CHG.DE vs. ASOZY
CHG.DE (Chapters Group AG) and ASOZY (Asseco Poland SA ADR) are both stocks. Both are in the Technology sector — CHG.DE in Information Technology Services, ASOZY in Software - Application. Over the past 10 years, CHG.DE returned 27.87%/yr vs 16.65%/yr for ASOZY. At a 0.00 correlation, their price movements are largely independent.
Performance
CHG.DE vs. ASOZY - Performance Comparison
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Different Trading Currencies
CHG.DE is traded in EUR, while ASOZY is traded in USD. To make them comparable, the ASOZY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CHG.DE achieves a -22.17% return, which is significantly lower than ASOZY's -15.15% return. Over the past 10 years, CHG.DE has outperformed ASOZY with an annualized return of 27.87%, while ASOZY has yielded a comparatively lower 16.65% annualized return.
CHG.DE
- 1D
- 1.25%
- 1M
- 5.56%
- YTD
- -22.17%
- 6M
- -14.78%
- 1Y
- -24.88%
- 3Y*
- 30.90%
- 5Y*
- 45.43%
- 10Y*
- 27.87%
ASOZY
- 1D
- -0.14%
- 1M
- 0.50%
- YTD
- -15.15%
- 6M
- -17.57%
- 1Y
- 15.48%
- 3Y*
- 48.84%
- 5Y*
- 26.99%
- 10Y*
- 16.65%
CHG.DE vs. ASOZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHG.DE Chapters Group AG | -22.17% | 63.39% | 38.80% | 31.65% | 3.20% | 200.85% | -8.04% | -5.65% | 105.31% | 3.80% |
ASOZY Asseco Poland SA ADR | -15.15% | 145.83% | 56.64% | 20.40% | -33.82% | 37.27% | 23.27% | 28.70% | 1.56% | -7.75% |
Correlation
The correlation between CHG.DE and ASOZY is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2012 | 0.00 |
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Return for Risk
CHG.DE vs. ASOZY — Risk / Return Rank
CHG.DE
ASOZY
CHG.DE vs. ASOZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chapters Group AG (CHG.DE) and Asseco Poland SA ADR (ASOZY). 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.
| CHG.DE | ASOZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.24 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.43 | -0.96 |
| Martin ratioReturn relative to average drawdown | -0.95 | 0.90 | -1.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHG.DE | ASOZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 0.29 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.57 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.37 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.27 | +0.46 |
Drawdowns
CHG.DE vs. ASOZY - Drawdown Comparison
The maximum CHG.DE drawdown since its inception was -53.52%, which is greater than ASOZY's maximum drawdown of -40.52%. Use the drawdown chart below to compare losses from any high point for CHG.DE and ASOZY.
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Drawdown Indicators
| CHG.DE | ASOZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.52% | -40.52% | -13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -47.01% | -36.06% | -10.95% |
Max Drawdown (3Y)Largest decline over 3 years | -47.01% | -36.06% | -10.95% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -40.52% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -53.52% | -40.52% | -13.00% |
Current DrawdownCurrent decline from peak | -33.40% | -26.93% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -15.70% | -14.38% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.17% | 17.31% | +8.86% |
Volatility
CHG.DE vs. ASOZY - Volatility Comparison
The current volatility for Chapters Group AG (CHG.DE) is 8.11%, while Asseco Poland SA ADR (ASOZY) has a volatility of 11.03%. This indicates that CHG.DE experiences smaller price fluctuations and is considered to be less risky than ASOZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHG.DE | ASOZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 11.03% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 34.46% | 37.00% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.71% | 53.70% | -8.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.18% | 47.82% | -4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.92% | 45.78% | -4.86% |
Dividends
CHG.DE vs. ASOZY - Dividend Comparison
CHG.DE has not paid dividends to shareholders, while ASOZY's dividend yield for the trailing twelve months is around 10.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ASOZY Asseco Poland SA ADR | 10.29% | 1.82% | 4.31% | 5.62% | 6.09% | 3.78% | 3.15% | 4.43% | 5.65% | 11.35% | 12.69% |
CHG.DE Chapters Group AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CHG.DE vs. ASOZY - Financials Comparison
This section allows you to compare key financial metrics between Chapters Group AG and Asseco Poland SA ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CHG.DE and ASOZY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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