SOF.BR vs. EKOP.BR

Last updated Apr 3, 2026

Compare and contrast key facts about Sofina Société Anonyme (SOF.BR) and Ekopak NV (EKOP.BR).

Performance

SOF.BR vs. EKOP.BR - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022	2021
SOF.BR Sofina Société Anonyme	-13.28%	14.69%	-1.67%	11.35%	-51.87%	51.19%
EKOP.BR Ekopak NV	-13.21%	-62.41%	-26.37%	10.69%	-3.67%	19.73%

Returns By Period

The year-to-date returns for both investments are quite close, with SOF.BR having a -13.28% return and EKOP.BR slightly higher at -13.21%.

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%

EKOP.BR

• 1D: -5.93%
• 1M: -17.27%
• YTD: -13.21%
• 6M: -5.93%
• 1Y: -9.80%
• 3Y*: -37.67%
• 5Y*: -22.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SOF.BR vs. EKOP.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: 31
SOF.BR Sharpe Ratio Rank: 26
SOF.BR Sortino Ratio Rank: 22
SOF.BR Omega Ratio Rank: 23
SOF.BR Calmar Ratio Rank: 42
SOF.BR Martin Ratio Rank: 42

EKOP.BR

EKOP.BR Risk / Return Rank: 37
EKOP.BR Sharpe Ratio Rank: 33
EKOP.BR Sortino Ratio Rank: 36
EKOP.BR Omega Ratio Rank: 35
EKOP.BR Calmar Ratio Rank: 41
EKOP.BR Martin Ratio Rank: 40

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. EKOP.BR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) and Ekopak NV (EKOP.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.BR	EKOP.BR	Difference
Sharpe ratio Return per unit of total volatility	-0.31	-0.14	-0.17
Sortino ratio Return per unit of downside risk	-0.25	0.31	-0.56
Omega ratio Gain probability vs. loss probability	0.97	1.04	-0.07
Calmar ratio Return relative to maximum drawdown	0.12	0.11	+0.01
Martin ratio Return relative to average drawdown	0.27	0.19	+0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SOF.BR Sharpe Ratio is -0.31, which is lower than the EKOP.BR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of SOF.BR and EKOP.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.

Sharpe Ratios by Period

	SOF.BR	EKOP.BR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	-0.14	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	-0.48	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	-0.46	+0.86

Correlation

The correlation between SOF.BR and EKOP.BR is 0.09, 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. EKOP.BR - Dividend Comparison

SOF.BR's dividend yield for the trailing twelve months is around 1.62%, while EKOP.BR has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EKOP.BR Ekopak NV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SOF.BR vs. EKOP.BR - Drawdown Comparison

The maximum SOF.BR drawdown since its inception was -59.53%, smaller than the maximum EKOP.BR drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for SOF.BR and EKOP.BR.

Drawdown Indicators

	SOF.BR	EKOP.BR	Difference
Max Drawdown Largest peak-to-trough decline	-59.53%	-82.48%	+22.95%
Max Drawdown (1Y) Largest decline over 1 year	-26.62%	-54.16%	+27.54%
Max Drawdown (5Y) Largest decline over 5 years	-59.53%	-82.48%	+22.95%
Max Drawdown (10Y) Largest decline over 10 years	-59.53%	—	—
Current Drawdown Current decline from peak	-47.89%	-78.50%	+30.61%
Average Drawdown Average peak-to-trough decline	-17.10%	-26.18%	+9.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.54%	30.97%	-19.43%

Volatility

SOF.BR vs. EKOP.BR - Volatility Comparison

The current volatility for Sofina Société Anonyme (SOF.BR) is 10.08%, while Ekopak NV (EKOP.BR) has a volatility of 20.02%. This indicates that SOF.BR experiences smaller price fluctuations and is considered to be less risky than EKOP.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOF.BR	EKOP.BR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.08%	20.02%	-9.94%
Volatility (6M) Calculated over the trailing 6-month period	15.83%	42.97%	-27.14%
Volatility (1Y) Calculated over the trailing 1-year period	26.51%	77.47%	-50.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.45%	45.09%	-16.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.80%	45.19%	-20.39%

Financials