SHF.DE vs. BMW.DE
SHF.DE (SNP Schneider-Neureither & Partner SE) and BMW.DE (Bayerische Motoren Werke Aktiengesellschaft) are both stocks. SHF.DE operates in Information Technology Services (Technology), while BMW.DE operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, SHF.DE returned 11.06%/yr vs 5.43%/yr for BMW.DE. At a 0.13 correlation, their price movements are largely independent.
Performance
SHF.DE vs. BMW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SHF.DE achieves a 9.37% return, which is significantly higher than BMW.DE's -20.24% return. Over the past 10 years, SHF.DE has outperformed BMW.DE with an annualized return of 11.06%, while BMW.DE has yielded a comparatively lower 5.43% annualized return.
SHF.DE
- 1D
- 0.00%
- 1M
- -0.24%
- YTD
- 9.37%
- 6M
- 10.53%
- 1Y
- 16.67%
- 3Y*
- 35.86%
- 5Y*
- 7.07%
- 10Y*
- 11.06%
BMW.DE
- 1D
- -1.51%
- 1M
- -3.79%
- YTD
- -20.24%
- 6M
- -20.27%
- 1Y
- -3.82%
- 3Y*
- -7.87%
- 5Y*
- 0.58%
- 10Y*
- 5.43%
SHF.DE vs. BMW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHF.DE SNP Schneider-Neureither & Partner SE | 9.37% | 23.47% | 44.65% | 59.26% | -31.16% | -35.60% | 23.03% | 204.80% | -48.57% | -20.92% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -20.24% | 24.43% | -16.78% | 31.15% | 1.37% | 27.92% | 4.29% | 8.91% | -14.93% | 1.79% |
Correlation
The correlation between SHF.DE and BMW.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2003 | 0.13 |
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Return for Risk
SHF.DE vs. BMW.DE — Risk / Return Rank
SHF.DE
BMW.DE
SHF.DE vs. BMW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SNP Schneider-Neureither & Partner SE (SHF.DE) and Bayerische Motoren Werke Aktiengesellschaft (BMW.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.
| SHF.DE | BMW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.00 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | -0.16 | +3.28 |
| Martin ratioReturn relative to average drawdown | 8.13 | -0.35 | +8.48 |
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
| SHF.DE | BMW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | -0.14 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.02 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.20 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.31 | +0.26 |
Drawdowns
SHF.DE vs. BMW.DE - Drawdown Comparison
The maximum SHF.DE drawdown since its inception was -79.86%, which is greater than BMW.DE's maximum drawdown of -62.33%. Use the drawdown chart below to compare losses from any high point for SHF.DE and BMW.DE.
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Drawdown Indicators
| SHF.DE | BMW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.86% | -62.33% | -17.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -23.74% | +18.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -41.22% | +24.55% |
Max Drawdown (5Y)Largest decline over 5 years | -76.31% | -41.22% | -35.09% |
Max Drawdown (10Y)Largest decline over 10 years | -79.86% | -56.97% | -22.89% |
Current DrawdownCurrent decline from peak | -3.00% | -27.46% | +24.46% |
Average DrawdownAverage peak-to-trough decline | -28.86% | -17.74% | -11.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 10.99% | -9.01% |
Volatility
SHF.DE vs. BMW.DE - Volatility Comparison
The current volatility for SNP Schneider-Neureither & Partner SE (SHF.DE) is 3.88%, while Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) has a volatility of 5.73%. This indicates that SHF.DE experiences smaller price fluctuations and is considered to be less risky than BMW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHF.DE | BMW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 5.73% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 19.10% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 27.71% | -12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.01% | 27.57% | +4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.77% | 27.60% | +15.17% |
Dividends
SHF.DE vs. BMW.DE - Dividend Comparison
SHF.DE has not paid dividends to shareholders, while BMW.DE's dividend yield for the trailing twelve months is around 6.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 6.26% | 4.62% | 7.60% | 8.43% | 6.96% | 4.02% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% |
SHF.DE SNP Schneider-Neureither & Partner SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.22% | 0.81% | 0.45% |
Financials
SHF.DE vs. BMW.DE - Financials Comparison
This section allows you to compare key financial metrics between SNP Schneider-Neureither & Partner SE and Bayerische Motoren Werke Aktiengesellschaft. 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
SHF.DE and BMW.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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