SOF.BR vs. CSPX.AS
SOF.BR (Sofina Société Anonyme) is a stock, while CSPX.AS (iShares Core S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SOF.BR returned 8.03%/yr vs 14.86%/yr for CSPX.AS. At a 0.40 correlation, their price movements are largely independent.
Performance
SOF.BR vs. CSPX.AS - Performance Comparison
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Returns By Period
In the year-to-date period, SOF.BR achieves a -11.22% return, which is significantly lower than CSPX.AS's 9.99% return. Over the past 10 years, SOF.BR has underperformed CSPX.AS with an annualized return of 8.03%, while CSPX.AS has yielded a comparatively higher 14.86% annualized return.
SOF.BR
- 1D
- 2.26%
- 1M
- 0.78%
- YTD
- -11.22%
- 6M
- -7.94%
- 1Y
- -13.53%
- 3Y*
- 3.50%
- 5Y*
- -8.43%
- 10Y*
- 8.03%
CSPX.AS
- 1D
- 1.55%
- 1M
- 0.57%
- YTD
- 9.99%
- 6M
- 11.11%
- 1Y
- 24.76%
- 3Y*
- 17.93%
- 5Y*
- 14.23%
- 10Y*
- 14.86%
SOF.BR vs. CSPX.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOF.BR Sofina Société Anonyme | -11.22% | 14.69% | -1.65% | 11.37% | -51.86% | 57.47% | 45.71% | 17.99% | 28.74% | 6.68% |
CSPX.AS iShares Core S&P 500 UCITS ETF | 9.99% | 4.00% | 33.87% | 22.28% | -14.24% | 40.26% | 7.72% | 32.99% | -0.36% | 7.13% |
Correlation
The correlation between SOF.BR and CSPX.AS is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.40 |
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Return for Risk
SOF.BR vs. CSPX.AS — Risk / Return Rank
SOF.BR
CSPX.AS
SOF.BR vs. CSPX.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOF.BR | CSPX.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.39 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 3.40 | -4.00 |
| Martin ratioReturn relative to average drawdown | -1.08 | 12.02 | -13.10 |
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Drawdowns
SOF.BR vs. CSPX.AS - Drawdown Comparison
The maximum SOF.BR drawdown since its inception was -59.53%, which is greater than CSPX.AS's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for SOF.BR and CSPX.AS.
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Drawdown Indicators
| SOF.BR | CSPX.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.53% | -33.65% | -25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -26.62% | -7.11% | -19.51% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -23.37% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -59.53% | -23.37% | -36.16% |
Max Drawdown (10Y)Largest decline over 10 years | -59.53% | -33.65% | -25.88% |
Current DrawdownCurrent decline from peak | -46.64% | -1.76% | -44.88% |
Average DrawdownAverage peak-to-trough decline | -19.13% | -3.74% | -15.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.02% | 2.02% | +13.00% |
Volatility
SOF.BR vs. CSPX.AS - Volatility Comparison
Sofina Société Anonyme (SOF.BR) has a higher volatility of 6.23% compared to iShares Core S&P 500 UCITS ETF (CSPX.AS) at 3.07%. This indicates that SOF.BR's price experiences larger fluctuations and is considered to be riskier than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOF.BR | CSPX.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 3.07% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 7.76% | +9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 11.53% | +11.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 15.18% | +13.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 16.07% | +8.74% |
Dividends
SOF.BR vs. CSPX.AS - Dividend Comparison
SOF.BR's dividend yield for the trailing twelve months is around 1.18%, while CSPX.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOF.BR Sofina Société Anonyme | 1.18% | 1.41% | 1.53% | 1.44% | 1.52% | 0.70% | 1.05% | 1.45% | 1.61% | 1.95% | 1.96% | 2.21% |
Frequently Asked Questions
SOF.BR and CSPX.AS have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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