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SHA0.DE vs. LAZR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SHA0.DE vs. LAZR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Schaeffler AG (SHA0.DE) and Luminar Technologies, Inc. (LAZR). The values are adjusted to include any dividend payments, if applicable.

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SHA0.DE vs. LAZR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SHA0.DE
Schaeffler AG
-11.42%110.20%-18.28%-6.14%-4.56%10.10%-18.75%44.62%
LAZR
Luminar Technologies, Inc.
2.22%-96.93%-88.65%-33.96%-68.91%-46.54%205.86%5.02%
Different Trading Currencies

SHA0.DE is traded in EUR, while LAZR is traded in USD. To make them comparable, the LAZR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SHA0.DE achieves a -11.42% return, which is significantly lower than LAZR's 2.22% return.


SHA0.DE

1D
4.96%
1M
-26.54%
YTD
-11.42%
6M
29.46%
1Y
107.56%
3Y*
9.02%
5Y*
5.55%
10Y*
-0.05%

LAZR

1D
0.45%
1M
0.65%
YTD
2.22%
6M
-91.18%
1Y
-96.53%
3Y*
-87.56%
5Y*
-77.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SHA0.DE vs. LAZR — Risk / Return Rank

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

SHA0.DE
SHA0.DE Risk / Return Rank: 8787
Overall Rank
SHA0.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SHA0.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
SHA0.DE Omega Ratio Rank: 8989
Omega Ratio Rank
SHA0.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHA0.DE Martin Ratio Rank: 8686
Martin Ratio Rank

LAZR
LAZR Risk / Return Rank: 1010
Overall Rank
LAZR Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LAZR Sortino Ratio Rank: 99
Sortino Ratio Rank
LAZR Omega Ratio Rank: 66
Omega Ratio Rank
LAZR Calmar Ratio Rank: 22
Calmar Ratio Rank
LAZR Martin Ratio Rank: 1212
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.

SHA0.DE vs. LAZR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schaeffler AG (SHA0.DE) and Luminar Technologies, Inc. (LAZR). 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.


SHA0.DELAZRDifference

Sharpe ratio

Return per unit of total volatility

2.28

-0.41

+2.69

Sortino ratio

Return per unit of downside risk

2.56

-1.18

+3.74

Omega ratio

Gain probability vs. loss probability

1.39

0.82

+0.58

Calmar ratio

Return relative to maximum drawdown

2.52

-0.99

+3.51

Martin ratio

Return relative to average drawdown

8.84

-1.33

+10.17

SHA0.DE vs. LAZR - Sharpe Ratio Comparison

The current SHA0.DE Sharpe Ratio is 2.28, which is higher than the LAZR Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SHA0.DE and LAZR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHA0.DELAZRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

-0.41

+2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.60

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.53

+0.55

Correlation

The correlation between SHA0.DE and LAZR is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SHA0.DE vs. LAZR - Dividend Comparison

SHA0.DE's dividend yield for the trailing twelve months is around 3.38%, while LAZR has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
SHA0.DE
Schaeffler AG
3.38%2.99%10.60%8.04%7.86%3.43%12.32%5.71%7.37%3.31%3.56%
LAZR
Luminar Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHA0.DE vs. LAZR - Drawdown Comparison

The maximum SHA0.DE drawdown since its inception was -68.87%, smaller than the maximum LAZR drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for SHA0.DE and LAZR.


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Drawdown Indicators


SHA0.DELAZRDifference

Max Drawdown

Largest peak-to-trough decline

-68.87%

-99.97%

+31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-43.69%

-96.28%

+52.59%

Max Drawdown (5Y)

Largest decline over 5 years

-50.95%

-99.95%

+49.00%

Max Drawdown (10Y)

Largest decline over 10 years

-68.87%

Current Drawdown

Current decline from peak

-37.72%

-99.97%

+62.25%

Average Drawdown

Average peak-to-trough decline

-38.01%

-61.88%

+23.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.46%

71.47%

-59.01%

Volatility

SHA0.DE vs. LAZR - Volatility Comparison

Schaeffler AG (SHA0.DE) has a higher volatility of 16.38% compared to Luminar Technologies, Inc. (LAZR) at 2.01%. This indicates that SHA0.DE's price experiences larger fluctuations and is considered to be riskier than LAZR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHA0.DELAZRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.38%

2.01%

+14.37%

Volatility (6M)

Calculated over the trailing 6-month period

39.83%

196.20%

-156.37%

Volatility (1Y)

Calculated over the trailing 1-year period

46.93%

239.21%

-192.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.36%

132.67%

-94.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.58%

116.95%

-78.37%

Financials

SHA0.DE vs. LAZR - Financials Comparison

This section allows you to compare key financial metrics between Schaeffler AG and Luminar Technologies, 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. SHA0.DE values in EUR, LAZR values in USD