NEMKY vs. SPY
NEMKY (Nemetschek SE) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, NEMKY returned 3.85%/yr vs 20.68%/yr for SPY. At a correlation of -0.00, they often move in opposite directions.
Performance
NEMKY vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, NEMKY achieves a -45.82% return, which is significantly lower than SPY's 8.15% return.
NEMKY
- 1D
- 0.00%
- 1M
- -15.07%
- YTD
- -45.82%
- 6M
- -42.03%
- 1Y
- -54.49%
- 3Y*
- 3.85%
- 5Y*
- —
- 10Y*
- —
SPY
- 1D
- -1.45%
- 1M
- -1.36%
- YTD
- 8.15%
- 6M
- 7.20%
- 1Y
- 23.59%
- 3Y*
- 20.68%
- 5Y*
- 13.05%
- 10Y*
- 15.53%
NEMKY vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NEMKY Nemetschek SE | -45.82% | 7.10% | 30.43% | 66.83% | -45.31% |
SPY State Street SPDR S&P 500 ETF | 8.15% | 17.72% | 24.89% | 26.18% | -13.82% |
Correlation
The correlation between NEMKY and SPY is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2022 | -0.00 |
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Return for Risk
NEMKY vs. SPY — Risk / Return Rank
NEMKY
SPY
NEMKY vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nemetschek SE (NEMKY) and State Street SPDR S&P 500 ETF (SPY). 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.
| NEMKY | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.34 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 2.67 | -3.58 |
| Martin ratioReturn relative to average drawdown | -1.54 | 11.92 | -13.46 |
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Drawdowns
NEMKY vs. SPY - Drawdown Comparison
The maximum NEMKY drawdown since its inception was -60.90%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NEMKY and SPY.
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Drawdown Indicators
| NEMKY | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -55.19% | -5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -59.76% | -8.88% | -50.88% |
Max Drawdown (3Y)Largest decline over 3 years | -60.90% | -18.76% | -42.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -60.90% | -3.17% | -57.73% |
Average DrawdownAverage peak-to-trough decline | -23.33% | -9.04% | -14.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.48% | 1.98% | +33.50% |
Volatility
NEMKY vs. SPY - Volatility Comparison
Nemetschek SE (NEMKY) has a higher volatility of 14.20% compared to State Street SPDR S&P 500 ETF (SPY) at 4.87%. This indicates that NEMKY's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEMKY | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 4.87% | +9.33% |
Volatility (6M)Calculated over the trailing 6-month period | 62.13% | 9.85% | +52.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.66% | 12.50% | +53.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.62% | 17.15% | +42.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.62% | 17.95% | +41.67% |
Dividends
NEMKY vs. SPY - Dividend Comparison
NEMKY's dividend yield for the trailing twelve months is around 1.29%, more than SPY's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEMKY Nemetschek SE | 1.29% | 0.52% | 0.47% | 0.00% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.03% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
NEMKY and SPY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEMKY has higher volatility (14.20%) compared to SPY (4.87%). In terms of maximum drawdown, NEMKY dropped -60.90% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.90 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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