend yield for the trailing twelve months is around 0.58%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RACE Ferrari N.V. | 0.58% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.88% | 0.65% | 0.89% |
Drawdowns
CEMR.DE vs. RACE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum RACE drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and RACE. For additional features, visit the drawdowns tool.
Volatility
CEMR.DE vs. RACE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.40%, while Ferrari N.V. (RACE) has a volatility of 9.34%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than RACE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.