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STRNY vs. TUI1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STRNY vs. TUI1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Severn Trent PLC PK (STRNY) and TUI AG (TUI1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STRNY is traded in USD, while TUI1.DE is traded in EUR. To make them comparable, the TUI1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STRNY achieves a 8.11% return, which is significantly higher than TUI1.DE's -24.02% return. Over the past 10 years, STRNY has outperformed TUI1.DE with an annualized return of 6.49%, while TUI1.DE has yielded a comparatively lower -13.16% annualized return.


STRNY

1D
0.44%
1M
-5.61%
YTD
8.11%
6M
7.13%
1Y
16.08%
3Y*
10.91%
5Y*
6.50%
10Y*
6.49%

TUI1.DE

1D
-0.49%
1M
9.17%
YTD
-24.02%
6M
-16.11%
1Y
-4.97%
3Y*
7.02%
5Y*
-20.97%
10Y*
-13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRNY vs. TUI1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STRNY
Severn Trent PLC PK
8.11%24.68%0.84%8.95%-16.52%34.64%-7.80%56.74%-15.28%7.01%
TUI1.DE
TUI AG
-24.02%21.49%11.42%-9.45%-45.22%-9.95%-47.57%-0.06%-28.30%54.00%

Correlation

The correlation between STRNY and TUI1.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.12

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

0.08

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

0.06

Correlation (All Time)
Calculated using the full available price history since May 27, 2009

0.08

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Return for Risk

STRNY vs. TUI1.DE — Risk / Return Rank

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

STRNY
STRNY Risk / Return Rank: 6161
Overall Rank
STRNY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
STRNY Sortino Ratio Rank: 5555
Sortino Ratio Rank
STRNY Omega Ratio Rank: 5656
Omega Ratio Rank
STRNY Calmar Ratio Rank: 6666
Calmar Ratio Rank
STRNY Martin Ratio Rank: 6666
Martin Ratio Rank

TUI1.DE
TUI1.DE Risk / Return Rank: 3333
Overall Rank
TUI1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TUI1.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
TUI1.DE Omega Ratio Rank: 3131
Omega Ratio Rank
TUI1.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
TUI1.DE Martin Ratio Rank: 3333
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.

STRNY vs. TUI1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Severn Trent PLC PK (STRNY) and TUI AG (TUI1.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.


STRNYTUI1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.14

1.02

+0.12

Calmar ratioReturn relative to maximum drawdown

1.27

-0.14

+1.42

Martin ratioReturn relative to average drawdown

2.89

-0.28

+3.17

STRNY vs. TUI1.DE - Sharpe Ratio Comparison

The current STRNY Sharpe Ratio is 0.67, which is higher than the TUI1.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of STRNY and TUI1.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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Sharpe Ratios by Period


STRNYTUI1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

-0.12

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.44

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

-0.26

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.20

+0.36

Drawdowns

STRNY vs. TUI1.DE - Drawdown Comparison

The maximum STRNY drawdown since its inception was -66.53%, smaller than the maximum TUI1.DE drawdown of -92.09%. Use the drawdown chart below to compare losses from any high point for STRNY and TUI1.DE.


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Drawdown Indicators


STRNYTUI1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.53%

-92.09%

+25.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-34.66%

+21.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.30%

-39.88%

+18.58%

Max Drawdown (5Y)

Largest decline over 5 years

-38.87%

-81.69%

+42.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

-91.57%

+52.70%

Current Drawdown

Current decline from peak

-8.70%

-86.97%

+78.27%

Average Drawdown

Average peak-to-trough decline

-33.58%

-61.13%

+27.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

17.62%

-12.05%

Volatility

STRNY vs. TUI1.DE - Volatility Comparison

The current volatility for Severn Trent PLC PK (STRNY) is 10.41%, while TUI AG (TUI1.DE) has a volatility of 11.80%. This indicates that STRNY experiences smaller price fluctuations and is considered to be less risky than TUI1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRNYTUI1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

11.80%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.68%

31.69%

-12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

24.71%

42.44%

-17.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.76%

47.76%

-14.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

51.15%

-19.23%

Dividends

STRNY vs. TUI1.DE - Dividend Comparison

STRNY's dividend yield for the trailing twelve months is around 4.18%, more than TUI1.DE's 1.46% yield.


PositionTTM20252024202320222021202020192018201720162015
STRNY
Severn Trent PLC PK
4.18%4.33%4.75%4.18%3.94%3.54%4.09%3.44%4.95%7.16%7.28%3.47%
TUI1.DE
TUI AG
1.46%0.00%0.00%0.00%5.84%0.00%10.41%8.55%7.16%3.67%4.21%1.97%

Financials

STRNY vs. TUI1.DE - Financials Comparison

This section allows you to compare key financial metrics between Severn Trent PLC PK and TUI 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. STRNY values in USD, TUI1.DE values in EUR

Frequently Asked Questions


STRNY and TUI1.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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