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PPX.DE vs. AOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPX.DE vs. AOK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Kering SA (PPX.DE) and iShares Core Conservative Allocation ETF (AOK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PPX.DE achieves a -16.29% return, which is significantly lower than AOK's 5.28% return.


PPX.DE

1D
1.86%
1M
3.75%
YTD
-16.29%
6M
-14.66%
1Y
44.04%
3Y*
-18.53%
5Y*
-17.32%
10Y*

AOK

1D
-0.32%
1M
1.34%
YTD
5.28%
6M
4.25%
1Y
10.11%
3Y*
6.24%
5Y*
4.64%
10Y*
4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPX.DE vs. AOK - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PPX.DE
Kering SA
-16.29%31.14%-38.25%-14.39%-30.77%22.28%2.38%7.55%
AOK
iShares Core Conservative Allocation ETF
5.28%-1.94%13.61%7.53%-8.84%12.72%0.31%0.07%

Correlation

The correlation between PPX.DE and AOK is 0.08, 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

0.08

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

0.03

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2019

0.10

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Return for Risk

PPX.DE vs. AOK — Risk / Return Rank

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

PPX.DE
PPX.DE Risk / Return Rank: 6767
Overall Rank
PPX.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PPX.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
PPX.DE Omega Ratio Rank: 6565
Omega Ratio Rank
PPX.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
PPX.DE Martin Ratio Rank: 6464
Martin Ratio Rank

AOK
AOK Risk / Return Rank: 5757
Overall Rank
AOK Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 5757
Sortino Ratio Rank
AOK Omega Ratio Rank: 6060
Omega Ratio Rank
AOK Calmar Ratio Rank: 5050
Calmar Ratio Rank
AOK Martin Ratio Rank: 5959
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.

PPX.DE vs. AOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kering SA (PPX.DE) and iShares Core Conservative Allocation ETF (AOK). 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.


PPX.DEAOKDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratioReturn relative to maximum drawdown

1.25

3.16

-1.91

Martin ratioReturn relative to average drawdown

2.52

10.03

-7.52

PPX.DE vs. AOK - Sharpe Ratio Comparison

The current PPX.DE Sharpe Ratio is 1.03, which is lower than the AOK Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of PPX.DE and AOK, 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


PPX.DEAOKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.57

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.58

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.60

-0.84

Drawdowns

PPX.DE vs. AOK - Drawdown Comparison

The maximum PPX.DE drawdown since its inception was -78.21%, which is greater than AOK's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for PPX.DE and AOK.


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Drawdown Indicators


PPX.DEAOKDifference

Max Drawdown

Largest peak-to-trough decline

-78.21%

-15.46%

-62.75%

Max Drawdown (1Y)

Largest decline over 1 year

-34.14%

-3.21%

-30.93%

Max Drawdown (3Y)

Largest decline over 3 years

-69.57%

-13.05%

-56.52%

Max Drawdown (5Y)

Largest decline over 5 years

-78.21%

-13.05%

-65.16%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

Current Drawdown

Current decline from peak

-64.11%

-0.43%

-63.68%

Average Drawdown

Average peak-to-trough decline

-36.47%

-3.94%

-32.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.99%

1.01%

+15.98%

Volatility

PPX.DE vs. AOK - Volatility Comparison

Kering SA (PPX.DE) has a higher volatility of 10.51% compared to iShares Core Conservative Allocation ETF (AOK) at 1.29%. This indicates that PPX.DE's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPX.DEAOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

1.29%

+9.22%

Volatility (6M)

Calculated over the trailing 6-month period

29.36%

4.61%

+24.75%

Volatility (1Y)

Calculated over the trailing 1-year period

41.68%

6.50%

+35.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.06%

7.97%

+28.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.04%

8.27%

+27.77%

Dividends

PPX.DE vs. AOK - Dividend Comparison

PPX.DE's dividend yield for the trailing twelve months is around 1.61%, less than AOK's 3.31% yield.


PositionTTM20252024202320222021202020192018201720162015
AOK
iShares Core Conservative Allocation ETF
3.31%3.28%3.23%2.93%2.25%1.55%2.10%2.71%2.68%2.91%2.14%2.02%
PPX.DE
Kering SA
1.61%1.99%5.90%3.50%2.50%1.13%2.55%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PPX.DE and AOK have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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