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

Performance

SHA0.DE vs. MGA - Performance Comparison

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

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SHA0.DE vs. MGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHA0.DE
Schaeffler AG
-11.42%110.20%-18.28%-6.14%-4.56%10.10%-18.75%38.38%-47.37%8.57%
MGA
Magna International Inc.
8.51%17.85%-21.42%5.50%-23.58%25.29%22.41%27.11%-14.57%17.26%
Different Trading Currencies

SHA0.DE is traded in EUR, while MGA is traded in USD. To make them comparable, the MGA 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 MGA's 8.51% return. Over the past 10 years, SHA0.DE has underperformed MGA with an annualized return of -0.05%, while MGA has yielded a comparatively higher 6.10% annualized 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%

MGA

1D
1.17%
1M
-9.61%
YTD
8.51%
6M
22.87%
1Y
60.70%
3Y*
3.75%
5Y*
-5.10%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SHA0.DE vs. MGA — 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

MGA
MGA Risk / Return Rank: 9090
Overall Rank
MGA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MGA Sortino Ratio Rank: 9393
Sortino Ratio Rank
MGA Omega Ratio Rank: 9090
Omega Ratio Rank
MGA Calmar Ratio Rank: 8585
Calmar Ratio Rank
MGA Martin Ratio Rank: 9090
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. MGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schaeffler AG (SHA0.DE) and Magna International Inc. (MGA). 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.DEMGADifference

Sharpe ratio

Return per unit of total volatility

2.28

1.68

+0.60

Sortino ratio

Return per unit of downside risk

2.56

2.72

-0.16

Omega ratio

Gain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratio

Return relative to maximum drawdown

2.52

2.89

-0.37

Martin ratio

Return relative to average drawdown

8.84

9.72

-0.87

SHA0.DE vs. MGA - Sharpe Ratio Comparison

The current SHA0.DE Sharpe Ratio is 2.28, which is higher than the MGA Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SHA0.DE and MGA, 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.DEMGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.68

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.15

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

0.18

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.24

-0.22

Correlation

The correlation between SHA0.DE and MGA is 0.34, 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. MGA - Dividend Comparison

SHA0.DE's dividend yield for the trailing twelve months is around 3.38%, less than MGA's 3.45% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
MGA
Magna International Inc.
3.45%3.64%4.55%3.11%4.23%2.13%2.26%2.66%2.18%1.94%2.30%1.90%

Drawdowns

SHA0.DE vs. MGA - Drawdown Comparison

The maximum SHA0.DE drawdown since its inception was -68.87%, smaller than the maximum MGA drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for SHA0.DE and MGA.


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Drawdown Indicators


SHA0.DEMGADifference

Max Drawdown

Largest peak-to-trough decline

-68.87%

-79.01%

+10.14%

Max Drawdown (1Y)

Largest decline over 1 year

-43.69%

-23.47%

-20.22%

Max Drawdown (5Y)

Largest decline over 5 years

-50.95%

-66.02%

+15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-68.87%

-66.02%

-2.85%

Current Drawdown

Current decline from peak

-37.72%

-35.03%

-2.69%

Average Drawdown

Average peak-to-trough decline

-38.01%

-21.37%

-16.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.46%

6.51%

+5.95%

Volatility

SHA0.DE vs. MGA - Volatility Comparison

Schaeffler AG (SHA0.DE) has a higher volatility of 16.38% compared to Magna International Inc. (MGA) at 9.42%. This indicates that SHA0.DE's price experiences larger fluctuations and is considered to be riskier than MGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHA0.DEMGADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.38%

9.42%

+6.96%

Volatility (6M)

Calculated over the trailing 6-month period

39.83%

27.24%

+12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

46.93%

36.28%

+10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.36%

34.02%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.58%

34.58%

+4.00%

Financials

SHA0.DE vs. MGA - Financials Comparison

This section allows you to compare key financial metrics between Schaeffler AG and Magna International 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, MGA values in USD