CLIQ.DE vs. FXPO.L

Last updated Jun 4, 2026

CLIQ.DE (Cliq Digital AG) and FXPO.L (Ferrexpo plc) are both stocks. CLIQ.DE operates in Entertainment (Communication Services), while FXPO.L operates in Steel (Basic Materials). Over the past 10 years, CLIQ.DE returned 4.49%/yr vs 4.35%/yr for FXPO.L. At a 0.12 correlation, their price movements are largely independent.

Performance

CLIQ.DE vs. FXPO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Cliq Digital AG (CLIQ.DE) and Ferrexpo plc (FXPO.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CLIQ.DE is traded in EUR, while FXPO.L is traded in GBp. To make them comparable, the FXPO.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLIQ.DE achieves a 170.80% return, which is significantly higher than FXPO.L's -61.43% return. Both investments have delivered pretty close results over the past 10 years, with CLIQ.DE having a 4.49% annualized return and FXPO.L not far behind at 4.35%.

CLIQ.DE

• 1D: 0.82%
• 1M: 2.20%
• YTD: 170.80%
• 6M: 145.37%
• 1Y: -28.10%
• 3Y*: -46.44%
• 5Y*: -32.48%
• 10Y*: 4.49%

FXPO.L

• 1D: -1.04%
• 1M: -1.04%
• YTD: -61.43%
• 6M: -58.23%
• 1Y: -45.96%
• 3Y*: -34.41%
• 5Y*: -40.43%
• 10Y*: 4.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIQ.DE vs. FXPO.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLIQ.DE Cliq Digital AG	170.80%	-69.87%	-76.60%	-16.11%	6.40%	50.70%	487.23%	70.09%	-79.03%	58.70%
FXPO.L Ferrexpo plc	-61.43%	-33.62%	27.73%	-41.37%	-44.92%	37.95%	93.09%	-7.55%	-29.43%	120.00%

Correlation

The correlation between CLIQ.DE and FXPO.L is -0.09, 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	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.12

The correlation between CLIQ.DE and FXPO.L shifts across timeframes, from -0.09 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

CLIQ.DE vs. FXPO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLIQ.DE

CLIQ.DE Risk / Return Rank: 33
CLIQ.DE Sharpe Ratio Rank: 30
CLIQ.DE Sortino Ratio Rank: 37
CLIQ.DE Omega Ratio Rank: 38
CLIQ.DE Calmar Ratio Rank: 29
CLIQ.DE Martin Ratio Rank: 32

FXPO.L

FXPO.L Risk / Return Rank: 8
FXPO.L Sharpe Ratio Rank: 11
FXPO.L Sortino Ratio Rank: 13
FXPO.L Omega Ratio Rank: 12
FXPO.L Calmar Ratio Rank: 5
FXPO.L Martin Ratio Rank: 0

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLIQ.DE vs. FXPO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cliq Digital AG (CLIQ.DE) and Ferrexpo plc (FXPO.L). 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.

	CLIQ.DE	FXPO.L	Difference
Sharpe ratio Return per unit of total volatility	-0.26	-0.73	+0.47
Sortino ratio Return per unit of downside risk	0.33	-0.95	+1.28
Omega ratio Gain probability vs. loss probability	1.04	0.88	+0.17
Calmar ratio Return relative to maximum drawdown	-0.36	-0.94	+0.57
Martin ratio Return relative to average drawdown	-0.51	-2.20	+1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLIQ.DE vs. FXPO.L - Sharpe Ratio Comparison

The current CLIQ.DE Sharpe Ratio is -0.26, which is higher than the FXPO.L Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of CLIQ.DE and FXPO.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLIQ.DE	FXPO.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	-0.73	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.43	-0.54	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.06	0.07	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	-0.08	+0.02

Drawdowns

CLIQ.DE vs. FXPO.L - Drawdown Comparison

The maximum CLIQ.DE drawdown since its inception was -96.08%, roughly equal to the maximum FXPO.L drawdown of -95.56%. Use the drawdown chart below to compare losses from any high point for CLIQ.DE and FXPO.L.

Drawdown Indicators

	CLIQ.DE	FXPO.L	Difference
Max Drawdown Largest peak-to-trough decline	-96.08%	-95.56%	-0.52%
Max Drawdown (1Y) Largest decline over 1 year	-77.02%	-64.90%	-12.12%
Max Drawdown (3Y) Largest decline over 3 years	-94.54%	-77.18%	-17.36%
Max Drawdown (5Y) Largest decline over 5 years	-95.48%	-93.05%	-2.43%
Max Drawdown (10Y) Largest decline over 10 years	-96.08%	-93.05%	-3.03%
Current Drawdown Current decline from peak	-89.32%	-93.05%	+3.73%
Average Drawdown Average peak-to-trough decline	-62.55%	-53.81%	-8.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	54.74%	28.62%	+26.12%

Volatility

CLIQ.DE vs. FXPO.L - Volatility Comparison

The current volatility for Cliq Digital AG (CLIQ.DE) is 4.22%, while Ferrexpo plc (FXPO.L) has a volatility of 43.69%. This indicates that CLIQ.DE experiences smaller price fluctuations and is considered to be less risky than FXPO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLIQ.DE	FXPO.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	43.69%	-39.47%
Volatility (6M) Calculated over the trailing 6-month period	83.23%	72.18%	+11.05%
Volatility (1Y) Calculated over the trailing 1-year period	107.77%	83.56%	+24.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.67%	75.37%	+0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.82%	66.96%	+2.86%

Dividends

CLIQ.DE vs. FXPO.L - Dividend Comparison

CLIQ.DE's dividend yield for the trailing twelve months is around 1.08%, while FXPO.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLIQ.DE Cliq Digital AG	1.08%	5.84%	0.86%	9.00%	4.37%	1.86%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%
FXPO.L Ferrexpo plc	0.00%	0.00%	3.12%	0.00%	12.51%	26.28%	8.70%	9.28%	7.60%	3.36%	0.00%	44.15%

Financials

Frequently Asked Questions

Can I hold both CLIQ.DE and FXPO.L in my portfolio?

CLIQ.DE and FXPO.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.