EVD.DE vs. ^SP500TR
Compare and contrast key facts about CTS Eventim AG & Co. KGaA (EVD.DE) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVD.DE or ^SP500TR.
Key characteristics
EVD.DE | ^SP500TR | |
---|---|---|
YTD Return | 30.74% | 11.66% |
1Y Return | 36.63% | 29.35% |
3Y Return (Ann) | 15.20% | 10.09% |
5Y Return (Ann) | 12.90% | 15.04% |
10Y Return (Ann) | 15.77% | 12.98% |
Sharpe Ratio | 0.91 | 2.66 |
Daily Std Dev | 28.97% | 11.60% |
Max Drawdown | -96.08% | -55.25% |
Current Drawdown | -4.11% | -0.19% |
Correlation
The correlation between EVD.DE and ^SP500TR is 0.21, 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.
Performance
EVD.DE vs. ^SP500TR - Performance Comparison
In the year-to-date period, EVD.DE achieves a 30.74% return, which is significantly higher than ^SP500TR's 11.66% return. Over the past 10 years, EVD.DE has outperformed ^SP500TR with an annualized return of 15.77%, while ^SP500TR has yielded a comparatively lower 12.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EVD.DE vs. ^SP500TR - Risk-Adjusted Performance 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.
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 -55.25%. Use the drawdown chart below to compare losses from any high point for EVD.DE and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
EVD.DE vs. ^SP500TR - Volatility Comparison
CTS Eventim AG & Co. KGaA (EVD.DE) has a higher volatility of 7.07% compared to S&P 500 Total Return (^SP500TR) at 3.40%. 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.