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SOAGY vs. SRT3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SOAGY vs. SRT3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sartorius Aktiengesellschaft (SOAGY) and Sartorius Aktiengesellschaft (SRT3.DE). The values are adjusted to include any dividend payments, if applicable.

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SOAGY vs. SRT3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOAGY
Sartorius Aktiengesellschaft
-15.25%30.06%-39.37%-6.83%-37.01%61.68%-13.82%
SRT3.DE
Sartorius Aktiengesellschaft
-15.32%30.11%-38.99%-6.62%-41.17%59.82%-6.77%
Different Trading Currencies

SOAGY is traded in USD, while SRT3.DE is traded in EUR. To make them comparable, the SRT3.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SOAGY having a -15.25% return and SRT3.DE slightly lower at -15.32%.


SOAGY

1D
-0.60%
1M
-6.62%
YTD
-15.25%
6M
-5.36%
1Y
5.76%
3Y*
-17.63%
5Y*
-8.73%
10Y*

SRT3.DE

1D
-0.22%
1M
-5.67%
YTD
-15.32%
6M
-5.11%
1Y
5.33%
3Y*
-15.64%
5Y*
-13.17%
10Y*
-0.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SOAGY vs. SRT3.DE — Risk / Return Rank

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

SOAGY
SOAGY Risk / Return Rank: 4444
Overall Rank
SOAGY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOAGY Sortino Ratio Rank: 4242
Sortino Ratio Rank
SOAGY Omega Ratio Rank: 4040
Omega Ratio Rank
SOAGY Calmar Ratio Rank: 4646
Calmar Ratio Rank
SOAGY Martin Ratio Rank: 4646
Martin Ratio Rank

SRT3.DE
SRT3.DE Risk / Return Rank: 4040
Overall Rank
SRT3.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SRT3.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
SRT3.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SRT3.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SRT3.DE Martin Ratio Rank: 4646
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.

SOAGY vs. SRT3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sartorius Aktiengesellschaft (SOAGY) and Sartorius Aktiengesellschaft (SRT3.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.


SOAGYSRT3.DEDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.13

0.00

Sortino ratio

Return per unit of downside risk

0.54

0.51

+0.03

Omega ratio

Gain probability vs. loss probability

1.06

1.06

0.00

Calmar ratio

Return relative to maximum drawdown

0.29

0.51

-0.22

Martin ratio

Return relative to average drawdown

0.64

1.11

-0.46

SOAGY vs. SRT3.DE - Sharpe Ratio Comparison

The current SOAGY Sharpe Ratio is 0.13, which is comparable to the SRT3.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SOAGY and SRT3.DE, 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


SOAGYSRT3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.13

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.28

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.19

-0.40

Correlation

The correlation between SOAGY and SRT3.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SOAGY vs. SRT3.DE - Dividend Comparison

SOAGY's dividend yield for the trailing twelve months is around 0.36%, more than SRT3.DE's 0.35% yield.


TTM20252024202320222021202020192018201720162015
SOAGY
Sartorius Aktiengesellschaft
0.36%0.26%0.36%0.42%0.35%0.07%0.00%0.00%0.00%0.00%0.00%0.00%
SRT3.DE
Sartorius Aktiengesellschaft
0.35%0.30%0.34%0.43%0.34%0.12%0.31%0.32%0.47%0.58%0.54%0.11%

Drawdowns

SOAGY vs. SRT3.DE - Drawdown Comparison

The maximum SOAGY drawdown since its inception was -69.53%, smaller than the maximum SRT3.DE drawdown of -88.02%. Use the drawdown chart below to compare losses from any high point for SOAGY and SRT3.DE.


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Drawdown Indicators


SOAGYSRT3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.53%

-98.30%

+28.77%

Max Drawdown (1Y)

Largest decline over 1 year

-23.78%

-24.66%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-69.53%

-70.68%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-77.52%

Current Drawdown

Current decline from peak

-61.38%

-64.46%

+3.08%

Average Drawdown

Average peak-to-trough decline

-38.81%

-64.22%

+25.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.68%

11.58%

-0.90%

Volatility

SOAGY vs. SRT3.DE - Volatility Comparison

Sartorius Aktiengesellschaft (SOAGY) has a higher volatility of 14.55% compared to Sartorius Aktiengesellschaft (SRT3.DE) at 13.36%. This indicates that SOAGY's price experiences larger fluctuations and is considered to be riskier than SRT3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOAGYSRT3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.55%

13.36%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

26.66%

27.54%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

43.81%

41.55%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.65%

46.02%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.75%

47.46%

+2.29%

Financials

SOAGY vs. SRT3.DE - Financials Comparison

This section allows you to compare key financial metrics between Sartorius Aktiengesellschaft and Sartorius 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. SOAGY values in USD, SRT3.DE values in EUR