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CON.DE vs. ISF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CON.DE vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Continental Aktiengesellschaft (CON.DE) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CON.DE achieves a 6.17% return, which is significantly lower than ISF.L's 7.10% return. Over the past 10 years, CON.DE has underperformed ISF.L with an annualized return of -1.38%, while ISF.L has yielded a comparatively higher 8.09% annualized return.


CON.DE

1D
-2.40%
1M
1.77%
YTD
6.17%
6M
11.18%
1Y
24.17%
3Y*
15.88%
5Y*
-0.41%
10Y*
-1.38%

ISF.L

1D
0.18%
1M
-0.41%
YTD
7.10%
6M
9.97%
1Y
18.11%
3Y*
14.72%
5Y*
11.74%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CON.DE vs. ISF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CON.DE
Continental Aktiengesellschaft
6.17%44.73%-11.64%41.82%-37.12%-14.13%19.96%0.01%-44.71%29.04%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
7.10%19.40%14.55%10.09%-0.57%25.34%-16.47%24.56%-10.08%8.64%

Correlation

The correlation between CON.DE and ISF.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.49

The correlation between CON.DE and ISF.L shifts across timeframes, from 0.32 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CON.DE vs. ISF.L — Risk / Return Rank

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

CON.DE
CON.DE Risk / Return Rank: 6565
Overall Rank
CON.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CON.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
CON.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CON.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
CON.DE Martin Ratio Rank: 6868
Martin Ratio Rank

ISF.L
ISF.L Risk / Return Rank: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
Martin Ratio Rank
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.

CON.DE vs. ISF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Continental Aktiengesellschaft (CON.DE) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.


CON.DEISF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.17

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.06

2.32

-1.26

Martin ratioReturn relative to average drawdown

3.27

8.22

-4.95

CON.DE vs. ISF.L - Sharpe Ratio Comparison

The current CON.DE Sharpe Ratio is 0.80, which is lower than the ISF.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CON.DE and ISF.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.


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Sharpe Ratios by Period


CON.DEISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.55

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.85

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.49

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.26

0.00

Drawdowns

CON.DE vs. ISF.L - Drawdown Comparison

The maximum CON.DE drawdown since its inception was -89.19%, which is greater than ISF.L's maximum drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for CON.DE and ISF.L.


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Drawdown Indicators


CON.DEISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.19%

-57.98%

-31.21%

Max Drawdown (1Y)

Largest decline over 1 year

-23.17%

-7.79%

-15.38%

Max Drawdown (3Y)

Largest decline over 3 years

-29.78%

-15.84%

-13.94%

Max Drawdown (5Y)

Largest decline over 5 years

-60.10%

-15.84%

-44.26%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

-39.60%

-37.14%

Current Drawdown

Current decline from peak

-38.23%

-2.57%

-35.66%

Average Drawdown

Average peak-to-trough decline

-30.72%

-11.93%

-18.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

2.21%

+5.33%

Volatility

CON.DE vs. ISF.L - Volatility Comparison

Continental Aktiengesellschaft (CON.DE) has a higher volatility of 9.10% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 4.19%. This indicates that CON.DE's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CON.DEISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

4.19%

+4.91%

Volatility (6M)

Calculated over the trailing 6-month period

24.34%

9.78%

+14.56%

Volatility (1Y)

Calculated over the trailing 1-year period

30.81%

11.69%

+19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.97%

13.85%

+21.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.38%

16.62%

+17.76%

Dividends

CON.DE vs. ISF.L - Dividend Comparison

CON.DE's dividend yield for the trailing twelve months is around 3.91%, more than ISF.L's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
CON.DE
Continental Aktiengesellschaft
3.91%3.68%4.46%2.57%5.17%0.00%8.49%6.06%5.48%4.67%3.00%2.13%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
2.86%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions


CON.DE and ISF.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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