P911.DE vs. XEON.DE
P911.DE (Porsche AG) is a stock, while XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) is Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Over the past 3 years, P911.DE returned -23.51%/yr vs 2.99%/yr for XEON.DE. At a 0.02 correlation, their price movements are largely independent.
Performance
P911.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, P911.DE achieves a 5.94% return, which is significantly higher than XEON.DE's 0.80% return.
P911.DE
- 1D
- 1.58%
- 1M
- 17.36%
- YTD
- 5.94%
- 6M
- 3.18%
- 1Y
- 15.37%
- 3Y*
- -23.51%
- 5Y*
- —
- 10Y*
- —
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.97%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
P911.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
P911.DE Porsche AG | 5.94% | -17.78% | -24.57% | -14.89% | 14.85% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | 0.30% |
Correlation
The correlation between P911.DE and XEON.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022 | 0.02 |
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Return for Risk
P911.DE vs. XEON.DE — Risk / Return Rank
P911.DE
XEON.DE
P911.DE vs. XEON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Porsche AG (P911.DE) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE). 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 | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.45 | ||
| Sortino ratioReturn per unit of downside risk | -20.30 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 4.27 | -3.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 69.36 | -68.75 |
| Martin ratioReturn relative to average drawdown | 1.39 | 316.53 | -315.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| P911.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 8.94 | -8.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 7.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.37 | 0.74 | -1.11 |
Drawdowns
P911.DE vs. XEON.DE - Drawdown Comparison
The maximum P911.DE drawdown since its inception was -66.92%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for P911.DE and XEON.DE.
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Drawdown Indicators
| P911.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.92% | -3.71% | -63.21% |
Max Drawdown (1Y)Largest decline over 1 year | -25.26% | -0.03% | -25.23% |
Max Drawdown (3Y)Largest decline over 3 years | -66.37% | -0.08% | -66.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.25% | — |
Current DrawdownCurrent decline from peak | -55.97% | -0.01% | -55.96% |
Average DrawdownAverage peak-to-trough decline | -36.43% | -0.92% | -35.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.07% | 0.01% | +11.06% |
Volatility
P911.DE vs. XEON.DE - Volatility Comparison
Porsche AG (P911.DE) has a higher volatility of 8.92% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that P911.DE's price experiences larger fluctuations and is considered to be riskier than XEON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| P911.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 0.04% | +8.88% |
Volatility (6M)Calculated over the trailing 6-month period | 21.26% | 0.16% | +21.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.22% | 0.22% | +31.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.14% | 0.25% | +29.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 0.39% | +29.75% |
Dividends
P911.DE vs. XEON.DE - Dividend Comparison
Neither P911.DE nor XEON.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
P911.DE Porsche AG | 0.00% | 5.06% | 3.95% | 1.26% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
P911.DE and XEON.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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