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STLAP.PA vs. CMB1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STLAP.PA vs. CMB1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Stellantis NV (STLAP.PA) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STLAP.PA is traded in EUR, while CMB1.L is traded in GBp. To make them comparable, the CMB1.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, STLAP.PA achieves a -32.34% return, which is significantly lower than CMB1.L's 14.66% return. Over the past 10 years, STLAP.PA has underperformed CMB1.L with an annualized return of -3.39%, while CMB1.L has yielded a comparatively higher 15.10% annualized return.


STLAP.PA

1D
-4.04%
1M
3.70%
YTD
-32.34%
6M
-35.26%
1Y
-27.24%
3Y*
-20.58%
5Y*
-12.64%
10Y*
-3.39%

CMB1.L

1D
-0.77%
1M
5.07%
YTD
14.66%
6M
18.53%
1Y
30.61%
3Y*
28.48%
5Y*
19.76%
10Y*
15.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STLAP.PA vs. CMB1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STLAP.PA
Stellantis NV
-32.34%-19.01%-36.12%73.96%-14.09%-15.93%5.02%14.24%9.97%9.42%
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)
14.66%36.33%18.72%33.45%-8.53%25.99%-4.00%32.77%-13.82%16.24%

Correlation

The correlation between STLAP.PA and CMB1.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.57

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

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.50

The correlation between STLAP.PA and CMB1.L shifts across timeframes, from 0.46 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

STLAP.PA vs. CMB1.L — Risk / Return Rank

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

STLAP.PA
STLAP.PA Risk / Return Rank: 1919
Overall Rank
STLAP.PA Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
STLAP.PA Sortino Ratio Rank: 2020
Sortino Ratio Rank
STLAP.PA Omega Ratio Rank: 2020
Omega Ratio Rank
STLAP.PA Calmar Ratio Rank: 2020
Calmar Ratio Rank
STLAP.PA Martin Ratio Rank: 1616
Martin Ratio Rank

CMB1.L
CMB1.L Risk / Return Rank: 6767
Overall Rank
CMB1.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CMB1.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
CMB1.L Omega Ratio Rank: 6565
Omega Ratio Rank
CMB1.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CMB1.L Martin Ratio Rank: 6666
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.

STLAP.PA vs. CMB1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis NV (STLAP.PA) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). 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.


STLAP.PACMB1.LDifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.94

1.36

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.57

3.26

-3.83

Martin ratioReturn relative to average drawdown

-1.15

11.52

-12.68

STLAP.PA vs. CMB1.L - Sharpe Ratio Comparison

The current STLAP.PA Sharpe Ratio is -0.53, which is lower than the CMB1.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of STLAP.PA and CMB1.L, 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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Sharpe Ratios by Period


STLAP.PACMB1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

2.00

-2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

1.09

-1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.75

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.45

-0.61

Drawdowns

STLAP.PA vs. CMB1.L - Drawdown Comparison

The maximum STLAP.PA drawdown since its inception was -93.21%, which is greater than CMB1.L's maximum drawdown of -42.57%. Use the drawdown chart below to compare losses from any high point for STLAP.PA and CMB1.L.


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Drawdown Indicators


STLAP.PACMB1.LDifference

Max Drawdown

Largest peak-to-trough decline

-93.21%

-42.57%

-50.64%

Max Drawdown (1Y)

Largest decline over 1 year

-46.94%

-9.35%

-37.59%

Max Drawdown (3Y)

Largest decline over 3 years

-76.32%

-17.56%

-58.76%

Max Drawdown (5Y)

Largest decline over 5 years

-76.32%

-25.02%

-51.30%

Max Drawdown (10Y)

Largest decline over 10 years

-76.32%

-41.13%

-35.19%

Current Drawdown

Current decline from peak

-84.81%

-0.77%

-84.04%

Average Drawdown

Average peak-to-trough decline

-58.45%

-9.85%

-48.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.49%

2.65%

+20.84%

Volatility

STLAP.PA vs. CMB1.L - Volatility Comparison

Stellantis NV (STLAP.PA) has a higher volatility of 11.96% compared to iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) at 4.49%. This indicates that STLAP.PA's price experiences larger fluctuations and is considered to be riskier than CMB1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STLAP.PACMB1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.96%

4.49%

+7.47%

Volatility (6M)

Calculated over the trailing 6-month period

41.78%

11.98%

+29.80%

Volatility (1Y)

Calculated over the trailing 1-year period

50.61%

15.22%

+35.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.08%

18.18%

+19.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.64%

20.04%

+19.60%

Dividends

STLAP.PA vs. CMB1.L - Dividend Comparison

Neither STLAP.PA nor CMB1.L has paid dividends to shareholders.


PositionTTM20252024202320222021
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
STLAP.PA
Stellantis NV
0.00%7.23%12.26%6.34%7.84%14.11%

Frequently Asked Questions


STLAP.PA and CMB1.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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