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 7.85%/yr vs 15.33%/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 -27.09% return, which is significantly lower than ^SP500TR's 12.63% return. Over the past 10 years, EVD.DE has underperformed ^SP500TR with an annualized return of 7.85%, while ^SP500TR has yielded a comparatively higher 15.33% annualized return.
EVD.DE
- 1D
- 1.18%
- 1M
- 2.94%
- YTD
- -27.09%
- 6M
- -30.03%
- 1Y
- -47.54%
- 3Y*
- -5.17%
- 5Y*
- 0.37%
- 10Y*
- 7.85%
^SP500TR
- 1D
- 0.28%
- 1M
- 5.31%
- YTD
- 12.63%
- 6M
- 11.57%
- 1Y
- 26.42%
- 3Y*
- 19.46%
- 5Y*
- 15.08%
- 10Y*
- 15.33%
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 | -27.09% | -2.42% | 32.77% | 6.93% | -7.40% | 18.31% | -2.94% | 74.42% | -14.81% | 33.21% |
^SP500TR S&P 500 Total Return | 12.64% | 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 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
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 Aug 29, 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.
| EVD.DE | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.28 | ||
| Sortino ratioReturn per unit of downside risk | -4.38 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.40 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.63 | -4.48 |
| Martin ratioReturn relative to average drawdown | -1.49 | 13.71 | -15.20 |
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
| EVD.DE | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.12 | 2.16 | -3.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.90 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.83 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.62 | -0.36 |
Drawdowns
EVD.DE vs. ^SP500TR - Drawdown Comparison
The maximum EVD.DE drawdown since its inception was -96.08%, which is greater than ^SP500TR's maximum drawdown of -49.91%. 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 | -96.08% | -49.91% | -46.17% |
Max Drawdown (1Y)Largest decline over 1 year | -54.62% | -7.32% | -47.30% |
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 | -48.73% | -0.18% | -48.55% |
Average DrawdownAverage peak-to-trough decline | -22.70% | -7.83% | -14.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.12% | 1.93% | +29.19% |
Volatility
EVD.DE vs. ^SP500TR - Volatility Comparison
CTS Eventim AG & Co. KGaA (EVD.DE) has a higher volatility of 14.11% compared to S&P 500 Total Return (^SP500TR) at 2.23%. 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 | 14.11% | 2.23% | +11.88% |
Volatility (6M)Calculated over the trailing 6-month period | 35.49% | 8.61% | +26.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.07% | 12.28% | +29.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.29% | 16.79% | +17.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 18.59% | +15.36% |
Frequently Asked Questions
EVD.DE and ^SP500TR have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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