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RHM.DE vs. FTEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RHM.DE and FTEC is 0.24, 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.


-0.50.00.51.00.2

Performance

RHM.DE vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rheinmetall AG (RHM.DE) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
20.66%
1.18%
RHM.DE
FTEC

Key characteristics

Sharpe Ratio

RHM.DE:

3.12

FTEC:

1.28

Sortino Ratio

RHM.DE:

3.54

FTEC:

1.76

Omega Ratio

RHM.DE:

1.48

FTEC:

1.23

Calmar Ratio

RHM.DE:

6.33

FTEC:

1.83

Martin Ratio

RHM.DE:

13.82

FTEC:

6.47

Ulcer Index

RHM.DE:

7.72%

FTEC:

4.30%

Daily Std Dev

RHM.DE:

34.03%

FTEC:

21.71%

Max Drawdown

RHM.DE:

-76.51%

FTEC:

-34.95%

Current Drawdown

RHM.DE:

-0.49%

FTEC:

-5.78%

Returns By Period

In the year-to-date period, RHM.DE achieves a 6.57% return, which is significantly higher than FTEC's -1.87% return. Over the past 10 years, RHM.DE has outperformed FTEC with an annualized return of 36.24%, while FTEC has yielded a comparatively lower 20.68% annualized return.


RHM.DE

YTD

6.57%

1M

6.33%

6M

27.58%

1Y

109.83%

5Y*

48.06%

10Y*

36.24%

FTEC

YTD

-1.87%

1M

-4.67%

6M

1.18%

1Y

27.50%

5Y*

19.95%

10Y*

20.68%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RHM.DE vs. FTEC — Risk-Adjusted Performance Rank

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

RHM.DE
The Risk-Adjusted Performance Rank of RHM.DE is 9797
Overall Rank
The Sharpe Ratio Rank of RHM.DE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RHM.DE is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RHM.DE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RHM.DE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of RHM.DE is 9595
Martin Ratio Rank

FTEC
The Risk-Adjusted Performance Rank of FTEC is 6363
Overall Rank
The Sharpe Ratio Rank of FTEC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FTEC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FTEC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FTEC is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RHM.DE vs. FTEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.DE) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


Sharpe ratio
The chart of Sharpe ratio for RHM.DE, currently valued at 2.75, compared to the broader market-2.000.002.002.751.00
The chart of Sortino ratio for RHM.DE, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.241.43
The chart of Omega ratio for RHM.DE, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.19
The chart of Calmar ratio for RHM.DE, currently valued at 5.24, compared to the broader market0.002.004.006.005.241.42
The chart of Martin ratio for RHM.DE, currently valued at 11.43, compared to the broader market0.0010.0020.0011.434.99
RHM.DE
FTEC

The current RHM.DE Sharpe Ratio is 3.12, which is higher than the FTEC Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of RHM.DE and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
2.75
1.00
RHM.DE
FTEC

Dividends

RHM.DE vs. FTEC - Dividend Comparison

RHM.DE's dividend yield for the trailing twelve months is around 0.87%, more than FTEC's 0.50% yield.


TTM20242023202220212020201920182017201620152014
RHM.DE
Rheinmetall AG
0.87%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
FTEC
Fidelity MSCI Information Technology Index ETF
0.50%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%

Drawdowns

RHM.DE vs. FTEC - Drawdown Comparison

The maximum RHM.DE drawdown since its inception was -76.51%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for RHM.DE and FTEC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.11%
-5.78%
RHM.DE
FTEC

Volatility

RHM.DE vs. FTEC - Volatility Comparison

Rheinmetall AG (RHM.DE) has a higher volatility of 7.84% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 6.29%. This indicates that RHM.DE's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.84%
6.29%
RHM.DE
FTEC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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