FERGR.AS vs. FUR.AS

Last updated Jul 21, 2026

FERGR.AS (Ferrari Group PLC) and FUR.AS (Fugro N.V.) are both stocks. FERGR.AS operates in Integrated Freight & Logistics (Industrials), while FUR.AS operates in Oil & Gas Equipment & Services (Energy). Over the past year, FERGR.AS returned -12.00% vs -20.66% for FUR.AS. At a 0.29 correlation, their price movements are largely independent.

Performance

FERGR.AS vs. FUR.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ferrari Group PLC (FERGR.AS) and Fugro N.V. (FUR.AS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FERGR.AS achieves a -9.59% return, which is significantly lower than FUR.AS's 16.82% return.

FERGR.AS

• 1D: -1.25%
• 1M: 5.40%
• 6M: -13.92%
• YTD: -9.59%
• 1Y: -12.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -0.65%

FUR.AS

• 1D: -0.25%
• 1M: -9.31%
• 6M: 6.87%
• YTD: 16.82%
• 1Y: -20.66%
• 3Y*: -10.85%
• 5Y*: 6.71%
• 10Y*: -4.79%
• ALL TIME*: -5.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FERGR.AS vs. FUR.AS - Yearly Performance Comparison

	2026 (YTD)	2025
FERGR.AS Ferrari Group PLC	-9.59%	9.58%
FUR.AS Fugro N.V.	16.82%	-36.14%

Correlation

The correlation between FERGR.AS and FUR.AS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	0.29

Return for Risk

FERGR.AS vs. FUR.AS — Risk / Return Rank

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

FERGR.AS

FERGR.AS Risk / Return Rank: 31
FERGR.AS Sharpe Ratio Rank: 30
FERGR.AS Sortino Ratio Rank: 28
FERGR.AS Omega Ratio Rank: 28
FERGR.AS Calmar Ratio Rank: 34
FERGR.AS Martin Ratio Rank: 33

FUR.AS

FUR.AS Risk / Return Rank: 22
FUR.AS Sharpe Ratio Rank: 20
FUR.AS Sortino Ratio Rank: 20
FUR.AS Omega Ratio Rank: 21
FUR.AS Calmar Ratio Rank: 25
FUR.AS Martin Ratio Rank: 24

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.

FERGR.AS vs. FUR.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrari Group PLC (FERGR.AS) and Fugro N.V. (FUR.AS). 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.

	FERGR.AS	FUR.AS	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	-0.56	+0.22
Sortino ratio: Return per unit of downside risk	-0.28	-0.63	+0.35
Omega ratio: Gain probability vs. loss probability	0.97	0.92	+0.04
Calmar ratio: Return relative to maximum drawdown	-0.34	-0.56	+0.22
Martin ratio: Return relative to average drawdown	-0.64	-0.96	+0.32

FERGR.AS vs. FUR.AS - Sharpe Ratio Comparison

The current FERGR.AS Sharpe Ratio is -0.34, which is higher than the FUR.AS Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FERGR.AS and FUR.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FERGR.AS vs. FUR.AS - Drawdown Comparison

The maximum FERGR.AS drawdown since its inception was -35.22%, smaller than the maximum FUR.AS drawdown of -95.39%. Use the drawdown chart below to compare losses from any high point for FERGR.AS and FUR.AS.

Drawdown Indicators

	FERGR.AS	FUR.AS	Difference
Max Drawdown Largest peak-to-trough decline	-35.22%	-95.39%	+60.17%
Max Drawdown (1Y) Largest decline over 1 year	-35.22%	-36.46%	+1.24%
Max Drawdown (3Y) Largest decline over 3 years	—	-65.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-65.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-83.35%	—
Current Drawdown Current decline from peak	-25.95%	-83.77%	+57.82%
Average Drawdown Average peak-to-trough decline	-13.48%	-58.27%	+44.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.59%	21.43%	-2.84%

Volatility

FERGR.AS vs. FUR.AS - Volatility Comparison

The current volatility for Ferrari Group PLC (FERGR.AS) is 8.35%, while Fugro N.V. (FUR.AS) has a volatility of 8.93%. This indicates that FERGR.AS experiences smaller price fluctuations and is considered to be less risky than FUR.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FERGR.AS	FUR.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.35%	8.93%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	27.49%	27.80%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	35.20%	36.78%	-1.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.61%	37.30%	-0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.61%	47.42%	-10.81%

Dividends

FERGR.AS vs. FUR.AS - Dividend Comparison

FERGR.AS's dividend yield for the trailing twelve months is around 4.18%, more than FUR.AS's 1.53% yield.

Position	TTM	2025	2024
FERGR.AS Ferrari Group PLC	4.18%	2.95%	0.00%
FUR.AS Fugro N.V.	1.53%	8.83%	2.39%

Financials

Frequently Asked Questions

Can I hold both FERGR.AS and FUR.AS in my portfolio?

FERGR.AS and FUR.AS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.