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NEMKY vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEMKY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nemetschek SE (NEMKY) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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

NEMKY vs. SPY - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

NEMKY
NEMKY Risk / Return Rank: 77
Overall Rank
NEMKY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
NEMKY Sortino Ratio Rank: 1111
Sortino Ratio Rank
NEMKY Omega Ratio Rank: 55
Omega Ratio Rank
NEMKY Calmar Ratio Rank: 66
Calmar Ratio Rank
NEMKY Martin Ratio Rank: 55
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 5959
Overall Rank
SPY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPY Omega Ratio Rank: 5757
Omega Ratio Rank
SPY Calmar Ratio Rank: 5656
Calmar Ratio Rank
SPY Martin Ratio Rank: 6767
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.

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.


NEMKYSPYDifference
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

NEMKY vs. SPY - Sharpe Ratio Comparison

The current NEMKY Sharpe Ratio is -0.84, which is lower than the SPY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of NEMKY and SPY, 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

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


NEMKYSPYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-60.90%

-3.17%

-57.73%

Average Drawdown

Average peak-to-trough decline

-23.33%

-9.04%

-14.29%

Ulcer Index

Depth 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


NEMKYSPYDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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