PortfoliosLab logoPortfoliosLab logo
NPSNY vs. SCR.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NPSNY vs. SCR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Naspers Ltd ADR (NPSNY) and SCOR SE (SCR.PA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NPSNY is traded in USD, while SCR.PA is traded in EUR. To make them comparable, the SCR.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NPSNY achieves a -21.43% return, which is significantly lower than SCR.PA's 13.13% return. Over the past 10 years, NPSNY has outperformed SCR.PA with an annualized return of 10.85%, while SCR.PA has yielded a comparatively lower 7.32% annualized return.


NPSNY

1D
-2.61%
1M
0.67%
YTD
-21.43%
6M
-19.68%
1Y
-12.03%
3Y*
15.94%
5Y*
4.32%
10Y*
10.85%

SCR.PA

1D
0.22%
1M
-2.39%
YTD
13.13%
6M
19.95%
1Y
17.08%
3Y*
17.81%
5Y*
9.03%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NPSNY vs. SCR.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPSNY
Naspers Ltd ADR
-21.43%52.37%30.17%2.64%6.75%-23.52%25.03%20.24%-29.84%93.97%
SCR.PA
SCOR SE
13.13%47.53%-10.68%34.54%-21.25%3.53%-23.15%-2.46%17.48%22.16%

Correlation

The correlation between NPSNY and SCR.PA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.27

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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.28

The correlation between NPSNY and SCR.PA shifts across timeframes, from 0.24 (10 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NPSNY vs. SCR.PA — Risk / Return Rank

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

NPSNY
NPSNY Risk / Return Rank: 2525
Overall Rank
NPSNY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NPSNY Sortino Ratio Rank: 2222
Sortino Ratio Rank
NPSNY Omega Ratio Rank: 2323
Omega Ratio Rank
NPSNY Calmar Ratio Rank: 2828
Calmar Ratio Rank
NPSNY Martin Ratio Rank: 2626
Martin Ratio Rank

SCR.PA
SCR.PA Risk / Return Rank: 6161
Overall Rank
SCR.PA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCR.PA Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCR.PA Omega Ratio Rank: 6060
Omega Ratio Rank
SCR.PA Calmar Ratio Rank: 6262
Calmar Ratio Rank
SCR.PA Martin Ratio Rank: 6262
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.

NPSNY vs. SCR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Naspers Ltd ADR (NPSNY) and SCOR SE (SCR.PA). 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.


NPSNYSCR.PADifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

0.95

1.14

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.44

0.81

-1.25

Martin ratioReturn relative to average drawdown

-0.84

2.06

-2.90

NPSNY vs. SCR.PA - Sharpe Ratio Comparison

The current NPSNY Sharpe Ratio is -0.42, which is lower than the SCR.PA Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of NPSNY and SCR.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NPSNY vs. SCR.PA - Drawdown Comparison

The maximum NPSNY drawdown since its inception was -66.27%, roughly equal to the maximum SCR.PA drawdown of -67.14%. Use the drawdown chart below to compare losses from any high point for NPSNY and SCR.PA.


Loading charts...

Drawdown Indicators


NPSNYSCR.PADifference

Max Drawdown

Largest peak-to-trough decline

-66.27%

-67.14%

+0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-33.58%

-20.00%

-13.58%

Max Drawdown (3Y)

Largest decline over 3 years

-33.58%

-43.62%

+10.04%

Max Drawdown (5Y)

Largest decline over 5 years

-60.25%

-59.54%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-66.27%

-67.14%

+0.87%

Current Drawdown

Current decline from peak

-30.31%

-6.26%

-24.05%

Average Drawdown

Average peak-to-trough decline

-16.58%

-16.63%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.57%

7.93%

+9.64%

Volatility

NPSNY vs. SCR.PA - Volatility Comparison

Naspers Ltd ADR (NPSNY) has a higher volatility of 12.61% compared to SCOR SE (SCR.PA) at 6.21%. This indicates that NPSNY's price experiences larger fluctuations and is considered to be riskier than SCR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NPSNYSCR.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

6.21%

+6.40%

Volatility (6M)

Calculated over the trailing 6-month period

28.19%

17.29%

+10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

34.89%

25.73%

+9.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.41%

35.38%

+11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.48%

34.73%

+8.75%

Dividends

NPSNY vs. SCR.PA - Dividend Comparison

NPSNY's dividend yield for the trailing twelve months is around 0.57%, less than SCR.PA's 6.12% yield.


PositionTTM20252024202320222021202020192018201720162015
NPSNY
Naspers Ltd ADR
0.57%0.45%0.31%0.28%0.22%0.27%0.17%0.14%0.15%0.17%0.46%0.20%
SCR.PA
SCOR SE
6.12%6.26%7.61%5.29%8.38%6.56%0.00%4.68%4.19%4.92%4.57%4.06%

Financials

NPSNY vs. SCR.PA - Financials Comparison

This section allows you to compare key financial metrics between Naspers Ltd ADR and SCOR SE. 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. NPSNY values in USD, SCR.PA values in EUR

Frequently Asked Questions


NPSNY and SCR.PA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for NPSNY and SCR.PA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer