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 5.21%/yr vs 13.06%/yr for ^GSPC. At a 0.17 correlation, their price movements are largely independent.
Performance
TEG.DE vs. ^GSPC - Performance Comparison
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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 5.70% return, which is significantly lower than ^GSPC's 13.86% return. Over the past 10 years, TEG.DE has underperformed ^GSPC with an annualized return of 5.21%, while ^GSPC has yielded a comparatively higher 13.06% annualized return.
TEG.DE
- 1D
- -0.51%
- 1M
- 6.17%
- 6M
- -1.45%
- YTD
- 5.70%
- 1Y
- -3.62%
- 3Y*
- 17.17%
- 5Y*
- -9.94%
- 10Y*
- 5.21%
^GSPC
- 1D
- 0.55%
- 1M
- 3.29%
- 6M
- 10.83%
- YTD
- 13.86%
- 1Y
- 23.89%
- 3Y*
- 18.05%
- 5Y*
- 12.52%
- 10Y*
- 13.06%
TEG.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEG.DE TAG Immobilien AG | 5.70% | -5.25% | 8.79% | 118.18% | -71.51% | -1.23% | 21.43% | 15.72% | 30.58% | 31.87% |
^GSPC S&P 500 Index | 13.86% | 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 Oct 11, 2007 | 0.17 |
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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.
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.
| TEG.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.35 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 3.13 | -3.26 |
| Martin ratioReturn relative to average drawdown | -0.26 | 11.57 | -11.83 |
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Drawdowns
TEG.DE vs. ^GSPC - Drawdown Comparison
The maximum TEG.DE drawdown since its inception was -90.11%, which is greater than ^GSPC's maximum drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for TEG.DE and ^GSPC.
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Drawdown Indicators
| TEG.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.11% | -51.28% | -38.83% |
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 | -78.01% | -23.99% | -54.02% |
Max Drawdown (10Y)Largest decline over 10 years | -78.01% | -33.42% | -44.59% |
Current DrawdownCurrent decline from peak | -42.70% | 0.00% | -42.70% |
Average DrawdownAverage peak-to-trough decline | -27.66% | -8.95% | -18.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.47% | 2.04% | +9.43% |
Volatility
TEG.DE vs. ^GSPC - Volatility Comparison
TAG Immobilien AG (TEG.DE) has a higher volatility of 10.75% compared to S&P 500 Index (^GSPC) at 3.69%. 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.
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Volatility by Period
| TEG.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.75% | 3.69% | +7.06% |
Volatility (6M)Calculated over the trailing 6-month period | 26.64% | 9.19% | +17.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.65% | 12.60% | +19.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.17% | 16.85% | +23.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.95% | 18.60% | +13.35% |
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.
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