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PER.DE vs. EXXT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PER.DE vs. EXXT.DE

Last updated Jun 5, 2026

PER.DE (Pernod Ricard SA) is a stock, while EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) is Nasdaq-100 fund tracking the Nasdaq 100®. Over the past 5 years, PER.DE returned -16.62%/yr vs 18.61%/yr for EXXT.DE. At a 0.19 correlation, their price movements are largely independent.

Performance

PER.DE vs. EXXT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Pernod Ricard SA (PER.DE) and iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PER.DE achieves a -15.49% return, which is significantly lower than EXXT.DE's 20.57% return.

PER.DE

1D
1.55%
1M
-6.74%
YTD
-15.49%
6M
-19.86%
1Y
-26.34%
3Y*
-29.47%
5Y*
-16.62%
10Y*
—

EXXT.DE

1D
-0.82%
1M
8.03%
YTD
20.57%
6M
18.71%
1Y
37.01%
3Y*
24.48%
5Y*
18.61%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PER.DE vs. EXXT.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
PER.DE
Pernod Ricard SA		-15.49%-29.55%-28.62%-11.09%-10.84%34.25%0.52%
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)		20.57%6.87%33.51%51.27%-30.11%39.07%29.58%

Correlation

The correlation between PER.DE and EXXT.DE is -0.03, 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

-0.03

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

0.08

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2020

0.19

The correlation between PER.DE and EXXT.DE shifts across timeframes, from -0.03 (1 year) to 0.19 (all time), 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.

Pernod Ricard SA

iShares Nasdaq 100 UCITS ETF (DE)

Often compared with PER.DE:
PER.DE vs. SPYPER.DE vs. BLKPER.DE vs. INTCPER.DE vs. NVOPER.DE vs. PFEPER.DE vs. TTWO
Often compared with EXXT.DE:
EXXT.DE vs. CNDX.ASEXXT.DE vs. SXR8.DEEXXT.DE vs. EQQQ.LEXXT.DE vs. SXRV.DEEXXT.DE vs. IS3R.DEEXXT.DE vs. QQQEXXT.DE vs. SPY

Return for Risk

PER.DE vs. EXXT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PER.DE
PER.DE Risk / Return Rank: 99
Overall Rank
PER.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PER.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
PER.DE Omega Ratio Rank: 99
Omega Ratio Rank
PER.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
PER.DE Martin Ratio Rank: 1010
Martin Ratio Rank
EXXT.DE
EXXT.DE Risk / Return Rank: 7171
Overall Rank
EXXT.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EXXT.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EXXT.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EXXT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EXXT.DE 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.

PER.DE vs. EXXT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA (PER.DE) and iShares Nasdaq 100 UCITS ETF (DE) (EXXT.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.

PER.DEEXXT.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.98
2.38

-3.36

Sortino ratioReturn per unit of downside risk
-1.38
3.16

-4.54

Omega ratioGain probability vs. loss probability

0.84

1.42

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.76

3.73

-4.49

Martin ratioReturn relative to average drawdown

-1.34

11.05

-12.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PER.DE vs. EXXT.DE - Sharpe Ratio Comparison

The current PER.DE Sharpe Ratio is -0.98, which is lower than the EXXT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of PER.DE and EXXT.DE, 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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Sharpe Ratios by Period

PER.DEEXXT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

2.38

-3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

0.92

-1.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.07

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.79

-1.28

Drawdowns

PER.DE vs. EXXT.DE - Drawdown Comparison

The maximum PER.DE drawdown since its inception was -68.90%, which is greater than EXXT.DE's maximum drawdown of -46.75%. Use the drawdown chart below to compare losses from any high point for PER.DE and EXXT.DE.

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Drawdown Indicators

PER.DEEXXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.90%

-46.75%

-22.15%

Max Drawdown (1Y)

Largest decline over 1 year

-40.10%

-10.08%

-30.02%

Max Drawdown (3Y)

Largest decline over 3 years

-67.03%

-26.62%

-40.41%

Max Drawdown (5Y)

Largest decline over 5 years

-68.90%

-31.39%

-37.51%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.39%

—

Current Drawdown

Current decline from peak

-67.91%

-0.82%

-67.09%

Average Drawdown

Average peak-to-trough decline

-27.12%

-7.74%

-19.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.75%

3.40%

+19.35%

Volatility

PER.DE vs. EXXT.DE - Volatility Comparison

Pernod Ricard SA (PER.DE) has a higher volatility of 8.21% compared to iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) at 4.28%. This indicates that PER.DE's price experiences larger fluctuations and is considered to be riskier than EXXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PER.DEEXXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

4.28%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

23.66%

10.97%

+12.69%

Volatility (1Y)

Calculated over the trailing 1-year period

31.42%

15.78%

+15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.93%

19.90%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.10%

19.70%

+7.40%

Dividends

PER.DE vs. EXXT.DE - Dividend Comparison

PER.DE's dividend yield for the trailing twelve months is around 7.61%, more than EXXT.DE's 0.15% yield.

PositionTTM20252024202320222021202020192018201720162015
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)		0.15%0.19%0.26%0.53%0.41%0.15%0.32%0.40%0.28%1.84%0.84%0.88%
PER.DE
Pernod Ricard SA		7.61%6.43%4.29%2.94%2.23%1.47%1.66%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

PER.DE and EXXT.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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