EXO.AS vs. SXR8.DE
Compare and contrast key facts about Exor N.V. (EXO.AS) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXO.AS or SXR8.DE.
Key characteristics
| EXO.AS | SXR8.DE | |
|---|---|---|
| YTD Return | 15.03% | 12.91% |
| 1Y Return | 33.67% | 29.85% |
| Sharpe Ratio | 1.96 | 2.66 |
| Daily Std Dev | 15.44% | 10.33% |
| Max Drawdown | -11.74% | -33.78% |
| Current Drawdown | -0.95% | 0.00% |
Correlation
The correlation between EXO.AS and SXR8.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EXO.AS vs. SXR8.DE - Performance Comparison
In the year-to-date period, EXO.AS achieves a 15.03% return, which is significantly higher than SXR8.DE's 12.91% 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
EXO.AS vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exor N.V. (EXO.AS) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Dividends
EXO.AS vs. SXR8.DE - Dividend Comparison
EXO.AS's dividend yield for the trailing twelve months is around 0.42%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
EXO.AS Exor N.V. | 0.42% | 0.49% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% |
Drawdowns
EXO.AS vs. SXR8.DE - Drawdown Comparison
The maximum EXO.AS drawdown since its inception was -11.74%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EXO.AS and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
EXO.AS vs. SXR8.DE - Volatility Comparison
Exor N.V. (EXO.AS) has a higher volatility of 6.24% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.98%. This indicates that EXO.AS's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.