TEG.DE vs. ^GSPC
TEG.DE (TAG Immobilien AG) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, TEG.DE returned 4.99%/yr vs 13.40%/yr for ^GSPC. At a 0.18 correlation, their price movements are largely independent.
Performance
TEG.DE vs. ^GSPC - Performance Comparison
Loading charts...
Different Trading Currencies
TEG.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TEG.DE achieves a 5.24% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, TEG.DE has underperformed ^GSPC with an annualized return of 4.99%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
TEG.DE
- 1D
- 2.65%
- 1M
- -3.65%
- YTD
- 5.24%
- 6M
- 0.31%
- 1Y
- -6.68%
- 3Y*
- 20.56%
- 5Y*
- -10.14%
- 10Y*
- 4.99%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
TEG.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEG.DE TAG Immobilien AG | 5.24% | -5.25% | 8.83% | 118.28% | -72.93% | -1.41% | 21.39% | 15.53% | 30.34% | 31.56% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between TEG.DE and ^GSPC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TEG.DE vs. ^GSPC — Risk / Return Rank
TEG.DE
^GSPC
TEG.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TAG Immobilien AG (TEG.DE) and S&P 500 Index (^GSPC). 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.
| TEG.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 3.30 | -3.59 |
| Martin ratioReturn relative to average drawdown | -0.64 | 12.34 | -12.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TEG.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | 2.04 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.80 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.72 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.51 | -0.52 |
Drawdowns
TEG.DE vs. ^GSPC - Drawdown Comparison
The maximum TEG.DE drawdown since its inception was -97.16%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for TEG.DE and ^GSPC.
Loading charts...
Drawdown Indicators
| TEG.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.16% | -51.62% | -45.54% |
Max Drawdown (1Y)Largest decline over 1 year | -23.04% | -7.57% | -15.47% |
Max Drawdown (3Y)Largest decline over 3 years | -30.36% | -23.99% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -79.11% | -23.99% | -55.12% |
Max Drawdown (10Y)Largest decline over 10 years | -79.11% | -33.42% | -45.69% |
Current DrawdownCurrent decline from peak | -45.75% | -0.20% | -45.55% |
Average DrawdownAverage peak-to-trough decline | -62.50% | -9.08% | -53.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.41% | 2.02% | +8.39% |
Volatility
TEG.DE vs. ^GSPC - Volatility Comparison
TAG Immobilien AG (TEG.DE) has a higher volatility of 9.10% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that TEG.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TEG.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 2.24% | +6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 25.38% | 8.62% | +16.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.32% | 12.29% | +18.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.83% | 16.79% | +23.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 18.59% | +13.22% |
Frequently Asked Questions
TEG.DE and ^GSPC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for TEG.DE and ^GSPC
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