P911.DE vs. F

Last updated Apr 2, 2026

Compare and contrast key facts about Porsche AG (P911.DE) and Ford Motor Company (F).

Performance

P911.DE vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Porsche AG (P911.DE) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

P911.DE vs. F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
P911.DE Porsche AG	-13.13%	-17.78%	-24.57%	-14.89%	14.85%
F Ford Motor Company	-8.63%	25.45%	-7.37%	6.87%	-6.06%

Different Trading Currencies

P911.DE is traded in EUR, while F is traded in USD. To make them comparable, the F values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, P911.DE achieves a -13.13% return, which is significantly lower than F's -8.63% return.

P911.DE

• 1D: 2.32%
• 1M: -1.59%
• YTD: -13.13%
• 6M: -4.00%
• 1Y: -8.58%
• 3Y*: -28.33%
• 5Y*: —
• 10Y*: —

F

• 1D: 1.11%
• 1M: -11.85%
• YTD: -8.63%
• 6M: -1.28%
• 1Y: 15.27%
• 3Y*: 1.61%
• 5Y*: 4.37%
• 10Y*: 3.52%

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

Return for Risk

P911.DE vs. F — Risk / Return Rank

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

P911.DE

P911.DE Risk / Return Rank: 26
P911.DE Sharpe Ratio Rank: 28
P911.DE Sortino Ratio Rank: 25
P911.DE Omega Ratio Rank: 25
P911.DE Calmar Ratio Rank: 28
P911.DE Martin Ratio Rank: 24

F

F Risk / Return Rank: 63
F Sharpe Ratio Rank: 66
F Sortino Ratio Rank: 61
F Omega Ratio Rank: 58
F Calmar Ratio Rank: 63
F Martin Ratio Rank: 69

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.

P911.DE vs. F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Porsche AG (P911.DE) and Ford Motor Company (F). 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.

	P911.DE	F	Difference
Sharpe ratio Return per unit of total volatility	-0.28	0.46	-0.74
Sortino ratio Return per unit of downside risk	-0.19	0.90	-1.09
Omega ratio Gain probability vs. loss probability	0.98	1.11	-0.14
Calmar ratio Return relative to maximum drawdown	-0.40	0.73	-1.12
Martin ratio Return relative to average drawdown	-0.94	2.14	-3.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

P911.DE vs. F - Sharpe Ratio Comparison

The current P911.DE Sharpe Ratio is -0.28, which is lower than the F Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of P911.DE and F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	P911.DE	F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	0.46	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.55	0.14	-0.70

Correlation

The correlation between P911.DE and F is 0.27, 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

P911.DE vs. F - Dividend Comparison

P911.DE's dividend yield for the trailing twelve months is around 5.83%, more than F's 5.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
P911.DE Porsche AG	5.83%	5.06%	3.95%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
F Ford Motor Company	5.14%	5.72%	7.88%	4.92%	4.30%	0.48%	1.71%	6.45%	9.54%	5.20%	7.01%	4.26%

Drawdowns

P911.DE vs. F - Drawdown Comparison

The maximum P911.DE drawdown since its inception was -66.92%, smaller than the maximum F drawdown of -85.75%. Use the drawdown chart below to compare losses from any high point for P911.DE and F.

Drawdown Indicators

	P911.DE	F	Difference
Max Drawdown Largest peak-to-trough decline	-66.92%	-97.07%	+30.15%
Max Drawdown (1Y) Largest decline over 1 year	-25.26%	-22.31%	-2.95%
Max Drawdown (5Y) Largest decline over 5 years	—	-58.62%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-64.77%	—
Current Drawdown Current decline from peak	-63.90%	-49.10%	-14.80%
Average Drawdown Average peak-to-trough decline	-35.28%	-44.71%	+9.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.61%	6.67%	+3.94%

Volatility

P911.DE vs. F - Volatility Comparison

Porsche AG (P911.DE) has a higher volatility of 8.64% compared to Ford Motor Company (F) at 6.72%. This indicates that P911.DE's price experiences larger fluctuations and is considered to be riskier than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	P911.DE	F	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.64%	6.72%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	21.03%	23.33%	-2.30%
Volatility (1Y) Calculated over the trailing 1-year period	30.96%	33.26%	-2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.06%	38.14%	-8.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.06%	36.40%	-6.34%

Financials