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S92.DE vs. QXO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

S92.DE vs. QXO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SMA Solar Technology AG (S92.DE) and QXO, Inc (QXO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

S92.DE is traded in EUR, while QXO is traded in USD. To make them comparable, the QXO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, S92.DE achieves a 83.10% return, which is significantly higher than QXO's -16.70% return. Over the past 10 years, S92.DE has underperformed QXO with an annualized return of 2.93%, while QXO has yielded a comparatively higher 7.76% annualized return.


S92.DE

1D
-2.80%
1M
7.77%
YTD
83.10%
6M
79.21%
1Y
221.48%
3Y*
-11.52%
5Y*
7.31%
10Y*
2.93%

QXO

1D
-2.12%
1M
-18.59%
YTD
-16.70%
6M
-23.51%
1Y
-6.54%
3Y*
-9.82%
5Y*
-18.27%
10Y*
7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S92.DE vs. QXO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S92.DE
SMA Solar Technology AG
83.10%157.53%-77.39%-9.42%78.84%-32.75%61.89%108.32%-53.62%44.89%
QXO
QXO, Inc
-16.70%6.92%-85.14%490.22%-29.68%75.96%-24.05%96.39%-42.58%26.01%

Correlation

The correlation between S92.DE and QXO is 0.10, 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

0.10

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

0.04

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

0.07

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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2012

0.05

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Return for Risk

S92.DE vs. QXO — Risk / Return Rank

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

S92.DE
S92.DE Risk / Return Rank: 9393
Overall Rank
S92.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
S92.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
S92.DE Omega Ratio Rank: 9090
Omega Ratio Rank
S92.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
S92.DE Martin Ratio Rank: 9696
Martin Ratio Rank

QXO
QXO Risk / Return Rank: 3737
Overall Rank
QXO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QXO Sortino Ratio Rank: 3838
Sortino Ratio Rank
QXO Omega Ratio Rank: 3737
Omega Ratio Rank
QXO Calmar Ratio Rank: 3737
Calmar Ratio Rank
QXO Martin Ratio Rank: 3737
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.

S92.DE vs. QXO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMA Solar Technology AG (S92.DE) and QXO, Inc (QXO). 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.


S92.DEQXODifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+2.95

Omega ratioGain probability vs. loss probability

1.43

1.03

+0.40

Calmar ratioReturn relative to maximum drawdown

6.71

-0.16

+6.87

Martin ratioReturn relative to average drawdown

21.92

-0.33

+22.25

S92.DE vs. QXO - Sharpe Ratio Comparison

The current S92.DE Sharpe Ratio is 3.19, which is higher than the QXO Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of S92.DE and QXO, 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


S92.DEQXODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

-0.11

+3.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.13

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.06

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.05

-0.02

Drawdowns

S92.DE vs. QXO - Drawdown Comparison

The maximum S92.DE drawdown since its inception was -89.70%, smaller than the maximum QXO drawdown of -95.54%. Use the drawdown chart below to compare losses from any high point for S92.DE and QXO.


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Drawdown Indicators


S92.DEQXODifference

Max Drawdown

Largest peak-to-trough decline

-89.70%

-95.54%

+5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-35.52%

-40.02%

+4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-89.70%

-95.54%

+5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-89.70%

-95.54%

+5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-89.70%

-95.54%

+5.84%

Current Drawdown

Current decline from peak

-42.32%

-93.75%

+51.43%

Average Drawdown

Average peak-to-trough decline

-55.07%

-56.19%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.89%

19.92%

-9.03%

Volatility

S92.DE vs. QXO - Volatility Comparison

SMA Solar Technology AG (S92.DE) has a higher volatility of 24.25% compared to QXO, Inc (QXO) at 14.58%. This indicates that S92.DE's price experiences larger fluctuations and is considered to be riskier than QXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S92.DEQXODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.25%

14.58%

+9.67%

Volatility (6M)

Calculated over the trailing 6-month period

47.38%

44.96%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

74.78%

59.26%

+15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.17%

145.66%

-79.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.18%

123.72%

-63.54%

Dividends

S92.DE vs. QXO - Dividend Comparison

Neither S92.DE nor QXO has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
QXO
QXO, Inc
0.00%0.00%164.53%1.17%0.00%13.42%31.47%1.15%0.00%1.89%2.00%
S92.DE
SMA Solar Technology AG
0.00%1.47%3.69%0.00%0.00%0.80%0.00%0.00%2.11%0.72%0.56%

Financials

S92.DE vs. QXO - Financials Comparison

This section allows you to compare key financial metrics between SMA Solar Technology AG and QXO, Inc. 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


Please note, different currencies. S92.DE values in EUR, QXO values in USD

Frequently Asked Questions


S92.DE and QXO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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