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LBRE.DE vs. TTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LBRE.DE vs. TTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) and Take-Two Interactive Software, Inc. (TTWO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LBRE.DE achieves a 29.03% return, which is significantly higher than TTWO's -16.02% return. Over the past 10 years, LBRE.DE has underperformed TTWO with an annualized return of 16.89%, while TTWO has yielded a comparatively higher 18.25% annualized return.


LBRE.DE

1D
3.78%
1M
-1.65%
YTD
29.03%
6M
38.72%
1Y
81.83%
3Y*
17.45%
5Y*
11.35%
10Y*
16.89%

TTWO

1D
-0.07%
1M
-11.87%
YTD
-16.02%
6M
-11.01%
1Y
-8.16%
3Y*
13.11%
5Y*
3.52%
10Y*
18.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBRE.DE vs. TTWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
29.03%33.09%-8.87%-2.42%9.14%26.86%13.06%22.70%-13.45%22.78%
TTWO
Take-Two Interactive Software, Inc.
-16.02%22.58%21.92%49.93%-37.78%-8.07%55.73%21.62%-1.83%95.35%

Correlation

The correlation between LBRE.DE and TTWO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.14

The correlation between LBRE.DE and TTWO shifts across timeframes, from -0.04 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LBRE.DE vs. TTWO — Risk / Return Rank

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

LBRE.DE
LBRE.DE Risk / Return Rank: 9090
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8888
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 9090
Martin Ratio Rank

TTWO
TTWO Risk / Return Rank: 2828
Overall Rank
TTWO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TTWO Sortino Ratio Rank: 2626
Sortino Ratio Rank
TTWO Omega Ratio Rank: 2626
Omega Ratio Rank
TTWO Calmar Ratio Rank: 3232
Calmar Ratio Rank
TTWO Martin Ratio Rank: 2929
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.

LBRE.DE vs. TTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) and Take-Two Interactive Software, Inc. (TTWO). 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.


LBRE.DETTWODifference
Sharpe ratioReturn per unit of total volatility

+3.39

Sortino ratioReturn per unit of downside risk

+4.11

Omega ratioGain probability vs. loss probability

1.48

0.97

+0.52

Calmar ratioReturn relative to maximum drawdown

4.70

-0.33

+5.03

Martin ratioReturn relative to average drawdown

18.55

-0.74

+19.28

LBRE.DE vs. TTWO - Sharpe Ratio Comparison

The current LBRE.DE Sharpe Ratio is 3.07, which is higher than the TTWO Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of LBRE.DE and TTWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LBRE.DE vs. TTWO - Drawdown Comparison

The maximum LBRE.DE drawdown since its inception was -74.48%, roughly equal to the maximum TTWO drawdown of -75.32%. Use the drawdown chart below to compare losses from any high point for LBRE.DE and TTWO.


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Drawdown Indicators


LBRE.DETTWODifference

Max Drawdown

Largest peak-to-trough decline

-74.48%

-75.32%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-28.81%

+11.69%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-28.81%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-37.22%

-44.69%

+7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

-47.84%

+2.52%

Current Drawdown

Current decline from peak

-5.06%

-18.74%

+13.68%

Average Drawdown

Average peak-to-trough decline

-34.84%

-23.25%

-11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

12.98%

-8.63%

Volatility

LBRE.DE vs. TTWO - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) and Take-Two Interactive Software, Inc. (TTWO) have volatilities of 10.31% and 10.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBRE.DETTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

10.45%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

23.80%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

26.29%

29.51%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.29%

32.17%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

34.34%

-6.92%

Dividends

LBRE.DE vs. TTWO - Dividend Comparison

Neither LBRE.DE nor TTWO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LBRE.DE and TTWO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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