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SDF.DE vs. CRESY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SDF.DE vs. CRESY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in K+S Aktiengesellschaft (SDF.DE) and Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria (CRESY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SDF.DE achieves a 15.66% return, which is significantly higher than CRESY's -11.84% return. Over the past 10 years, SDF.DE has underperformed CRESY with an annualized return of -1.72%, while CRESY has yielded a comparatively higher 3.39% annualized return.


SDF.DE

1D
-2.59%
1M
-8.09%
YTD
15.66%
6M
20.61%
1Y
-13.10%
3Y*
-0.49%
5Y*
6.64%
10Y*
-1.72%

CRESY

1D
-2.76%
1M
-3.50%
YTD
-11.84%
6M
-3.96%
1Y
4.35%
3Y*
24.10%
5Y*
20.52%
10Y*
3.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDF.DE vs. CRESY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDF.DE
K+S Aktiengesellschaft
15.66%19.93%-23.13%-17.50%21.87%94.98%-27.47%-28.25%-22.24%-7.31%
CRESY
Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria
-11.84%-4.79%56.20%68.78%54.49%5.91%-37.57%-39.17%-39.94%25.24%

Correlation

The correlation between SDF.DE and CRESY is 0.06, 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

0.06

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

0.00

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

0.12

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

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.17

The correlation between SDF.DE and CRESY shifts across timeframes, from 0.00 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDF.DE vs. CRESY — Risk / Return Rank

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

SDF.DE
SDF.DE Risk / Return Rank: 2626
Overall Rank
SDF.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SDF.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SDF.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SDF.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SDF.DE Martin Ratio Rank: 3030
Martin Ratio Rank

CRESY
CRESY Risk / Return Rank: 4545
Overall Rank
CRESY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CRESY Sortino Ratio Rank: 4444
Sortino Ratio Rank
CRESY Omega Ratio Rank: 4242
Omega Ratio Rank
CRESY Calmar Ratio Rank: 4646
Calmar Ratio Rank
CRESY Martin Ratio Rank: 4646
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.

SDF.DE vs. CRESY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for K+S Aktiengesellschaft (SDF.DE) and Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria (CRESY). 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.


SDF.DECRESYDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

0.95

1.06

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.38

0.15

-0.53

Martin ratioReturn relative to average drawdown

-0.61

0.32

-0.93

SDF.DE vs. CRESY - Sharpe Ratio Comparison

The current SDF.DE Sharpe Ratio is -0.39, which is lower than the CRESY Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SDF.DE and CRESY, 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


SDF.DECRESYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

0.09

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.41

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.06

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.04

+0.20

Drawdowns

SDF.DE vs. CRESY - Drawdown Comparison

The maximum SDF.DE drawdown since its inception was -92.29%, which is greater than CRESY's maximum drawdown of -87.85%. Use the drawdown chart below to compare losses from any high point for SDF.DE and CRESY.


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Drawdown Indicators


SDF.DECRESYDifference

Max Drawdown

Largest peak-to-trough decline

-92.29%

-87.85%

-4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-35.96%

-29.83%

-6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-41.68%

-46.22%

+4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-68.08%

-52.23%

-15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-79.24%

-87.85%

+8.61%

Current Drawdown

Current decline from peak

-74.99%

-24.20%

-50.79%

Average Drawdown

Average peak-to-trough decline

-46.63%

-43.99%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.49%

13.62%

+8.87%

Volatility

SDF.DE vs. CRESY - Volatility Comparison

The current volatility for K+S Aktiengesellschaft (SDF.DE) is 6.50%, while Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria (CRESY) has a volatility of 12.07%. This indicates that SDF.DE experiences smaller price fluctuations and is considered to be less risky than CRESY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDF.DECRESYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

12.07%

-5.57%

Volatility (6M)

Calculated over the trailing 6-month period

29.78%

25.96%

+3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.71%

48.59%

-12.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.92%

49.77%

-11.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.83%

52.69%

-13.86%

Dividends

SDF.DE vs. CRESY - Dividend Comparison

SDF.DE's dividend yield for the trailing twelve months is around 0.49%, less than CRESY's 5.76% yield.


PositionTTM20252024202320222021202020192018201720162015
CRESY
Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria
5.76%4.98%7.86%7.32%2.30%0.00%0.00%0.00%0.00%1.95%6.39%0.00%
SDF.DE
K+S Aktiengesellschaft
0.49%1.21%6.69%6.99%1.09%0.00%2.44%2.25%4.17%1.45%5.07%3.81%

Financials

SDF.DE vs. CRESY - Financials Comparison

This section allows you to compare key financial metrics between K+S Aktiengesellschaft and Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria. 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. SDF.DE values in EUR, CRESY values in USD

Frequently Asked Questions


SDF.DE and CRESY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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