R6C0.DE vs. AAPL
R6C0.DE (Shell PLC) and AAPL (Apple Inc) are both stocks. R6C0.DE operates in Oil & Gas Integrated (Energy), while AAPL operates in Consumer Electronics (Technology). Over the past 10 years, R6C0.DE returned 11.39%/yr vs 29.67%/yr for AAPL. At a 0.14 correlation, their price movements are largely independent.
Performance
R6C0.DE vs. AAPL - Performance Comparison
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Different Trading Currencies
R6C0.DE is traded in EUR, while AAPL is traded in USD. To make them comparable, the AAPL values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, R6C0.DE achieves a 21.81% return, which is significantly higher than AAPL's 15.48% return. Over the past 10 years, R6C0.DE has underperformed AAPL with an annualized return of 11.39%, while AAPL has yielded a comparatively higher 29.67% annualized return.
R6C0.DE
- 1D
- -1.30%
- 1M
- 1.64%
- YTD
- 21.81%
- 6M
- 20.33%
- 1Y
- 31.86%
- 3Y*
- 16.61%
- 5Y*
- 23.14%
- 10Y*
- 11.39%
AAPL
- 1D
- -0.46%
- 1M
- 9.11%
- YTD
- 15.48%
- 6M
- 11.61%
- 1Y
- 52.77%
- 3Y*
- 17.31%
- 5Y*
- 21.47%
- 10Y*
- 29.67%
R6C0.DE vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between R6C0.DE and AAPL 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 | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.14 |
The correlation between R6C0.DE and AAPL shifts across timeframes, from -0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
R6C0.DE vs. AAPL — Risk / Return Rank
R6C0.DE
AAPL
R6C0.DE vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell PLC (R6C0.DE) and Apple Inc (AAPL). 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.
| R6C0.DE | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 3.58 | -1.06 |
| Martin ratioReturn relative to average drawdown | 6.92 | 9.07 | -2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| R6C0.DE | AAPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.36 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.79 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 1.02 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.88 | -0.86 |
Drawdowns
R6C0.DE vs. AAPL - Drawdown Comparison
The maximum R6C0.DE drawdown since its inception was -83.49%, which is greater than AAPL's maximum drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for R6C0.DE and AAPL.
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Drawdown Indicators
| R6C0.DE | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.49% | -56.08% | -27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -14.83% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -36.63% | +15.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -36.63% | +15.08% |
Max Drawdown (10Y)Largest decline over 10 years | -62.73% | -38.03% | -24.70% |
Current DrawdownCurrent decline from peak | -8.10% | -1.56% | -6.54% |
Average DrawdownAverage peak-to-trough decline | -52.09% | -12.28% | -39.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 5.83% | -1.23% |
Volatility
R6C0.DE vs. AAPL - Volatility Comparison
Shell PLC (R6C0.DE) has a higher volatility of 6.64% compared to Apple Inc (AAPL) at 4.95%. This indicates that R6C0.DE's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| R6C0.DE | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 4.95% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 16.09% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.38% | 22.56% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.66% | 27.27% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.56% | 29.23% | -0.67% |
Dividends
R6C0.DE vs. AAPL - Dividend Comparison
R6C0.DE's dividend yield for the trailing twelve months is around 3.92%, more than AAPL's 0.34% yield.
Financials
R6C0.DE vs. AAPL - Financials Comparison
This section allows you to compare key financial metrics between Shell PLC and Apple Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
R6C0.DE and AAPL 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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