PortfoliosLab logoPortfoliosLab logo
RACE vs. VVGM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RACE vs. VVGM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ferrari N.V. (RACE) and VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, RACE achieves a 1.23% return, which is significantly higher than VVGM.DE's -0.61% return.


RACE

1D
5.50%
1M
11.04%
YTD
1.23%
6M
1.67%
1Y
-22.45%
3Y*
8.36%
5Y*
12.91%
10Y*
25.54%

VVGM.DE

1D
0.74%
1M
1.00%
YTD
-0.61%
6M
-0.06%
1Y
7.98%
3Y*
13.25%
5Y*
6.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RACE vs. VVGM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RACE
Ferrari N.V.
1.23%-11.65%26.34%59.12%-16.68%13.32%29.26%
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
-0.61%26.06%9.49%10.47%-11.33%14.97%17.22%

Correlation

The correlation between RACE and VVGM.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.34

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.41

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RACE vs. VVGM.DE — Risk / Return Rank

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

RACE
RACE Risk / Return Rank: 2020
Overall Rank
RACE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RACE Sortino Ratio Rank: 1717
Sortino Ratio Rank
RACE Omega Ratio Rank: 1717
Omega Ratio Rank
RACE Calmar Ratio Rank: 2323
Calmar Ratio Rank
RACE Martin Ratio Rank: 2626
Martin Ratio Rank

VVGM.DE
VVGM.DE Risk / Return Rank: 1919
Overall Rank
VVGM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VVGM.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
VVGM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
VVGM.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
VVGM.DE Martin Ratio Rank: 2020
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.

RACE vs. VVGM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrari N.V. (RACE) and VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE). 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.


RACEVVGM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

0.91

1.13

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.57

0.74

-1.31

Martin ratioReturn relative to average drawdown

-0.90

2.44

-3.34

RACE vs. VVGM.DE - Sharpe Ratio Comparison

The current RACE Sharpe Ratio is -0.64, which is lower than the VVGM.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of RACE and VVGM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RACE vs. VVGM.DE - Drawdown Comparison

The maximum RACE drawdown since its inception was -46.67%, which is greater than VVGM.DE's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for RACE and VVGM.DE.


Loading charts...

Drawdown Indicators


RACEVVGM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.67%

-24.01%

-22.66%

Max Drawdown (1Y)

Largest decline over 1 year

-39.22%

-12.59%

-26.63%

Max Drawdown (3Y)

Largest decline over 3 years

-39.22%

-14.94%

-24.28%

Max Drawdown (5Y)

Largest decline over 5 years

-39.22%

-24.01%

-15.21%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-27.73%

-5.87%

-21.86%

Average Drawdown

Average peak-to-trough decline

-11.49%

-5.36%

-6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.95%

3.80%

+21.15%

Volatility

RACE vs. VVGM.DE - Volatility Comparison

Ferrari N.V. (RACE) has a higher volatility of 12.09% compared to VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) at 4.56%. This indicates that RACE's price experiences larger fluctuations and is considered to be riskier than VVGM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RACEVVGM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.09%

4.56%

+7.53%

Volatility (6M)

Calculated over the trailing 6-month period

24.54%

11.40%

+13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

35.25%

13.79%

+21.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.53%

15.55%

+13.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.54%

15.51%

+14.03%

Dividends

RACE vs. VVGM.DE - Dividend Comparison

RACE's dividend yield for the trailing twelve months is around 2.33%, while VVGM.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
RACE
Ferrari N.V.
2.33%1.85%0.61%0.59%0.69%0.40%0.54%0.70%0.88%0.61%0.79%
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RACE and VVGM.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for RACE and VVGM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer