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RWE.DE vs. ACOMO.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RWE.DE vs. ACOMO.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in RWE AG (RWE.DE) and Amsterdam Commodities NV (ACOMO.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RWE.DE achieves a 26.80% return, which is significantly higher than ACOMO.AS's -4.99% return. Over the past 10 years, RWE.DE has outperformed ACOMO.AS with an annualized return of 18.65%, while ACOMO.AS has yielded a comparatively lower 5.06% annualized return.


RWE.DE

1D
0.32%
1M
-4.19%
YTD
26.80%
6M
32.48%
1Y
71.47%
3Y*
15.36%
5Y*
15.98%
10Y*
18.65%

ACOMO.AS

1D
0.68%
1M
-14.23%
YTD
-4.99%
6M
-3.20%
1Y
3.49%
3Y*
6.96%
5Y*
4.36%
10Y*
5.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWE.DE vs. ACOMO.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWE.DE
RWE AG
26.80%62.21%-27.81%1.17%19.08%6.06%29.69%48.79%14.26%43.82%
ACOMO.AS
Amsterdam Commodities NV
-4.99%49.20%5.25%-2.55%-20.15%19.14%6.65%25.25%-24.00%20.67%

Correlation

The correlation between RWE.DE and ACOMO.AS is 0.09, 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

0.09

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

0.12

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

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2006

0.17

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Return for Risk

RWE.DE vs. ACOMO.AS — Risk / Return Rank

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

RWE.DE
RWE.DE Risk / Return Rank: 9494
Overall Rank
RWE.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RWE.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
RWE.DE Omega Ratio Rank: 9393
Omega Ratio Rank
RWE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
RWE.DE Martin Ratio Rank: 9494
Martin Ratio Rank

ACOMO.AS
ACOMO.AS Risk / Return Rank: 4646
Overall Rank
ACOMO.AS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ACOMO.AS Sortino Ratio Rank: 4040
Sortino Ratio Rank
ACOMO.AS Omega Ratio Rank: 4141
Omega Ratio Rank
ACOMO.AS Calmar Ratio Rank: 4747
Calmar Ratio Rank
ACOMO.AS Martin Ratio Rank: 5252
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.

RWE.DE vs. ACOMO.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RWE AG (RWE.DE) and Amsterdam Commodities NV (ACOMO.AS). 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.


RWE.DEACOMO.ASDifference
Sharpe ratioReturn per unit of total volatility

+2.73

Sortino ratioReturn per unit of downside risk

+3.46

Omega ratioGain probability vs. loss probability

1.47

1.05

+0.42

Calmar ratioReturn relative to maximum drawdown

6.82

0.19

+6.63

Martin ratioReturn relative to average drawdown

16.33

0.76

+15.57

RWE.DE vs. ACOMO.AS - Sharpe Ratio Comparison

The current RWE.DE Sharpe Ratio is 2.90, which is higher than the ACOMO.AS Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of RWE.DE and ACOMO.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RWE.DEACOMO.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

0.16

+2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.23

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.24

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.67

-0.58

Drawdowns

RWE.DE vs. ACOMO.AS - Drawdown Comparison

The maximum RWE.DE drawdown since its inception was -85.39%, which is greater than ACOMO.AS's maximum drawdown of -48.19%. Use the drawdown chart below to compare losses from any high point for RWE.DE and ACOMO.AS.


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Drawdown Indicators


RWE.DEACOMO.ASDifference

Max Drawdown

Largest peak-to-trough decline

-85.39%

-48.19%

-37.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-16.74%

+6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-30.49%

-22.56%

-7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-32.19%

-30.69%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-39.02%

-48.19%

+9.17%

Current Drawdown

Current decline from peak

-7.40%

-16.18%

+8.78%

Average Drawdown

Average peak-to-trough decline

-45.33%

-11.30%

-34.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

4.26%

+0.08%

Volatility

RWE.DE vs. ACOMO.AS - Volatility Comparison

The current volatility for RWE AG (RWE.DE) is 7.56%, while Amsterdam Commodities NV (ACOMO.AS) has a volatility of 9.41%. This indicates that RWE.DE experiences smaller price fluctuations and is considered to be less risky than ACOMO.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWE.DEACOMO.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

9.41%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

15.30%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

19.57%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.58%

19.08%

+6.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.31%

20.44%

+7.87%

Dividends

RWE.DE vs. ACOMO.AS - Dividend Comparison

RWE.DE's dividend yield for the trailing twelve months is around 2.13%, less than ACOMO.AS's 6.28% yield.


PositionTTM20252024202320222021202020192018201720162015
ACOMO.AS
Amsterdam Commodities NV
6.28%5.34%6.65%6.84%5.52%0.00%5.26%4.82%6.31%4.77%4.78%4.74%
RWE.DE
RWE AG
2.13%2.43%3.47%2.19%2.16%2.38%2.31%2.56%2.64%0.00%1.10%8.54%

Financials

RWE.DE vs. ACOMO.AS - Financials Comparison

This section allows you to compare key financial metrics between RWE AG and Amsterdam Commodities NV. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items

Frequently Asked Questions


RWE.DE and ACOMO.AS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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