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SHF.DE vs. DHL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHF.DE vs. DHL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SNP Schneider-Neureither & Partner SE (SHF.DE) and Deutsche Post AG (DHL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHF.DE achieves a 9.37% return, which is significantly lower than DHL.DE's 16.71% return. Both investments have delivered pretty close results over the past 10 years, with SHF.DE having a 11.06% annualized return and DHL.DE not far ahead at 11.47%.


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%

DHL.DE

1D
-0.46%
1M
17.90%
YTD
16.71%
6M
19.84%
1Y
35.13%
3Y*
12.25%
5Y*
3.05%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHF.DE vs. DHL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DHL.DE
Deutsche Post AG
16.71%44.52%-20.55%33.22%-34.77%43.36%22.66%48.13%-37.96%31.44%

Correlation

The correlation between SHF.DE and DHL.DE is 0.09, 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

0.09

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

0.05

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 Feb 24, 2003

0.11

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Return for Risk

SHF.DE vs. DHL.DE — Risk / Return Rank

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

SHF.DE
SHF.DE Risk / Return Rank: 7676
Overall Rank
SHF.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SHF.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SHF.DE Omega Ratio Rank: 6969
Omega Ratio Rank
SHF.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
SHF.DE Martin Ratio Rank: 8484
Martin Ratio Rank

DHL.DE
DHL.DE Risk / Return Rank: 7777
Overall Rank
DHL.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DHL.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
DHL.DE Omega Ratio Rank: 7474
Omega Ratio Rank
DHL.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
DHL.DE Martin Ratio Rank: 7979
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.

SHF.DE vs. DHL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SNP Schneider-Neureither & Partner SE (SHF.DE) and Deutsche Post AG (DHL.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.DEDHL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

3.12

2.44

+0.68

Martin ratioReturn relative to average drawdown

8.13

6.09

+2.05

SHF.DE vs. DHL.DE - Sharpe Ratio Comparison

The current SHF.DE Sharpe Ratio is 1.09, which is comparable to the DHL.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SHF.DE and DHL.DE, 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


SHF.DEDHL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.31

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.11

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.44

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.26

+0.31

Drawdowns

SHF.DE vs. DHL.DE - Drawdown Comparison

The maximum SHF.DE drawdown since its inception was -79.86%, which is greater than DHL.DE's maximum drawdown of -72.08%. Use the drawdown chart below to compare losses from any high point for SHF.DE and DHL.DE.


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Drawdown Indicators


SHF.DEDHL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.86%

-72.08%

-7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-5.31%

-14.33%

+9.02%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

-27.04%

+10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-76.31%

-48.33%

-27.98%

Max Drawdown (10Y)

Largest decline over 10 years

-79.86%

-49.94%

-29.92%

Current Drawdown

Current decline from peak

-3.00%

-1.25%

-1.75%

Average Drawdown

Average peak-to-trough decline

-28.86%

-22.06%

-6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

5.76%

-3.78%

Volatility

SHF.DE vs. DHL.DE - Volatility Comparison

The current volatility for SNP Schneider-Neureither & Partner SE (SHF.DE) is 3.88%, while Deutsche Post AG (DHL.DE) has a volatility of 6.61%. This indicates that SHF.DE experiences smaller price fluctuations and is considered to be less risky than DHL.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.DEDHL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

6.61%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

21.06%

-8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

26.75%

-11.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.01%

27.10%

+4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.77%

25.98%

+16.79%

Dividends

SHF.DE vs. DHL.DE - Dividend Comparison

SHF.DE has not paid dividends to shareholders, while DHL.DE's dividend yield for the trailing twelve months is around 3.63%.


PositionTTM20252024202320222021202020192018201720162015
DHL.DE
Deutsche Post AG
3.63%3.96%5.44%4.12%5.12%2.39%2.84%3.38%4.81%2.64%2.72%3.27%
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. DHL.DE - Financials Comparison

This section allows you to compare key financial metrics between SNP Schneider-Neureither & Partner SE and Deutsche Post AG. 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


Values in EUR except per share items

Frequently Asked Questions


SHF.DE and DHL.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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