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TIT.MI vs. NEXI.MI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TIT.MI and NEXI.MI is 0.34, 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.


-0.50.00.51.00.3

Performance

TIT.MI vs. NEXI.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telecom Italia S.p.A. (TIT.MI) and Nexi S.p.A (NEXI.MI). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
10.58%
-29.02%
TIT.MI
NEXI.MI

Key characteristics

Sharpe Ratio

TIT.MI:

-0.12

NEXI.MI:

-1.17

Sortino Ratio

TIT.MI:

0.12

NEXI.MI:

-1.66

Omega Ratio

TIT.MI:

1.02

NEXI.MI:

0.80

Calmar Ratio

TIT.MI:

-0.05

NEXI.MI:

-0.44

Martin Ratio

TIT.MI:

-0.29

NEXI.MI:

-1.68

Ulcer Index

TIT.MI:

17.04%

NEXI.MI:

20.47%

Daily Std Dev

TIT.MI:

41.25%

NEXI.MI:

29.37%

Max Drawdown

TIT.MI:

-94.85%

NEXI.MI:

-77.35%

Current Drawdown

TIT.MI:

-91.85%

NEXI.MI:

-76.24%

Fundamentals

Market Cap

TIT.MI:

€4.76B

NEXI.MI:

€5.81B

EPS

TIT.MI:

-€0.06

NEXI.MI:

-€0.81

PEG Ratio

TIT.MI:

0.51

NEXI.MI:

0.15

Returns By Period

In the year-to-date period, TIT.MI achieves a 9.94% return, which is significantly higher than NEXI.MI's -13.99% return.


TIT.MI

YTD

9.94%

1M

4.83%

6M

17.00%

1Y

-5.01%

5Y*

-11.70%

10Y*

-11.87%

NEXI.MI

YTD

-13.99%

1M

-6.09%

6M

-24.89%

1Y

-34.35%

5Y*

-21.97%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TIT.MI vs. NEXI.MI — Risk-Adjusted Performance Rank

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

TIT.MI
The Risk-Adjusted Performance Rank of TIT.MI is 3939
Overall Rank
The Sharpe Ratio Rank of TIT.MI is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TIT.MI is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TIT.MI is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TIT.MI is 4343
Calmar Ratio Rank
The Martin Ratio Rank of TIT.MI is 4040
Martin Ratio Rank

NEXI.MI
The Risk-Adjusted Performance Rank of NEXI.MI is 77
Overall Rank
The Sharpe Ratio Rank of NEXI.MI is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NEXI.MI is 44
Sortino Ratio Rank
The Omega Ratio Rank of NEXI.MI is 55
Omega Ratio Rank
The Calmar Ratio Rank of NEXI.MI is 2020
Calmar Ratio Rank
The Martin Ratio Rank of NEXI.MI is 33
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.

TIT.MI vs. NEXI.MI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telecom Italia S.p.A. (TIT.MI) and Nexi S.p.A (NEXI.MI). 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 TIT.MI, currently valued at -0.19, compared to the broader market-2.000.002.00-0.19-1.18
The chart of Sortino ratio for TIT.MI, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.006.000.03-1.71
The chart of Omega ratio for TIT.MI, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.81
The chart of Calmar ratio for TIT.MI, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.45
The chart of Martin ratio for TIT.MI, currently valued at -0.44, compared to the broader market-10.000.0010.0020.0030.00-0.44-1.69
TIT.MI
NEXI.MI

The current TIT.MI Sharpe Ratio is -0.12, which is higher than the NEXI.MI Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of TIT.MI and NEXI.MI, 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 Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.19
-1.18
TIT.MI
NEXI.MI

Dividends

TIT.MI vs. NEXI.MI - Dividend Comparison

Neither TIT.MI nor NEXI.MI has paid dividends to shareholders.


TTM20242023202220212020
TIT.MI
Telecom Italia S.p.A.
0.00%0.00%0.00%0.00%2.30%2.65%
NEXI.MI
Nexi S.p.A
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TIT.MI vs. NEXI.MI - Drawdown Comparison

The maximum TIT.MI drawdown since its inception was -94.85%, which is greater than NEXI.MI's maximum drawdown of -77.35%. Use the drawdown chart below to compare losses from any high point for TIT.MI and NEXI.MI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-53.53%
-78.84%
TIT.MI
NEXI.MI

Volatility

TIT.MI vs. NEXI.MI - Volatility Comparison

Telecom Italia S.p.A. (TIT.MI) has a higher volatility of 11.51% compared to Nexi S.p.A (NEXI.MI) at 9.71%. This indicates that TIT.MI's price experiences larger fluctuations and is considered to be riskier than NEXI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
11.51%
9.71%
TIT.MI
NEXI.MI

Financials

TIT.MI vs. NEXI.MI - Financials Comparison

This section allows you to compare key financial metrics between Telecom Italia S.p.A. and Nexi S.p.A. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items
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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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