PortfoliosLab logoPortfoliosLab logo
RNMBY vs. EUAD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNMBY vs. EUAD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rheinmetall AG ADR (RNMBY) and Select STOXX Europe Aerospace & Defense ETF (EUAD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RNMBY achieves a -23.17% return, which is significantly lower than EUAD's -2.37% return.


RNMBY

1D
-2.52%
1M
7.27%
YTD
-23.17%
6M
-26.34%
1Y
-30.47%
3Y*
74.63%
5Y*
70.20%
10Y*
38.75%

EUAD

1D
-0.77%
1M
4.47%
YTD
-2.37%
6M
-0.54%
1Y
2.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNMBY vs. EUAD - Yearly Performance Comparison


2026 (YTD)20252024
RNMBY
Rheinmetall AG ADR
-23.17%190.28%19.05%
EUAD
Select STOXX Europe Aerospace & Defense ETF
-2.37%74.51%-6.86%

Correlation

The correlation between RNMBY and EUAD is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2024

0.76

The correlation between RNMBY and EUAD has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

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

RNMBY vs. EUAD — Risk / Return Rank

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

RNMBY
RNMBY Risk / Return Rank: 1414
Overall Rank
RNMBY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RNMBY Sortino Ratio Rank: 1616
Sortino Ratio Rank
RNMBY Omega Ratio Rank: 1717
Omega Ratio Rank
RNMBY Calmar Ratio Rank: 1717
Calmar Ratio Rank
RNMBY Martin Ratio Rank: 77
Martin Ratio Rank

EUAD
EUAD Risk / Return Rank: 1111
Overall Rank
EUAD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 1111
Sortino Ratio Rank
EUAD Omega Ratio Rank: 1111
Omega Ratio Rank
EUAD Calmar Ratio Rank: 1111
Calmar Ratio Rank
EUAD Martin Ratio Rank: 1111
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.

RNMBY vs. EUAD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG ADR (RNMBY) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.


RNMBYEUADDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

0.91

1.04

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.69

0.13

-0.82

Martin ratioReturn relative to average drawdown

-1.50

0.30

-1.79

RNMBY vs. EUAD - Sharpe Ratio Comparison

The current RNMBY Sharpe Ratio is -0.67, which is lower than the EUAD Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of RNMBY and EUAD, 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

RNMBY vs. EUAD - Drawdown Comparison

The maximum RNMBY drawdown since its inception was -67.75%, which is greater than EUAD's maximum drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for RNMBY and EUAD.


Loading charts...

Drawdown Indicators


RNMBYEUADDifference

Max Drawdown

Largest peak-to-trough decline

-67.75%

-22.04%

-45.71%

Max Drawdown (1Y)

Largest decline over 1 year

-44.06%

-22.04%

-22.02%

Max Drawdown (3Y)

Largest decline over 3 years

-44.06%

Max Drawdown (5Y)

Largest decline over 5 years

-44.06%

Max Drawdown (10Y)

Largest decline over 10 years

-67.75%

Current Drawdown

Current decline from peak

-40.00%

-14.81%

-25.19%

Average Drawdown

Average peak-to-trough decline

-16.73%

-5.88%

-10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.36%

9.34%

+11.02%

Volatility

RNMBY vs. EUAD - Volatility Comparison

Rheinmetall AG ADR (RNMBY) has a higher volatility of 12.05% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 9.65%. This indicates that RNMBY's price experiences larger fluctuations and is considered to be riskier than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RNMBYEUADDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.05%

9.65%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

33.85%

24.40%

+9.45%

Volatility (1Y)

Calculated over the trailing 1-year period

45.65%

29.15%

+16.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.78%

29.90%

+14.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.51%

29.90%

+11.61%

Dividends

RNMBY vs. EUAD - Dividend Comparison

RNMBY's dividend yield for the trailing twelve months is around 0.98%, more than EUAD's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.41%0.40%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RNMBY
Rheinmetall AG ADR
0.98%0.49%0.96%1.46%1.82%1.72%1.56%1.36%1.47%2.06%2.97%0.53%

Frequently Asked Questions


RNMBY and EUAD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNMBY has higher volatility (12.05%) compared to EUAD (9.65%). In terms of maximum drawdown, RNMBY dropped -67.75% vs EUAD's -22.04%.

EUAD currently has the higher Sharpe Ratio (0.09 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for RNMBY and EUAD

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