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PRY.MI vs. RSPT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRY.MI vs. RSPT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Prysmian SpA (PRY.MI) and Invesco S&P 500 Equal Weight Technology ETF (RSPT). The values are adjusted to include any dividend payments, if applicable.

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PRY.MI vs. RSPT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRY.MI
Prysmian SpA
21.15%42.63%51.88%20.69%6.60%15.89%37.26%34.00%-34.69%13.34%
RSPT
Invesco S&P 500 Equal Weight Technology ETF
2.48%7.65%22.76%31.13%-19.82%38.14%19.47%45.28%4.05%16.64%
Different Trading Currencies

PRY.MI is traded in EUR, while RSPT is traded in USD. To make them comparable, the RSPT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRY.MI achieves a 21.15% return, which is significantly higher than RSPT's 2.48% return. Over the past 10 years, PRY.MI has outperformed RSPT with an annualized return of 21.10%, while RSPT has yielded a comparatively lower 17.91% annualized return.


PRY.MI

1D
5.94%
1M
1.26%
YTD
21.15%
6M
24.23%
1Y
110.15%
3Y*
41.56%
5Y*
32.35%
10Y*
21.10%

RSPT

1D
1.29%
1M
-1.44%
YTD
2.48%
6M
3.65%
1Y
25.07%
3Y*
16.49%
5Y*
11.72%
10Y*
17.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PRY.MI vs. RSPT — Risk / Return Rank

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

PRY.MI
PRY.MI Risk / Return Rank: 9494
Overall Rank
PRY.MI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PRY.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRY.MI Omega Ratio Rank: 9292
Omega Ratio Rank
PRY.MI Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRY.MI Martin Ratio Rank: 9696
Martin Ratio Rank

RSPT
RSPT Risk / Return Rank: 7474
Overall Rank
RSPT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RSPT Sortino Ratio Rank: 7070
Sortino Ratio Rank
RSPT Omega Ratio Rank: 6767
Omega Ratio Rank
RSPT Calmar Ratio Rank: 8080
Calmar Ratio Rank
RSPT Martin Ratio Rank: 8181
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.

PRY.MI vs. RSPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prysmian SpA (PRY.MI) and Invesco S&P 500 Equal Weight Technology ETF (RSPT). 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.


PRY.MIRSPTDifference

Sharpe ratio

Return per unit of total volatility

2.95

0.87

+2.08

Sortino ratio

Return per unit of downside risk

3.44

1.33

+2.12

Omega ratio

Gain probability vs. loss probability

1.43

1.19

+0.24

Calmar ratio

Return relative to maximum drawdown

5.58

1.64

+3.95

Martin ratio

Return relative to average drawdown

19.92

6.24

+13.69

PRY.MI vs. RSPT - Sharpe Ratio Comparison

The current PRY.MI Sharpe Ratio is 2.95, which is higher than the RSPT Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of PRY.MI and RSPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRY.MIRSPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

0.87

+2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.50

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.75

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.59

-0.23

Correlation

The correlation between PRY.MI and RSPT is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRY.MI vs. RSPT - Dividend Comparison

PRY.MI's dividend yield for the trailing twelve months is around 0.76%, more than RSPT's 0.37% yield.


TTM20252024202320222021202020192018201720162015
PRY.MI
Prysmian SpA
0.76%0.93%1.14%1.46%1.59%1.51%0.86%4.00%2.46%1.58%1.72%2.07%
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.37%0.39%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%

Drawdowns

PRY.MI vs. RSPT - Drawdown Comparison

The maximum PRY.MI drawdown since its inception was -70.43%, which is greater than RSPT's maximum drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for PRY.MI and RSPT.


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Drawdown Indicators


PRY.MIRSPTDifference

Max Drawdown

Largest peak-to-trough decline

-70.43%

-58.91%

-11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-19.73%

-14.90%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-43.54%

-32.49%

-11.05%

Max Drawdown (10Y)

Largest decline over 10 years

-48.49%

-33.67%

-14.82%

Current Drawdown

Current decline from peak

-1.37%

-5.79%

+4.42%

Average Drawdown

Average peak-to-trough decline

-17.95%

-8.97%

-8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

3.68%

+1.85%

Volatility

PRY.MI vs. RSPT - Volatility Comparison

Prysmian SpA (PRY.MI) has a higher volatility of 13.71% compared to Invesco S&P 500 Equal Weight Technology ETF (RSPT) at 7.32%. This indicates that PRY.MI's price experiences larger fluctuations and is considered to be riskier than RSPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRY.MIRSPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

7.32%

+6.39%

Volatility (6M)

Calculated over the trailing 6-month period

26.10%

17.01%

+9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

37.36%

29.07%

+8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.43%

23.36%

+8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.17%

23.88%

+8.29%