STF.PA vs. DB1.DE
STF.PA (STEF SA) and DB1.DE (Deutsche Börse AG) are both stocks. STF.PA operates in Integrated Freight & Logistics (Industrials), while DB1.DE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, STF.PA returned 9.30%/yr vs 14.41%/yr for DB1.DE. At a 0.09 correlation, their price movements are largely independent.
Performance
STF.PA vs. DB1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, STF.PA achieves a -8.85% return, which is significantly lower than DB1.DE's 11.57% return. Over the past 10 years, STF.PA has underperformed DB1.DE with an annualized return of 9.30%, while DB1.DE has yielded a comparatively higher 14.41% annualized return.
STF.PA
- 1D
- -0.68%
- 1M
- -0.34%
- YTD
- -8.85%
- 6M
- -1.83%
- 1Y
- -7.01%
- 3Y*
- 6.02%
- 5Y*
- 8.62%
- 10Y*
- 9.30%
DB1.DE
- 1D
- 1.83%
- 1M
- -1.12%
- YTD
- 11.57%
- 6M
- 12.27%
- 1Y
- -11.62%
- 3Y*
- 16.61%
- 5Y*
- 14.85%
- 10Y*
- 14.41%
STF.PA vs. DB1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STF.PA STEF SA | -8.85% | 3.43% | 19.53% | 31.07% | -8.28% | 43.96% | -7.57% | 7.61% | -16.50% | 21.37% |
DB1.DE Deutsche Börse AG | 11.57% | 2.03% | 21.82% | 18.03% | 11.90% | 7.98% | 1.28% | 36.60% | 10.78% | 29.96% |
Correlation
The correlation between STF.PA and DB1.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2001 | 0.09 |
The correlation between STF.PA and DB1.DE shifts across timeframes, from -0.02 (1 year) to 0.12 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
STF.PA vs. DB1.DE — Risk / Return Rank
STF.PA
DB1.DE
STF.PA vs. DB1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STEF SA (STF.PA) and Deutsche Börse AG (DB1.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.
| STF.PA | DB1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.93 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | -0.40 | +0.07 |
| Martin ratioReturn relative to average drawdown | -0.51 | -0.65 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STF.PA | DB1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | -0.52 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.74 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.66 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.71 | 0.47 | -1.19 |
Drawdowns
STF.PA vs. DB1.DE - Drawdown Comparison
The maximum STF.PA drawdown since its inception was -100.00%, which is greater than DB1.DE's maximum drawdown of -76.94%. Use the drawdown chart below to compare losses from any high point for STF.PA and DB1.DE.
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Drawdown Indicators
| STF.PA | DB1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -76.94% | -23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -28.77% | +11.06% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -29.61% | +7.78% |
Max Drawdown (5Y)Largest decline over 5 years | -33.20% | -29.61% | -3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -47.08% | -36.97% | -10.11% |
Current DrawdownCurrent decline from peak | -99.90% | -13.59% | -86.31% |
Average DrawdownAverage peak-to-trough decline | -94.69% | -22.03% | -72.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.59% | 17.71% | -6.12% |
Volatility
STF.PA vs. DB1.DE - Volatility Comparison
The current volatility for STEF SA (STF.PA) is 4.83%, while Deutsche Börse AG (DB1.DE) has a volatility of 7.44%. This indicates that STF.PA experiences smaller price fluctuations and is considered to be less risky than DB1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STF.PA | DB1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.44% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 17.23% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 22.08% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.41% | 19.84% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.99% | 21.81% | +4.18% |
Dividends
STF.PA vs. DB1.DE - Dividend Comparison
STF.PA's dividend yield for the trailing twelve months is around 2.31%, more than DB1.DE's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 1.71% | 1.79% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% |
STF.PA STEF SA | 2.31% | 3.16% | 3.89% | 3.50% | 3.31% | 2.45% | 2.06% | 3.11% | 3.18% | 2.38% | 2.44% | 2.68% |
Financials
STF.PA vs. DB1.DE - Financials Comparison
This section allows you to compare key financial metrics between STEF SA and Deutsche Börse AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
STF.PA and DB1.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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