SGP.AX vs. VNA.DE
SGP.AX (Stockland) and VNA.DE (Vonovia SE) are both stocks. Both are in the Real Estate sector — SGP.AX in REIT - Diversified, VNA.DE in Real Estate - Services. Over the past 10 years, SGP.AX returned 3.86%/yr vs 0.73%/yr for VNA.DE. At a 0.14 correlation, their price movements are largely independent.
Performance
SGP.AX vs. VNA.DE - Performance Comparison
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Different Trading Currencies
SGP.AX is traded in AUD, while VNA.DE is traded in EUR. To make them comparable, the VNA.DE values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGP.AX achieves a -35.08% return, which is significantly lower than VNA.DE's -18.92% return. Over the past 10 years, SGP.AX has outperformed VNA.DE with an annualized return of 3.86%, while VNA.DE has yielded a comparatively lower 0.73% annualized return.
SGP.AX
- 1D
- -1.85%
- 1M
- -7.46%
- YTD
- -35.08%
- 6M
- -36.28%
- 1Y
- -28.59%
- 3Y*
- -0.35%
- 5Y*
- 0.77%
- 10Y*
- 3.86%
VNA.DE
- 1D
- -2.58%
- 1M
- -4.17%
- YTD
- -18.92%
- 6M
- -22.33%
- 1Y
- -31.88%
- 3Y*
- 9.15%
- 5Y*
- -11.97%
- 10Y*
- 0.73%
SGP.AX vs. VNA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGP.AX Stockland | -35.08% | 25.12% | 13.92% | 29.32% | -8.20% | 7.26% | -4.31% | 39.46% | -15.68% | 3.51% |
VNA.DE Vonovia SE | -18.92% | -8.44% | 9.54% | 40.31% | -52.31% | -13.32% | 32.03% | 22.48% | 3.95% | 45.05% |
Correlation
The correlation between SGP.AX and VNA.DE is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2013 | 0.14 |
The correlation between SGP.AX and VNA.DE shifts across timeframes, from 0.04 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SGP.AX vs. VNA.DE — Risk / Return Rank
SGP.AX
VNA.DE
SGP.AX vs. VNA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stockland (SGP.AX) and Vonovia SE (VNA.DE). 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.
| SGP.AX | VNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.79 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | -0.89 | +0.24 |
| Martin ratioReturn relative to average drawdown | -1.37 | -1.60 | +0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGP.AX | VNA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.26 | -1.19 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.35 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.03 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.25 | +0.05 |
Drawdowns
SGP.AX vs. VNA.DE - Drawdown Comparison
The maximum SGP.AX drawdown since its inception was -73.75%, roughly equal to the maximum VNA.DE drawdown of -71.51%. Use the drawdown chart below to compare losses from any high point for SGP.AX and VNA.DE.
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Drawdown Indicators
| SGP.AX | VNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.75% | -71.51% | -2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -43.86% | -35.88% | -7.98% |
Max Drawdown (3Y)Largest decline over 3 years | -43.86% | -35.88% | -7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -71.51% | +27.65% |
Max Drawdown (10Y)Largest decline over 10 years | -66.88% | -71.51% | +4.63% |
Current DrawdownCurrent decline from peak | -43.86% | -55.59% | +11.73% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -20.34% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.83% | 19.91% | +0.92% |
Volatility
SGP.AX vs. VNA.DE - Volatility Comparison
Stockland (SGP.AX) has a higher volatility of 10.72% compared to Vonovia SE (VNA.DE) at 6.71%. This indicates that SGP.AX's price experiences larger fluctuations and is considered to be riskier than VNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGP.AX | VNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.72% | 6.71% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.83% | 23.02% | -6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 26.81% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 33.56% | -10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.02% | 28.17% | -0.15% |
Dividends
SGP.AX vs. VNA.DE - Dividend Comparison
SGP.AX's dividend yield for the trailing twelve months is around 7.04%, more than VNA.DE's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGP.AX Stockland | 7.04% | 4.57% | 5.12% | 5.03% | 7.27% | 5.97% | 5.24% | 5.97% | 7.67% | 5.78% | 5.44% | 5.90% |
VNA.DE Vonovia SE | 6.18% | 4.97% | 3.07% | 2.98% | 7.49% | 2.76% | 5.02% | 2.54% | 2.82% | 2.29% | 2.57% | 1.94% |
Financials
SGP.AX vs. VNA.DE - Financials Comparison
This section allows you to compare key financial metrics between Stockland and Vonovia SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SGP.AX and VNA.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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