FPE.DE vs. VOO

In the year-to-date period, FPE.DE achieves a 18.53% return, which is significantly higher than VOO's 6.60% return. Over the past 10 years, FPE.DE has underperformed VOO with an annualized return of 3.44%, while VOO has yielded a comparatively higher 13.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fuchs Petrolub SE (FPE.DE) and Vanguard S&P 500 ETF (VOO). 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.

The current FPE.DE Sharpe Ratio is 0.55, which is comparable to the VOO Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FPE.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between FPE.DE and VOO is 0.32, 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.

FPE.DE's dividend yield for the trailing twelve months is around 3.19%, more than VOO's 1.22% yield.

The maximum FPE.DE drawdown since its inception was -66.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FPE.DE and VOO.

Fuchs Petrolub SE (FPE.DE) has a higher volatility of 8.48% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that FPE.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.