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PPX.DE vs. TWDUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PPX.DE vs. TWDUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Kering SA (PPX.DE) and TWD/USD (TWDUSD=X). 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 TWDUSD=X is traded in USD. To make them comparable, the TWDUSD=X 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 -14.55% return, which is significantly lower than TWDUSD=X's 0.01% return. Over the past 10 years, PPX.DE has outperformed TWDUSD=X with an annualized return of 8.11%, while TWDUSD=X has yielded a comparatively lower -0.47% annualized return.


PPX.DE

1D
0.48%
1M
-6.61%
6M
-7.27%
YTD
-14.55%
1Y
30.73%
3Y*
-20.02%
5Y*
-16.78%
10Y*
8.11%
ALL TIME*
6.61%

TWDUSD=X

1D
0.60%
1M
-1.30%
6M
-0.14%
YTD
0.01%
1Y
-7.25%
3Y*
-1.80%
5Y*
-2.19%
10Y*
-0.47%
ALL TIME*
1.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPX.DE vs. TWDUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPX.DE
Kering SA
-14.55%31.14%-38.25%-14.39%-30.77%22.28%0.80%52.36%2.88%99.29%
TWDUSD=X
TWD/USD
0.01%-7.78%-0.34%-3.14%-3.97%9.06%-2.42%4.54%1.74%-4.11%

Correlation

The correlation between PPX.DE and TWDUSD=X is -0.05, 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

-0.05

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

-0.08

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

-0.08

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

-0.02

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Return for Risk

PPX.DE vs. TWDUSD=X — 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: 6666
Overall Rank
PPX.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PPX.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
PPX.DE Omega Ratio Rank: 6464
Omega Ratio Rank
PPX.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
PPX.DE Martin Ratio Rank: 6363
Martin Ratio Rank

TWDUSD=X
TWDUSD=X Risk / Return Rank: 77
Overall Rank
TWDUSD=X Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TWDUSD=X Sortino Ratio Rank: 66
Sortino Ratio Rank
TWDUSD=X Omega Ratio Rank: 55
Omega Ratio Rank
TWDUSD=X Calmar Ratio Rank: 99
Calmar Ratio Rank
TWDUSD=X Martin Ratio Rank: 1212
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. TWDUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kering SA (PPX.DE) and TWD/USD (TWDUSD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPX.DETWDUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.16

0.84

+0.32

Calmar ratioReturn relative to maximum drawdown

0.90

-0.61

+1.50

Martin ratioReturn relative to average drawdown

1.61

-0.87

+2.47

PPX.DE vs. TWDUSD=X - Sharpe Ratio Comparison

The current PPX.DE Sharpe Ratio is 0.77, which is higher than the TWDUSD=X Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of PPX.DE and TWDUSD=X, 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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Drawdowns

PPX.DE vs. TWDUSD=X - Drawdown Comparison

The maximum PPX.DE drawdown since its inception was -78.21%, which is greater than TWDUSD=X's maximum drawdown of -20.38%. Use the drawdown chart below to compare losses from any high point for PPX.DE and TWDUSD=X.


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Drawdown Indicators


PPX.DETWDUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-78.21%

-20.38%

-57.83%

Max Drawdown (1Y)

Largest decline over 1 year

-34.14%

-9.67%

-24.47%

Max Drawdown (3Y)

Largest decline over 3 years

-69.56%

-12.25%

-57.31%

Max Drawdown (5Y)

Largest decline over 5 years

-78.21%

-20.38%

-57.83%

Max Drawdown (10Y)

Largest decline over 10 years

-78.21%

-20.38%

-57.83%

Current Drawdown

Current decline from peak

-63.37%

-18.70%

-44.67%

Average Drawdown

Average peak-to-trough decline

-25.44%

-7.64%

-17.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.06%

3.57%

+15.49%

Volatility

PPX.DE vs. TWDUSD=X - Volatility Comparison

Kering SA (PPX.DE) has a higher volatility of 11.23% compared to TWD/USD (TWDUSD=X) at 1.44%. This indicates that PPX.DE's price experiences larger fluctuations and is considered to be riskier than TWDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPX.DETWDUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.23%

1.44%

+9.79%

Volatility (6M)

Calculated over the trailing 6-month period

30.08%

3.50%

+26.58%

Volatility (1Y)

Calculated over the trailing 1-year period

39.59%

5.64%

+33.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.35%

7.55%

+28.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.58%

7.39%

+35.19%

Frequently Asked Questions


PPX.DE and TWDUSD=X have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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