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

Correlation

The correlation between RHM.DE and WFSPX is 0.31, 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.


Performance

RHM.DE vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rheinmetall AG (RHM.DE) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RHM.DE:

5.30

WFSPX:

0.72

Sortino Ratio

RHM.DE:

5.19

WFSPX:

1.11

Omega Ratio

RHM.DE:

1.70

WFSPX:

1.16

Calmar Ratio

RHM.DE:

13.74

WFSPX:

0.74

Martin Ratio

RHM.DE:

32.47

WFSPX:

2.84

Ulcer Index

RHM.DE:

7.13%

WFSPX:

4.87%

Daily Std Dev

RHM.DE:

45.75%

WFSPX:

19.60%

Max Drawdown

RHM.DE:

-76.51%

WFSPX:

-89.72%

Current Drawdown

RHM.DE:

0.00%

WFSPX:

-2.59%

Returns By Period

In the year-to-date period, RHM.DE achieves a 186.59% return, which is significantly higher than WFSPX's 1.91% return. Over the past 10 years, RHM.DE has outperformed WFSPX with an annualized return of 46.05%, while WFSPX has yielded a comparatively lower 12.79% annualized return.


RHM.DE

YTD

186.59%

1M

20.31%

6M

202.43%

1Y

244.02%

3Y*

111.34%

5Y*

94.68%

10Y*

46.05%

WFSPX

YTD

1.91%

1M

13.01%

6M

1.86%

1Y

13.92%

3Y*

16.93%

5Y*

16.59%

10Y*

12.79%

*Annualized

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Rheinmetall AG

iShares S&P 500 Index Fund

Risk-Adjusted Performance

RHM.DE vs. WFSPX — 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 9999
Overall Rank
The Sharpe Ratio Rank of RHM.DE is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of RHM.DE is 9999
Sortino Ratio Rank
The Omega Ratio Rank of RHM.DE is 9898
Omega Ratio Rank
The Calmar Ratio Rank of RHM.DE is 100100
Calmar Ratio Rank
The Martin Ratio Rank of RHM.DE is 100100
Martin Ratio Rank

WFSPX
The Risk-Adjusted Performance Rank of WFSPX is 6969
Overall Rank
The Sharpe Ratio Rank of WFSPX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WFSPX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WFSPX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of WFSPX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of WFSPX is 6969
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. WFSPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.DE) and iShares S&P 500 Index Fund (WFSPX). 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.


The current RHM.DE Sharpe Ratio is 5.30, which is higher than the WFSPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of RHM.DE and WFSPX, 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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Dividends

RHM.DE vs. WFSPX - Dividend Comparison

RHM.DE's dividend yield for the trailing twelve months is around 0.46%, less than WFSPX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
RHM.DE
Rheinmetall AG
0.46%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
WFSPX
iShares S&P 500 Index Fund
1.21%1.25%1.44%1.69%1.25%1.55%1.99%2.03%1.74%2.07%1.95%1.84%

Drawdowns

RHM.DE vs. WFSPX - Drawdown Comparison

The maximum RHM.DE drawdown since its inception was -76.51%, smaller than the maximum WFSPX drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for RHM.DE and WFSPX. For additional features, visit the drawdowns tool.


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Volatility

RHM.DE vs. WFSPX - Volatility Comparison

Rheinmetall AG (RHM.DE) has a higher volatility of 15.34% compared to iShares S&P 500 Index Fund (WFSPX) at 5.47%. This indicates that RHM.DE's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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