STLA vs. RNL.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Stellantis N.V. (STLA) and Renault SA (RNL.DE).

Performance

STLA vs. RNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellantis N.V. (STLA) and Renault SA (RNL.DE). The values are adjusted to include any dividend payments, if applicable.

STLA vs. RNL.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STLA Stellantis N.V.	-31.77%	-0.80%	-40.21%	79.15%	-18.23%	13.08%
RNL.DE Renault SA	-16.31%	-10.49%	23.28%	23.57%	-0.82%	-19.57%

Different Trading Currencies

STLA is traded in USD, while RNL.DE is traded in EUR. To make them comparable, the RNL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STLA achieves a -31.77% return, which is significantly lower than RNL.DE's -16.31% return.

STLA

• 1D: 4.80%
• 1M: -2.62%
• YTD: -31.77%
• 6M: -22.93%
• 1Y: -20.36%
• 3Y*: -17.28%
• 5Y*: -8.71%
• 10Y*: —

RNL.DE

• 1D: 3.96%
• 1M: -2.14%
• YTD: -16.31%
• 6M: -15.14%
• 1Y: -28.05%
• 3Y*: -2.10%
• 5Y*: -3.08%
• 10Y*: -6.70%

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

Return for Risk

STLA vs. RNL.DE — Risk / Return Rank

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

STLA

STLA Risk / Return Rank: 25
STLA Sharpe Ratio Rank: 25
STLA Sortino Ratio Rank: 26
STLA Omega Ratio Rank: 26
STLA Calmar Ratio Rank: 26
STLA Martin Ratio Rank: 20

RNL.DE

RNL.DE Risk / Return Rank: 10
RNL.DE Sharpe Ratio Rank: 5
RNL.DE Sortino Ratio Rank: 8
RNL.DE Omega Ratio Rank: 7
RNL.DE Calmar Ratio Rank: 13
RNL.DE Martin Ratio Rank: 18

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.

STLA vs. RNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) and Renault SA (RNL.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.

	STLA	RNL.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.35	-0.80	+0.45
Sortino ratio Return per unit of downside risk	-0.13	-0.94	+0.82
Omega ratio Gain probability vs. loss probability	0.98	0.87	+0.11
Calmar ratio Return relative to maximum drawdown	-0.44	-0.67	+0.22
Martin ratio Return relative to average drawdown	-1.12	-1.07	-0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STLA vs. RNL.DE - Sharpe Ratio Comparison

The current STLA Sharpe Ratio is -0.35, which is higher than the RNL.DE Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of STLA and RNL.DE, 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

	STLA	RNL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	-0.80	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	-0.08	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	-0.08	-0.10

Correlation

The correlation between STLA and RNL.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

STLA vs. RNL.DE - Dividend Comparison

STLA's dividend yield for the trailing twelve months is around 20.90%, more than RNL.DE's 7.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STLA Stellantis N.V.	20.90%	14.26%	12.66%	6.32%	7.90%	2.66%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RNL.DE Renault SA	7.32%	6.21%	3.95%	0.67%	0.00%	0.00%	3.06%	8.28%	6.58%	3.76%	2.86%	2.02%

Drawdowns

STLA vs. RNL.DE - Drawdown Comparison

The maximum STLA drawdown since its inception was -72.65%, smaller than the maximum RNL.DE drawdown of -91.73%. Use the drawdown chart below to compare losses from any high point for STLA and RNL.DE.

Drawdown Indicators

	STLA	RNL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-72.65%	-90.87%	+18.22%
Max Drawdown (1Y) Largest decline over 1 year	-47.77%	-44.67%	-3.10%
Max Drawdown (5Y) Largest decline over 5 years	-72.65%	-46.58%	-26.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-83.61%	—
Current Drawdown Current decline from peak	-67.90%	-60.98%	-6.92%
Average Drawdown Average peak-to-trough decline	-27.69%	-38.59%	+10.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.98%	28.84%	-9.86%

Volatility

STLA vs. RNL.DE - Volatility Comparison

Stellantis N.V. (STLA) has a higher volatility of 12.36% compared to Renault SA (RNL.DE) at 7.43%. This indicates that STLA's price experiences larger fluctuations and is considered to be riskier than RNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STLA	RNL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.36%	7.43%	+4.93%
Volatility (6M) Calculated over the trailing 6-month period	42.45%	21.11%	+21.34%
Volatility (1Y) Calculated over the trailing 1-year period	58.60%	34.80%	+23.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.51%	39.03%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.31%	41.13%	+0.18%

Financials