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SOF.BR vs. ACKB.BR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SOF.BR vs. ACKB.BR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Sofina Société Anonyme (SOF.BR) and Ackermans & Van Haaren NV (ACKB.BR). The values are adjusted to include any dividend payments, if applicable.

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SOF.BR vs. ACKB.BR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOF.BR
Sofina Société Anonyme
-13.28%14.69%-1.67%11.35%-51.87%57.46%45.69%17.98%28.72%6.66%
ACKB.BR
Ackermans & Van Haaren NV
17.33%23.85%22.48%1.09%-3.38%39.59%-10.21%7.82%-7.83%11.39%

Returns By Period

In the year-to-date period, SOF.BR achieves a -13.28% return, which is significantly lower than ACKB.BR's 17.33% return. Over the past 10 years, SOF.BR has underperformed ACKB.BR with an annualized return of 8.98%, while ACKB.BR has yielded a comparatively higher 10.07% annualized return.


SOF.BR

1D
-0.28%
1M
-10.82%
YTD
-13.28%
6M
-17.04%
1Y
-8.19%
3Y*
1.62%
5Y*
-4.80%
10Y*
8.98%

ACKB.BR

1D
0.37%
1M
-0.95%
YTD
17.33%
6M
23.39%
1Y
35.69%
3Y*
23.77%
5Y*
16.83%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SOF.BR vs. ACKB.BR — Risk / Return Rank

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

SOF.BR
SOF.BR Risk / Return Rank: 3131
Overall Rank
SOF.BR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SOF.BR Sortino Ratio Rank: 2222
Sortino Ratio Rank
SOF.BR Omega Ratio Rank: 2323
Omega Ratio Rank
SOF.BR Calmar Ratio Rank: 4242
Calmar Ratio Rank
SOF.BR Martin Ratio Rank: 4242
Martin Ratio Rank

ACKB.BR
ACKB.BR Risk / Return Rank: 8585
Overall Rank
ACKB.BR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ACKB.BR Sortino Ratio Rank: 8181
Sortino Ratio Rank
ACKB.BR Omega Ratio Rank: 8282
Omega Ratio Rank
ACKB.BR Calmar Ratio Rank: 8989
Calmar Ratio Rank
ACKB.BR Martin Ratio Rank: 8888
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.

SOF.BR vs. ACKB.BR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) and Ackermans & Van Haaren NV (ACKB.BR). 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.


SOF.BRACKB.BRDifference

Sharpe ratio

Return per unit of total volatility

-0.31

1.61

-1.92

Sortino ratio

Return per unit of downside risk

-0.25

2.24

-2.49

Omega ratio

Gain probability vs. loss probability

0.97

1.31

-0.34

Calmar ratio

Return relative to maximum drawdown

0.12

3.97

-3.85

Martin ratio

Return relative to average drawdown

0.27

10.23

-9.95

SOF.BR vs. ACKB.BR - Sharpe Ratio Comparison

The current SOF.BR Sharpe Ratio is -0.31, which is lower than the ACKB.BR Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SOF.BR and ACKB.BR, 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


SOF.BRACKB.BRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

1.61

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.87

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.50

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.52

-0.12

Correlation

The correlation between SOF.BR and ACKB.BR is 0.38, 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

SOF.BR vs. ACKB.BR - Dividend Comparison

SOF.BR's dividend yield for the trailing twelve months is around 1.62%, more than ACKB.BR's 1.40% yield.


TTM20252024202320222021202020192018201720162015
SOF.BR
Sofina Société Anonyme
1.62%1.41%1.52%1.43%1.51%0.69%1.04%1.44%1.60%1.94%1.94%2.19%
ACKB.BR
Ackermans & Van Haaren NV
1.40%1.64%1.78%1.95%1.72%1.39%1.89%1.66%1.67%1.41%1.48%1.35%

Drawdowns

SOF.BR vs. ACKB.BR - Drawdown Comparison

The maximum SOF.BR drawdown since its inception was -59.53%, smaller than the maximum ACKB.BR drawdown of -67.40%. Use the drawdown chart below to compare losses from any high point for SOF.BR and ACKB.BR.


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Drawdown Indicators


SOF.BRACKB.BRDifference

Max Drawdown

Largest peak-to-trough decline

-59.53%

-67.40%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-26.62%

-13.69%

-12.93%

Max Drawdown (5Y)

Largest decline over 5 years

-59.53%

-27.08%

-32.45%

Max Drawdown (10Y)

Largest decline over 10 years

-59.53%

-33.20%

-26.33%

Current Drawdown

Current decline from peak

-47.89%

-8.66%

-39.23%

Average Drawdown

Average peak-to-trough decline

-17.10%

-14.63%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.54%

5.31%

+6.23%

Volatility

SOF.BR vs. ACKB.BR - Volatility Comparison

Sofina Société Anonyme (SOF.BR) has a higher volatility of 10.08% compared to Ackermans & Van Haaren NV (ACKB.BR) at 7.89%. This indicates that SOF.BR's price experiences larger fluctuations and is considered to be riskier than ACKB.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOF.BRACKB.BRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

7.89%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

15.64%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

21.88%

+4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

18.89%

+9.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.80%

19.66%

+5.14%

Financials

SOF.BR vs. ACKB.BR - Financials Comparison

This section allows you to compare key financial metrics between Sofina Société Anonyme and Ackermans & Van Haaren NV. 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