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ERII vs. SHA0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ERII vs. SHA0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Recovery, Inc. (ERII) and Schaeffler AG (SHA0.DE). The values are adjusted to include any dividend payments, if applicable.

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ERII vs. SHA0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERII
Energy Recovery, Inc.
-25.35%-8.23%-21.97%-8.05%-4.65%57.55%39.33%45.47%-23.09%-15.46%
SHA0.DE
Schaeffler AG
-16.86%137.30%-22.95%-3.17%-9.82%1.42%-10.81%35.46%-49.84%23.92%
Different Trading Currencies

ERII is traded in USD, while SHA0.DE is traded in EUR. To make them comparable, the SHA0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ERII achieves a -25.35% return, which is significantly lower than SHA0.DE's -16.86% return. Over the past 10 years, ERII has outperformed SHA0.DE with an annualized return of -0.26%, while SHA0.DE has yielded a comparatively lower -0.37% annualized return.


ERII

1D
2.65%
1M
-3.45%
YTD
-25.35%
6M
-34.70%
1Y
-36.63%
3Y*
-24.12%
5Y*
-12.04%
10Y*
-0.26%

SHA0.DE

1D
1.12%
1M
-33.31%
YTD
-16.86%
6M
22.62%
1Y
111.43%
3Y*
9.64%
5Y*
4.17%
10Y*
-0.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Energy Recovery, Inc.

Schaeffler AG

Return for Risk

ERII vs. SHA0.DE — Risk / Return Rank

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

ERII
ERII Risk / Return Rank: 1212
Overall Rank
ERII Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ERII Sortino Ratio Rank: 1818
Sortino Ratio Rank
ERII Omega Ratio Rank: 1313
Omega Ratio Rank
ERII Calmar Ratio Rank: 1414
Calmar Ratio Rank
ERII Martin Ratio Rank: 33
Martin Ratio Rank

SHA0.DE
SHA0.DE Risk / Return Rank: 8585
Overall Rank
SHA0.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SHA0.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SHA0.DE Omega Ratio Rank: 8888
Omega Ratio Rank
SHA0.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SHA0.DE Martin Ratio Rank: 8585
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.

ERII vs. SHA0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Recovery, Inc. (ERII) and Schaeffler AG (SHA0.DE). 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.


ERIISHA0.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.67

2.33

-3.00

Sortino ratio

Return per unit of downside risk

-0.59

2.60

-3.19

Omega ratio

Gain probability vs. loss probability

0.88

1.40

-0.52

Calmar ratio

Return relative to maximum drawdown

-0.77

2.45

-3.22

Martin ratio

Return relative to average drawdown

-1.81

8.60

-10.41

ERII vs. SHA0.DE - Sharpe Ratio Comparison

The current ERII Sharpe Ratio is -0.67, which is lower than the SHA0.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ERII and SHA0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ERIISHA0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

2.33

-3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.10

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

-0.01

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.01

-0.01

Correlation

The correlation between ERII and SHA0.DE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ERII vs. SHA0.DE - Dividend Comparison

ERII has not paid dividends to shareholders, while SHA0.DE's dividend yield for the trailing twelve months is around 3.54%.


TTM2025202420232022202120202019201820172016
ERII
Energy Recovery, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHA0.DE
Schaeffler AG
3.54%2.99%10.60%8.04%7.86%3.43%12.32%5.71%7.37%3.31%3.56%

Drawdowns

ERII vs. SHA0.DE - Drawdown Comparison

The maximum ERII drawdown since its inception was -83.98%, which is greater than SHA0.DE's maximum drawdown of -72.86%. Use the drawdown chart below to compare losses from any high point for ERII and SHA0.DE.


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Drawdown Indicators


ERIISHA0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.98%

-68.87%

-15.11%

Max Drawdown (1Y)

Largest decline over 1 year

-47.76%

-43.69%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-69.10%

-50.95%

-18.15%

Max Drawdown (10Y)

Largest decline over 10 years

-69.10%

-68.87%

-0.23%

Current Drawdown

Current decline from peak

-67.10%

-40.66%

-26.44%

Average Drawdown

Average peak-to-trough decline

-47.43%

-38.01%

-9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.32%

12.35%

+7.97%

Volatility

ERII vs. SHA0.DE - Volatility Comparison

The current volatility for Energy Recovery, Inc. (ERII) is 13.09%, while Schaeffler AG (SHA0.DE) has a volatility of 29.04%. This indicates that ERII experiences smaller price fluctuations and is considered to be less risky than SHA0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERIISHA0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

29.04%

-15.95%

Volatility (6M)

Calculated over the trailing 6-month period

51.98%

40.58%

+11.40%

Volatility (1Y)

Calculated over the trailing 1-year period

54.56%

47.79%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.20%

40.13%

+8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.78%

39.87%

+9.91%

Financials

ERII vs. SHA0.DE - Financials Comparison

This section allows you to compare key financial metrics between Energy Recovery, Inc. and Schaeffler AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ERII values in USD, SHA0.DE values in EUR