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SY1.DE vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SY1.DE and VUSA.AS is 0.42, 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.


-0.50.00.51.00.4

Performance

SY1.DE vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symrise AG (SY1.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-19.00%
9.59%
SY1.DE
VUSA.AS

Key characteristics

Sharpe Ratio

SY1.DE:

0.07

VUSA.AS:

2.05

Sortino Ratio

SY1.DE:

0.24

VUSA.AS:

2.81

Omega Ratio

SY1.DE:

1.03

VUSA.AS:

1.41

Calmar Ratio

SY1.DE:

0.05

VUSA.AS:

3.08

Martin Ratio

SY1.DE:

0.12

VUSA.AS:

13.46

Ulcer Index

SY1.DE:

10.61%

VUSA.AS:

1.90%

Daily Std Dev

SY1.DE:

18.97%

VUSA.AS:

12.50%

Max Drawdown

SY1.DE:

-67.13%

VUSA.AS:

-33.64%

Current Drawdown

SY1.DE:

-23.66%

VUSA.AS:

-1.13%

Returns By Period

In the year-to-date period, SY1.DE achieves a -5.23% return, which is significantly lower than VUSA.AS's 2.26% return. Over the past 10 years, SY1.DE has underperformed VUSA.AS with an annualized return of 6.95%, while VUSA.AS has yielded a comparatively higher 13.53% annualized return.


SY1.DE

YTD

-5.23%

1M

-0.80%

6M

-14.29%

1Y

1.36%

5Y*

0.95%

10Y*

6.95%

VUSA.AS

YTD

2.26%

1M

0.57%

6M

15.96%

1Y

28.09%

5Y*

14.74%

10Y*

13.53%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SY1.DE vs. VUSA.AS — Risk-Adjusted Performance Rank

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

SY1.DE
The Risk-Adjusted Performance Rank of SY1.DE is 4444
Overall Rank
The Sharpe Ratio Rank of SY1.DE is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SY1.DE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SY1.DE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SY1.DE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SY1.DE is 4747
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8585
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SY1.DE vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Symrise AG (SY1.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.


Sharpe ratio
The chart of Sharpe ratio for SY1.DE, currently valued at -0.14, compared to the broader market-2.000.002.00-0.141.85
The chart of Sortino ratio for SY1.DE, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.006.00-0.062.56
The chart of Omega ratio for SY1.DE, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.34
The chart of Calmar ratio for SY1.DE, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.092.74
The chart of Martin ratio for SY1.DE, currently valued at -0.21, compared to the broader market-10.000.0010.0020.0030.00-0.2111.00
SY1.DE
VUSA.AS

The current SY1.DE Sharpe Ratio is 0.07, which is lower than the VUSA.AS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SY1.DE and VUSA.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.14
1.85
SY1.DE
VUSA.AS

Dividends

SY1.DE vs. VUSA.AS - Dividend Comparison

SY1.DE's dividend yield for the trailing twelve months is around 1.13%, more than VUSA.AS's 0.97% yield.


TTM20242023202220212020201920182017201620152014
SY1.DE
Symrise AG
1.13%1.07%1.05%1.00%0.74%1.75%0.96%1.36%1.19%1.38%1.22%1.40%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

SY1.DE vs. VUSA.AS - Drawdown Comparison

The maximum SY1.DE drawdown since its inception was -67.13%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for SY1.DE and VUSA.AS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.19%
-0.37%
SY1.DE
VUSA.AS

Volatility

SY1.DE vs. VUSA.AS - Volatility Comparison

Symrise AG (SY1.DE) has a higher volatility of 8.18% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.48%. This indicates that SY1.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
8.18%
3.48%
SY1.DE
VUSA.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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