TNIE.DE vs. SSUN.F
TNIE.DE (Tonies SE) and SSUN.F (Samsung Electronics Co., Ltd.) are both stocks. TNIE.DE operates in Leisure (Consumer Cyclical), while SSUN.F operates in Consumer Electronics (Technology). Over the past 5 years, TNIE.DE returned 2.53%/yr vs 20.11%/yr for SSUN.F. At a 0.08 correlation, their price movements are largely independent.
Performance
TNIE.DE vs. SSUN.F - Performance Comparison
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Returns By Period
In the year-to-date period, TNIE.DE achieves a 4.41% return, which is significantly lower than SSUN.F's 133.55% return.
TNIE.DE
- 1D
- 4.01%
- 1M
- 8.78%
- YTD
- 4.41%
- 6M
- 15.47%
- 1Y
- 81.06%
- 3Y*
- 28.98%
- 5Y*
- 2.53%
- 10Y*
- —
SSUN.F
- 1D
- -5.56%
- 1M
- 17.95%
- YTD
- 133.55%
- 6M
- 168.13%
- 1Y
- 310.94%
- 3Y*
- 45.79%
- 5Y*
- 20.11%
- 10Y*
- 25.45%
TNIE.DE vs. SSUN.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TNIE.DE Tonies SE | 4.41% | 37.73% | 44.38% | -12.50% | -47.83% | 18.56% |
SSUN.F Samsung Electronics Co., Ltd. | 133.55% | 84.88% | -30.38% | 16.99% | -27.31% | -2.63% |
Correlation
The correlation between TNIE.DE and SSUN.F is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 3, 2021 | 0.08 |
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Return for Risk
TNIE.DE vs. SSUN.F — Risk / Return Rank
TNIE.DE
SSUN.F
TNIE.DE vs. SSUN.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tonies SE (TNIE.DE) and Samsung Electronics Co., Ltd. (SSUN.F). 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.
| TNIE.DE | SSUN.F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.62 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 13.58 | -9.09 |
| Martin ratioReturn relative to average drawdown | 10.49 | 38.86 | -28.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TNIE.DE | SSUN.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 5.53 | -3.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.54 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.35 | -0.30 |
Drawdowns
TNIE.DE vs. SSUN.F - Drawdown Comparison
The maximum TNIE.DE drawdown since its inception was -74.03%, smaller than the maximum SSUN.F drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for TNIE.DE and SSUN.F.
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Drawdown Indicators
| TNIE.DE | SSUN.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.03% | -86.06% | +12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.97% | -22.73% | +4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -39.30% | -42.44% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -74.03% | -47.84% | -26.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.09% | — |
Current DrawdownCurrent decline from peak | -21.58% | -8.12% | -13.46% |
Average DrawdownAverage peak-to-trough decline | -48.12% | -25.78% | -22.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.70% | 7.96% | -0.26% |
Volatility
TNIE.DE vs. SSUN.F - Volatility Comparison
The current volatility for Tonies SE (TNIE.DE) is 9.10%, while Samsung Electronics Co., Ltd. (SSUN.F) has a volatility of 23.91%. This indicates that TNIE.DE experiences smaller price fluctuations and is considered to be less risky than SSUN.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TNIE.DE | SSUN.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 23.91% | -14.81% |
Volatility (6M)Calculated over the trailing 6-month period | 22.87% | 47.99% | -25.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.54% | 55.90% | -16.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.17% | 36.87% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.79% | 34.62% | +7.17% |
Dividends
TNIE.DE vs. SSUN.F - Dividend Comparison
TNIE.DE has not paid dividends to shareholders, while SSUN.F's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSUN.F Samsung Electronics Co., Ltd. | 0.81% | 1.90% | 3.08% | 2.16% | 2.54% | 1.99% | 4.15% | 3.67% | 4.40% | 2.04% | 1.93% | 1.86% |
TNIE.DE Tonies SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TNIE.DE vs. SSUN.F - Financials Comparison
This section allows you to compare key financial metrics between Tonies SE and Samsung Electronics Co., Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TNIE.DE and SSUN.F have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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