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SOF.BR vs. LIGS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOF.BR vs. LIGS.DE

Last updated Jun 13, 2026

SOF.BR (Sofina Société Anonyme) is a stock, while LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) is Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services. Over the past 5 years, SOF.BR returned -8.43%/yr vs 10.62%/yr for LIGS.DE. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

SOF.BR vs. LIGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Sofina Société Anonyme (SOF.BR) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.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, SOF.BR achieves a -11.22% return, which is significantly lower than LIGS.DE's 6.12% 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%

LIGS.DE

1D
2.01%
1M
3.03%
YTD
6.12%
6M
7.65%
1Y
14.11%
3Y*
16.11%
5Y*
10.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOF.BR vs. LIGS.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SOF.BR
Sofina Société Anonyme		-11.22%14.69%-1.65%11.37%-51.86%57.47%45.71%13.34%
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc		6.12%23.89%14.58%23.36%-18.76%27.50%6.13%25.77%

Correlation

The correlation between SOF.BR and LIGS.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.57

The correlation between SOF.BR and LIGS.DE has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

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Sofina Société Anonyme

Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc

Often compared with SOF.BR:
SOF.BR vs. ACKB.BRSOF.BR vs. BREB.BRSOF.BR vs. EKOP.BRSOF.BR vs. DIE.BRSOF.BR vs. KKRSOF.BR vs. VWCE.DESOF.BR vs. QQQ
Often compared with LIGS.DE:
LIGS.DE vs. SC01.DELIGS.DE vs. SPYL.DELIGS.DE vs. ^GSPCLIGS.DE vs. E6BR.DELIGS.DE vs. DXSC.DELIGS.DE vs. VJPU.LLIGS.DE vs. DFEN.DE

Return for Risk

SOF.BR vs. LIGS.DE — 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: 1717
Overall Rank
SOF.BR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SOF.BR Sortino Ratio Rank: 1515
Sortino Ratio Rank
SOF.BR Omega Ratio Rank: 1515
Omega Ratio Rank
SOF.BR Calmar Ratio Rank: 2121
Calmar Ratio Rank
SOF.BR Martin Ratio Rank: 2020
Martin Ratio Rank
LIGS.DE
LIGS.DE Risk / Return Rank: 2424
Overall Rank
LIGS.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 2222
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 2828
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. LIGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.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.

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.BRLIGS.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.69
0.68

-1.37

Sortino ratioReturn per unit of downside risk
-0.85
1.14

-1.98

Omega ratioGain probability vs. loss probability

0.90

1.13

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.61

1.00

-1.61

Martin ratioReturn relative to average drawdown

-1.08

3.51

-4.59

SOF.BR vs. LIGS.DE - Sharpe Ratio Comparison

The current SOF.BR Sharpe Ratio is -0.69, which is lower than the LIGS.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SOF.BR and LIGS.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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Drawdowns

SOF.BR vs. LIGS.DE - Drawdown Comparison

The maximum SOF.BR drawdown since its inception was -59.53%, which is greater than LIGS.DE's maximum drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for SOF.BR and LIGS.DE.

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Drawdown Indicators

SOF.BRLIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.53%

-42.19%

-17.34%

Max Drawdown (1Y)

Largest decline over 1 year

-26.62%

-13.09%

-13.53%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-18.40%

-8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-59.53%

-30.95%

-28.58%

Max Drawdown (10Y)

Largest decline over 10 years

-59.53%

—

—

Current Drawdown

Current decline from peak

-46.64%

-3.20%

-43.44%

Average Drawdown

Average peak-to-trough decline

-19.13%

-7.11%

-12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.02%

3.75%

+11.27%

Volatility

SOF.BR vs. LIGS.DE - Volatility Comparison

Sofina Société Anonyme (SOF.BR) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) have volatilities of 6.23% and 5.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOF.BRLIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

5.94%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

16.22%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.40%

19.39%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.53%

19.46%

+9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

21.27%

+3.54%

Dividends

SOF.BR vs. LIGS.DE - Dividend Comparison

SOF.BR's dividend yield for the trailing twelve months is around 1.18%, while LIGS.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc		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 LIGS.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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