PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SXR4.DE vs. BAYN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SXR4.DE vs. BAYN.DE

Last updated Jun 26, 2026

SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) is Large Cap Blend Equities fund tracking the MSCI USA, while BAYN.DE (Bayer Aktiengesellschaft) is a stock. Over the past 10 years, SXR4.DE returned 14.93%/yr vs -3.35%/yr for BAYN.DE. At a 0.42 correlation, their price movements are largely independent.

Performance

SXR4.DE vs. BAYN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Bayer Aktiengesellschaft (BAYN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXR4.DE achieves a 10.62% return, which is significantly lower than BAYN.DE's 27.36% return. Over the past 10 years, SXR4.DE has outperformed BAYN.DE with an annualized return of 14.93%, while BAYN.DE has yielded a comparatively lower -3.35% annualized return.

SXR4.DE

1D
-0.97%
1M
0.28%
YTD
10.62%
6M
10.92%
1Y
24.37%
3Y*
19.00%
5Y*
13.33%
10Y*
14.93%

BAYN.DE

1D
18.72%
1M
24.27%
YTD
27.36%
6M
31.40%
1Y
78.47%
3Y*
-1.72%
5Y*
-0.24%
10Y*
-3.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR4.DE vs. BAYN.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SXR4.DE
iShares MSCI USA UCITS ETF (Acc)		10.62%4.62%32.33%23.44%-15.85%38.32%9.25%34.28%-1.46%6.54%
BAYN.DE
Bayer Aktiengesellschaft		27.36%92.58%-42.35%-27.50%6.21%1.35%-30.79%25.96%-38.17%4.92%

Correlation

The correlation between SXR4.DE and BAYN.DE is 0.08, 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

0.08

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

0.11

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

0.21

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

0.35

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

0.42

Over the past year, the correlation between SXR4.DE and BAYN.DE has dropped to 0.08 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA UCITS ETF (Acc)

Bayer Aktiengesellschaft

Often compared with SXR4.DE:
SXR4.DE vs. SXR1.DESXR4.DE vs. JGPI.DESXR4.DE vs. SC0H.DESXR4.DE vs. SXR8.DESXR4.DE vs. ^NDXSXR4.DE vs. ^GSPCSXR4.DE vs. CSP1.L
Often compared with BAYN.DE:
BAYN.DE vs. BAS.DEBAYN.DE vs. TAKBAYN.DE vs. BRK-BBAYN.DE vs. ^GSPCBAYN.DE vs. VWAGYBAYN.DE vs. ABBVBAYN.DE vs. MRNA

Return for Risk

SXR4.DE vs. BAYN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SXR4.DE
SXR4.DE Risk / Return Rank: 7272
Overall Rank
SXR4.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SXR4.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SXR4.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXR4.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SXR4.DE Martin Ratio Rank: 7070
Martin Ratio Rank
BAYN.DE
BAYN.DE Risk / Return Rank: 8585
Overall Rank
BAYN.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BAYN.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
BAYN.DE Omega Ratio Rank: 8787
Omega Ratio Rank
BAYN.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
BAYN.DE Martin Ratio Rank: 8080
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.

SXR4.DE vs. BAYN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Bayer Aktiengesellschaft (BAYN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SXR4.DEBAYN.DEDifference
Sharpe ratioReturn per unit of total volatility
2.02
1.83

+0.19

Sortino ratioReturn per unit of downside risk
2.77
2.79

-0.02

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

3.30

2.55

+0.75

Martin ratioReturn relative to average drawdown

11.38

5.76

+5.61

SXR4.DE vs. BAYN.DE - Sharpe Ratio Comparison

The current SXR4.DE Sharpe Ratio is 2.02, which is comparable to the BAYN.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SXR4.DE and BAYN.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.

Loading charts...

Drawdowns

SXR4.DE vs. BAYN.DE - Drawdown Comparison

The maximum SXR4.DE drawdown since its inception was -34.16%, smaller than the maximum BAYN.DE drawdown of -82.42%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and BAYN.DE.

Loading charts...

Drawdown Indicators

SXR4.DEBAYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.16%

-82.42%

+48.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-30.66%

+23.30%

Max Drawdown (3Y)

Largest decline over 3 years

-23.63%

-64.35%

+40.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.63%

-70.42%

+46.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.16%

-80.01%

+45.85%

Current Drawdown

Current decline from peak

-1.00%

-55.87%

+54.87%

Average Drawdown

Average peak-to-trough decline

-5.29%

-32.62%

+27.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

13.57%

-11.43%

Volatility

SXR4.DE vs. BAYN.DE - Volatility Comparison

The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 3.41%, while Bayer Aktiengesellschaft (BAYN.DE) has a volatility of 19.56%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than BAYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SXR4.DEBAYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

19.56%

-16.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

31.35%

-23.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

42.58%

-30.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

33.51%

-18.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

31.58%

-15.34%

Dividends

SXR4.DE vs. BAYN.DE - Dividend Comparison

SXR4.DE has not paid dividends to shareholders, while BAYN.DE's dividend yield for the trailing twelve months is around 0.23%.

PositionTTM20252024202320222021202020192018201720162015
BAYN.DE
Bayer Aktiengesellschaft		0.23%0.30%0.57%7.14%4.14%4.26%5.82%3.85%4.55%0.00%2.56%1.97%
SXR4.DE
iShares MSCI USA UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SXR4.DE and BAYN.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SXR4.DE and BAYN.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer