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ISMAY vs. CCC3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ISMAY vs. CCC3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indra Sistemas SA (ISMAY) and The Coca-Cola Company (CCC3.DE). The values are adjusted to include any dividend payments, if applicable.

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ISMAY vs. CCC3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISMAY
Indra Sistemas SA
-1.40%237.22%12.29%41.74%6.62%24.86%-22.87%17.99%-31.73%25.27%
CCC3.DE
The Coca-Cola Company
9.39%15.50%8.82%-5.97%11.30%11.46%1.24%19.15%6.74%13.40%
Different Trading Currencies

ISMAY is traded in USD, while CCC3.DE is traded in EUR. To make them comparable, the CCC3.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISMAY achieves a -1.40% return, which is significantly lower than CCC3.DE's 9.39% return. Over the past 10 years, ISMAY has outperformed CCC3.DE with an annualized return of 18.04%, while CCC3.DE has yielded a comparatively lower 7.91% annualized return.


ISMAY

1D
6.22%
1M
-24.39%
YTD
-1.40%
6M
26.37%
1Y
89.08%
3Y*
68.69%
5Y*
46.67%
10Y*
18.04%

CCC3.DE

1D
-0.88%
1M
-5.87%
YTD
9.39%
6M
15.92%
1Y
8.74%
3Y*
9.88%
5Y*
10.42%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ISMAY vs. CCC3.DE — Risk / Return Rank

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

ISMAY
ISMAY Risk / Return Rank: 8484
Overall Rank
ISMAY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ISMAY Sortino Ratio Rank: 7979
Sortino Ratio Rank
ISMAY Omega Ratio Rank: 7979
Omega Ratio Rank
ISMAY Calmar Ratio Rank: 8686
Calmar Ratio Rank
ISMAY Martin Ratio Rank: 9090
Martin Ratio Rank

CCC3.DE
CCC3.DE Risk / Return Rank: 4141
Overall Rank
CCC3.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CCC3.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
CCC3.DE Omega Ratio Rank: 3535
Omega Ratio Rank
CCC3.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
CCC3.DE Martin Ratio Rank: 4444
Martin Ratio Rank
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.

ISMAY vs. CCC3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indra Sistemas SA (ISMAY) and The Coca-Cola Company (CCC3.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.


ISMAYCCC3.DEDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.46

+1.00

Sortino ratio

Return per unit of downside risk

2.05

0.77

+1.28

Omega ratio

Gain probability vs. loss probability

1.28

1.10

+0.19

Calmar ratio

Return relative to maximum drawdown

3.07

0.93

+2.14

Martin ratio

Return relative to average drawdown

10.30

1.81

+8.49

ISMAY vs. CCC3.DE - Sharpe Ratio Comparison

The current ISMAY Sharpe Ratio is 1.46, which is higher than the CCC3.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ISMAY and CCC3.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISMAYCCC3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.46

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.63

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.44

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.48

-0.26

Correlation

The correlation between ISMAY and CCC3.DE is 0.09, 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

ISMAY vs. CCC3.DE - Dividend Comparison

ISMAY's dividend yield for the trailing twelve months is around 0.51%, less than CCC3.DE's 2.34% yield.


TTM20252024202320222021202020192018201720162015
ISMAY
Indra Sistemas SA
0.51%0.51%1.59%1.77%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCC3.DE
The Coca-Cola Company
2.34%2.59%2.60%2.78%2.44%2.36%2.78%2.51%2.76%2.93%2.76%2.61%

Drawdowns

ISMAY vs. CCC3.DE - Drawdown Comparison

The maximum ISMAY drawdown since its inception was -72.02%, which is greater than CCC3.DE's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for ISMAY and CCC3.DE.


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Drawdown Indicators


ISMAYCCC3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.02%

-63.64%

-8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-32.72%

-14.83%

-17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-42.93%

-21.29%

-21.64%

Max Drawdown (10Y)

Largest decline over 10 years

-63.96%

-37.02%

-26.94%

Current Drawdown

Current decline from peak

-26.42%

-4.07%

-22.35%

Average Drawdown

Average peak-to-trough decline

-38.23%

-25.36%

-12.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.75%

8.10%

+1.65%

Volatility

ISMAY vs. CCC3.DE - Volatility Comparison

Indra Sistemas SA (ISMAY) has a higher volatility of 23.13% compared to The Coca-Cola Company (CCC3.DE) at 4.74%. This indicates that ISMAY's price experiences larger fluctuations and is considered to be riskier than CCC3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISMAYCCC3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.13%

4.74%

+18.39%

Volatility (6M)

Calculated over the trailing 6-month period

41.79%

12.64%

+29.15%

Volatility (1Y)

Calculated over the trailing 1-year period

61.52%

18.87%

+42.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.38%

16.37%

+30.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.40%

18.00%

+24.40%

Financials

ISMAY vs. CCC3.DE - Financials Comparison

This section allows you to compare key financial metrics between Indra Sistemas SA and The Coca-Cola Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ISMAY values in USD, CCC3.DE values in EUR