PortfoliosLab logoPortfoliosLab logo
PAH3.DE vs. RUI.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PAH3.DE vs. RUI.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Porsche Automobil Holding SE (PAH3.DE) and Rubis (RUI.PA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PAH3.DE achieves a -21.84% return, which is significantly lower than RUI.PA's 10.98% return.


PAH3.DE

1D
-2.23%
1M
1.66%
YTD
-21.84%
6M
-16.89%
1Y
-9.33%
3Y*
-12.39%
5Y*
-17.30%
10Y*
0.00%

RUI.PA

1D
0.28%
1M
1.02%
YTD
10.98%
6M
8.87%
1Y
32.23%
3Y*
20.12%
5Y*
4.36%
10Y*
5.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAH3.DE vs. RUI.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAH3.DE
Porsche Automobil Holding SE
-21.84%15.89%-17.22%-5.20%-36.50%51.56%-5.00%34.16%-24.09%37.54%
RUI.PA
Rubis
10.98%44.30%17.56%-1.42%0.76%-27.71%-27.87%20.70%-18.51%54.53%

Correlation

The correlation between PAH3.DE and RUI.PA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.33

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

0.35

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2000

0.27

The correlation between PAH3.DE and RUI.PA shifts across timeframes, from 0.16 (1 year) to 0.35 (5 years), 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

PAH3.DE vs. RUI.PA — Risk / Return Rank

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

PAH3.DE
PAH3.DE Risk / Return Rank: 2424
Overall Rank
PAH3.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PAH3.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
PAH3.DE Omega Ratio Rank: 2121
Omega Ratio Rank
PAH3.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
PAH3.DE Martin Ratio Rank: 2626
Martin Ratio Rank

RUI.PA
RUI.PA Risk / Return Rank: 8181
Overall Rank
RUI.PA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RUI.PA Sortino Ratio Rank: 7575
Sortino Ratio Rank
RUI.PA Omega Ratio Rank: 7979
Omega Ratio Rank
RUI.PA Calmar Ratio Rank: 8282
Calmar Ratio Rank
RUI.PA Martin Ratio Rank: 8686
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.

PAH3.DE vs. RUI.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Porsche Automobil Holding SE (PAH3.DE) and Rubis (RUI.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.


PAH3.DERUI.PADifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.48

Omega ratioGain probability vs. loss probability

0.95

1.30

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.37

3.03

-3.40

Martin ratioReturn relative to average drawdown

-0.74

9.34

-10.08

PAH3.DE vs. RUI.PA - Sharpe Ratio Comparison

The current PAH3.DE Sharpe Ratio is -0.40, which is lower than the RUI.PA Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PAH3.DE and RUI.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...

Sharpe Ratios by Period


PAH3.DERUI.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

1.54

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

0.16

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.19

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.50

-0.25

Drawdowns

PAH3.DE vs. RUI.PA - Drawdown Comparison

The maximum PAH3.DE drawdown since its inception was -82.38%, which is greater than RUI.PA's maximum drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for PAH3.DE and RUI.PA.


Loading charts...

Drawdown Indicators


PAH3.DERUI.PADifference

Max Drawdown

Largest peak-to-trough decline

-82.38%

-60.39%

-21.99%

Max Drawdown (1Y)

Largest decline over 1 year

-25.26%

-10.49%

-14.77%

Max Drawdown (3Y)

Largest decline over 3 years

-39.91%

-30.37%

-9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-63.56%

-44.36%

-19.20%

Max Drawdown (10Y)

Largest decline over 10 years

-63.56%

-60.39%

-3.17%

Current Drawdown

Current decline from peak

-61.88%

-13.44%

-48.44%

Average Drawdown

Average peak-to-trough decline

-35.17%

-15.66%

-19.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.64%

3.42%

+9.22%

Volatility

PAH3.DE vs. RUI.PA - Volatility Comparison

Porsche Automobil Holding SE (PAH3.DE) has a higher volatility of 5.18% compared to Rubis (RUI.PA) at 4.80%. This indicates that PAH3.DE's price experiences larger fluctuations and is considered to be riskier than RUI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PAH3.DERUI.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.80%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

16.39%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

20.66%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.16%

26.57%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.54%

27.35%

+4.19%

Dividends

PAH3.DE vs. RUI.PA - Dividend Comparison

PAH3.DE has not paid dividends to shareholders, while RUI.PA's dividend yield for the trailing twelve months is around 5.71%.


PositionTTM20252024202320222021202020192018201720162015
PAH3.DE
Porsche Automobil Holding SE
0.00%4.78%7.04%5.53%5.00%2.65%9.43%3.32%3.41%1.45%1.95%4.02%
RUI.PA
Rubis
5.71%6.33%11.43%8.53%7.56%6.85%4.61%2.90%3.20%2.27%3.09%2.88%

Financials

PAH3.DE vs. RUI.PA - Financials Comparison

This section allows you to compare key financial metrics between Porsche Automobil Holding SE and Rubis. 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


Values in EUR except per share items

Frequently Asked Questions


PAH3.DE and RUI.PA have a correlation of 0.16, 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 PAH3.DE and RUI.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