EVD.DE vs. ^SP500TR
EVD.DE (CTS Eventim AG & Co. KGaA) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, EVD.DE returned 7.80%/yr vs 14.55%/yr for ^SP500TR. At a 0.22 correlation, their price movements are largely independent.
Performance
EVD.DE vs. ^SP500TR - Performance Comparison
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Different Trading Currencies
EVD.DE is traded in EUR, while ^SP500TR is traded in USD. To make them comparable, the ^SP500TR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EVD.DE achieves a -24.34% return, which is significantly lower than ^SP500TR's 12.61% return. Over the past 10 years, EVD.DE has underperformed ^SP500TR with an annualized return of 7.80%, while ^SP500TR has yielded a comparatively higher 14.55% annualized return.
EVD.DE
- 1D
- 1.49%
- 1M
- 11.13%
- 6M
- -19.47%
- YTD
- -24.34%
- 1Y
- -42.84%
- 3Y*
- -1.80%
- 5Y*
- 2.48%
- 10Y*
- 7.80%
- ALL TIME*
- 15.02%
^SP500TR
- 1D
- 0.02%
- 1M
- -0.29%
- 6M
- 9.62%
- YTD
- 12.61%
- 1Y
- 21.80%
- 3Y*
- 18.52%
- 5Y*
- 13.65%
- 10Y*
- 14.55%
- ALL TIME*
- 12.36%
EVD.DE vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVD.DE CTS Eventim AG & Co. KGaA | -24.34% | -2.42% | 32.77% | 6.93% | -7.40% | 18.31% | -2.94% | 74.42% | -14.82% | 31.38% |
^SP500TR S&P 500 Total Return | 12.61% | 3.89% | 33.27% | 22.50% | -13.04% | 38.33% | 8.64% | 34.46% | 0.10% | 6.86% |
Correlation
The correlation between EVD.DE and ^SP500TR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.22 |
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Return for Risk
EVD.DE vs. ^SP500TR — Risk / Return Rank
EVD.DE
^SP500TR
EVD.DE vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CTS Eventim AG & Co. KGaA (EVD.DE) and S&P 500 Total Return (^SP500TR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVD.DE | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.56 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.32 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 2.99 | -3.80 |
| Martin ratioReturn relative to average drawdown | -1.27 | 11.15 | -12.42 |
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Drawdowns
EVD.DE vs. ^SP500TR - Drawdown Comparison
The maximum EVD.DE drawdown since its inception was -56.18%, which is greater than ^SP500TR's maximum drawdown of -48.09%. Use the drawdown chart below to compare losses from any high point for EVD.DE and ^SP500TR.
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Drawdown Indicators
| EVD.DE | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -48.09% | -8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -53.05% | -7.32% | -45.73% |
Max Drawdown (3Y)Largest decline over 3 years | -56.18% | -23.82% | -32.36% |
Max Drawdown (5Y)Largest decline over 5 years | -56.18% | -23.82% | -32.36% |
Max Drawdown (10Y)Largest decline over 10 years | -56.18% | -33.29% | -22.89% |
Current DrawdownCurrent decline from peak | -46.80% | -1.72% | -45.08% |
Average DrawdownAverage peak-to-trough decline | -13.06% | -7.19% | -5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.71% | 1.96% | +31.75% |
Volatility
EVD.DE vs. ^SP500TR - Volatility Comparison
CTS Eventim AG & Co. KGaA (EVD.DE) has a higher volatility of 12.48% compared to S&P 500 Total Return (^SP500TR) at 2.80%. This indicates that EVD.DE's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVD.DE | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.48% | 2.80% | +9.68% |
Volatility (6M)Calculated over the trailing 6-month period | 37.76% | 9.21% | +28.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.44% | 12.64% | +31.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.78% | 16.83% | +17.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.12% | 18.61% | +15.51% |
Frequently Asked Questions
EVD.DE and ^SP500TR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EVD.DE and ^SP500TR
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