FERGR.AS vs. IMID.L

Last updated Apr 1, 2026

Compare and contrast key facts about Ferrari Group PLC (FERGR.AS) and SPDR MSCI ACWI IMI (IMID.L).

IMID.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011.

Performance

FERGR.AS vs. IMID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ferrari Group PLC (FERGR.AS) and SPDR MSCI ACWI IMI (IMID.L). The values are adjusted to include any dividend payments, if applicable.

FERGR.AS vs. IMID.L - Yearly Performance Comparison

	2026 (YTD)	2025
FERGR.AS Ferrari Group PLC	-8.42%	5.28%
IMID.L SPDR MSCI ACWI IMI	-96.07%	3.95%

Different Trading Currencies

FERGR.AS is traded in EUR, while IMID.L is traded in USD. To make them comparable, the IMID.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FERGR.AS achieves a -8.42% return, which is significantly higher than IMID.L's -96.07% return.

FERGR.AS

• 1D: 5.68%
• 1M: -18.58%
• YTD: -8.42%
• 6M: -1.76%
• 1Y: 9.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IMID.L

• 1D: -0.34%
• 1M: -5.70%
• YTD: -96.07%
• 6M: -95.94%
• 1Y: -95.50%
• 3Y*: -61.21%
• 5Y*: -42.66%
• 10Y*: -16.76%

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

Return for Risk

FERGR.AS vs. IMID.L — 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: 51
FERGR.AS Sharpe Ratio Rank: 51
FERGR.AS Sortino Ratio Rank: 45
FERGR.AS Omega Ratio Rank: 44
FERGR.AS Calmar Ratio Rank: 55
FERGR.AS Martin Ratio Rank: 59

IMID.L

IMID.L Risk / Return Rank: 1
IMID.L Sharpe Ratio Rank: 1
IMID.L Sortino Ratio Rank: 2
IMID.L Omega Ratio Rank: 0
IMID.L Calmar Ratio Rank: 0
IMID.L Martin Ratio Rank: 0

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. IMID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrari Group PLC (FERGR.AS) and SPDR MSCI ACWI IMI (IMID.L). 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.

	FERGR.AS	IMID.L	Difference
Sharpe ratio Return per unit of total volatility	0.27	-0.98	+1.25
Sortino ratio Return per unit of downside risk	0.65	-0.85	+1.50
Omega ratio Gain probability vs. loss probability	1.08	0.50	+0.58
Calmar ratio Return relative to maximum drawdown	0.62	-0.99	+1.61
Martin ratio Return relative to average drawdown	1.81	-3.03	+4.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FERGR.AS vs. IMID.L - Sharpe Ratio Comparison

The current FERGR.AS Sharpe Ratio is 0.27, which is higher than the IMID.L Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of FERGR.AS and IMID.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FERGR.AS	IMID.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	-0.98	+1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.95	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	-0.33	+0.24

Correlation

The correlation between FERGR.AS and IMID.L is 0.28, 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.

Dividends

FERGR.AS vs. IMID.L - Dividend Comparison

FERGR.AS's dividend yield for the trailing twelve months is around 3.78%, while IMID.L has not paid dividends to shareholders.

	TTM	2025
FERGR.AS Ferrari Group PLC	3.78%	3.46%
IMID.L SPDR MSCI ACWI IMI	0.00%	0.00%

Drawdowns

FERGR.AS vs. IMID.L - Drawdown Comparison

The maximum FERGR.AS drawdown since its inception was -29.03%, smaller than the maximum IMID.L drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for FERGR.AS and IMID.L.

Drawdown Indicators

	FERGR.AS	IMID.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-96.32%	+67.29%
Max Drawdown (1Y) Largest decline over 1 year	-29.03%	-96.32%	+67.29%
Max Drawdown (5Y) Largest decline over 5 years	—	-96.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-96.32%	—
Current Drawdown Current decline from peak	-25.00%	-96.30%	+71.30%
Average Drawdown Average peak-to-trough decline	-9.52%	-12.26%	+2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.91%	31.52%	-21.61%

Volatility

FERGR.AS vs. IMID.L - Volatility Comparison

Ferrari Group PLC (FERGR.AS) has a higher volatility of 13.86% compared to SPDR MSCI ACWI IMI (IMID.L) at 3.74%. This indicates that FERGR.AS's price experiences larger fluctuations and is considered to be riskier than IMID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FERGR.AS	IMID.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.86%	3.74%	+10.12%
Volatility (6M) Calculated over the trailing 6-month period	24.77%	322.66%	-297.89%
Volatility (1Y) Calculated over the trailing 1-year period	36.32%	96.91%	-60.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.39%	44.86%	-8.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.39%	35.78%	+0.61%