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

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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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 75.65% return, which is significantly higher than RSPT's 38.26% return. Over the past 10 years, PRY.MI has outperformed RSPT with an annualized return of 24.11%, while RSPT has yielded a comparatively lower 21.19% annualized return.


PRY.MI

1D
-2.30%
1M
4.73%
YTD
75.65%
6M
78.54%
1Y
160.33%
3Y*
63.84%
5Y*
40.63%
10Y*
24.11%

RSPT

1D
-5.97%
1M
11.21%
YTD
38.26%
6M
34.19%
1Y
60.64%
3Y*
27.21%
5Y*
18.79%
10Y*
21.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRY.MI vs. RSPT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRY.MI
Prysmian SpA
75.65%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
38.26%7.65%22.76%31.13%-19.82%38.14%19.47%45.28%4.05%16.64%

Correlation

The correlation between PRY.MI and RSPT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.32

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

0.31

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

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.35

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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: 9797
Overall Rank
PRY.MI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRY.MI Sortino Ratio Rank: 9797
Sortino Ratio Rank
PRY.MI Omega Ratio Rank: 9595
Omega Ratio Rank
PRY.MI Calmar Ratio Rank: 9898
Calmar Ratio Rank
PRY.MI Martin Ratio Rank: 9898
Martin Ratio Rank

RSPT
RSPT Risk / Return Rank: 8484
Overall Rank
RSPT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RSPT Sortino Ratio Rank: 7676
Sortino Ratio Rank
RSPT Omega Ratio Rank: 7777
Omega Ratio Rank
RSPT Calmar Ratio Rank: 9191
Calmar Ratio Rank
RSPT Martin Ratio Rank: 9090
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 ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.57

1.44

+0.13

Calmar ratioReturn relative to maximum drawdown

13.28

5.84

+7.45

Martin ratioReturn relative to average drawdown

33.83

22.31

+11.52

PRY.MI vs. RSPT - Sharpe Ratio Comparison

The current PRY.MI Sharpe Ratio is 4.22, which is higher than the RSPT Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of PRY.MI and RSPT, 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


PRY.MIRSPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.22

2.73

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.79

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.88

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.69

-0.26

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 -52.85%. 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%

-52.85%

-17.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-10.44%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-43.54%

-30.19%

-13.35%

Max Drawdown (5Y)

Largest decline over 5 years

-43.54%

-30.19%

-13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-48.49%

-34.04%

-14.45%

Current Drawdown

Current decline from peak

-4.02%

-7.77%

+3.75%

Average Drawdown

Average peak-to-trough decline

-17.81%

-8.68%

-9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

2.73%

+1.94%

Volatility

PRY.MI vs. RSPT - Volatility Comparison

Prysmian SpA (PRY.MI) has a higher volatility of 14.09% compared to Invesco S&P 500 Equal Weight Technology ETF (RSPT) at 9.73%. 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

14.09%

9.73%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

29.71%

17.85%

+11.86%

Volatility (1Y)

Calculated over the trailing 1-year period

37.47%

22.33%

+15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.49%

23.78%

+8.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.67%

24.07%

+8.60%

Dividends

PRY.MI vs. RSPT - Dividend Comparison

PRY.MI's dividend yield for the trailing twelve months is around 0.60%, more than RSPT's 0.28% yield.


PositionTTM20252024202320222021202020192018201720162015
PRY.MI
Prysmian SpA
0.60%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
0.28%0.39%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%

Frequently Asked Questions


PRY.MI and RSPT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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