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STVN vs. ZPRV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STVN vs. ZPRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stevanato Group S.p.A. (STVN) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE). The values are adjusted to include any dividend payments, if applicable.

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STVN vs. ZPRV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
STVN
Stevanato Group S.p.A.
-31.66%-7.41%-19.92%52.18%-19.66%14.13%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
2.77%16.27%7.55%22.88%-10.52%7.62%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, STVN achieves a -31.66% return, which is significantly lower than ZPRV.DE's 2.77% return.


STVN

1D
2.08%
1M
-11.40%
YTD
-31.66%
6M
-46.60%
1Y
-32.48%
3Y*
-18.82%
5Y*
10Y*

ZPRV.DE

1D
0.34%
1M
-4.22%
YTD
2.77%
6M
8.57%
1Y
26.91%
3Y*
15.84%
5Y*
8.97%
10Y*
11.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

STVN vs. ZPRV.DE — Risk / Return Rank

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

STVN
STVN Risk / Return Rank: 1616
Overall Rank
STVN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
STVN Sortino Ratio Rank: 1515
Sortino Ratio Rank
STVN Omega Ratio Rank: 1717
Omega Ratio Rank
STVN Calmar Ratio Rank: 2020
Calmar Ratio Rank
STVN Martin Ratio Rank: 1313
Martin Ratio Rank

ZPRV.DE
ZPRV.DE Risk / Return Rank: 4848
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 4848
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.

STVN vs. ZPRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stevanato Group S.p.A. (STVN) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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.


STVNZPRV.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.63

1.29

-1.91

Sortino ratio

Return per unit of downside risk

-0.75

1.78

-2.53

Omega ratio

Gain probability vs. loss probability

0.92

1.25

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.62

1.63

-2.25

Martin ratio

Return relative to average drawdown

-1.37

7.27

-8.64

STVN vs. ZPRV.DE - Sharpe Ratio Comparison

The current STVN Sharpe Ratio is -0.63, which is lower than the ZPRV.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of STVN and ZPRV.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.


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Sharpe Ratios by Period


STVNZPRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

1.29

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.44

-0.58

Correlation

The correlation between STVN and ZPRV.DE is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

STVN vs. ZPRV.DE - Dividend Comparison

STVN's dividend yield for the trailing twelve months is around 0.45%, while ZPRV.DE has not paid dividends to shareholders.


TTM2025202420232022
STVN
Stevanato Group S.p.A.
0.45%0.31%0.27%0.21%0.30%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

STVN vs. ZPRV.DE - Drawdown Comparison

The maximum STVN drawdown since its inception was -61.94%, which is greater than ZPRV.DE's maximum drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for STVN and ZPRV.DE.


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Drawdown Indicators


STVNZPRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-46.04%

-15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-16.83%

-35.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

Current Drawdown

Current decline from peak

-61.04%

-3.92%

-57.12%

Average Drawdown

Average peak-to-trough decline

-30.27%

-8.47%

-21.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.40%

4.14%

+19.26%

Volatility

STVN vs. ZPRV.DE - Volatility Comparison

Stevanato Group S.p.A. (STVN) has a higher volatility of 22.69% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 4.81%. This indicates that STVN's price experiences larger fluctuations and is considered to be riskier than ZPRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STVNZPRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.69%

4.81%

+17.88%

Volatility (6M)

Calculated over the trailing 6-month period

37.80%

11.27%

+26.53%

Volatility (1Y)

Calculated over the trailing 1-year period

52.03%

20.85%

+31.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.80%

21.55%

+29.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.80%

23.17%

+27.63%