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WRT1V.HE vs. SCR.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WRT1V.HE vs. SCR.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Wärtsilä Oyj Abp (WRT1V.HE) and SCOR SE (SCR.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WRT1V.HE achieves a 11.37% return, which is significantly lower than SCR.PA's 14.88% return. Over the past 10 years, WRT1V.HE has outperformed SCR.PA with an annualized return of 14.75%, while SCR.PA has yielded a comparatively lower 6.98% annualized return.


WRT1V.HE

1D
0.61%
1M
-8.67%
YTD
11.37%
6M
11.37%
1Y
77.35%
3Y*
47.18%
5Y*
25.50%
10Y*
14.75%

SCR.PA

1D
0.32%
1M
-1.52%
YTD
14.88%
6M
21.75%
1Y
16.92%
3Y*
15.13%
5Y*
10.03%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRT1V.HE vs. SCR.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRT1V.HE
Wärtsilä Oyj Abp
11.37%81.45%32.93%71.27%-34.36%54.60%-11.93%-26.14%-16.62%32.73%
SCR.PA
SCOR SE
14.88%30.06%-4.79%30.42%-16.21%11.10%-29.40%-0.53%23.23%7.02%

Correlation

The correlation between WRT1V.HE and SCR.PA is 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2006

0.35

Over the past year, the correlation between WRT1V.HE and SCR.PA has dropped to 0.09 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

WRT1V.HE vs. SCR.PA — Risk / Return Rank

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

WRT1V.HE
WRT1V.HE Risk / Return Rank: 8989
Overall Rank
WRT1V.HE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WRT1V.HE Sortino Ratio Rank: 8787
Sortino Ratio Rank
WRT1V.HE Omega Ratio Rank: 8787
Omega Ratio Rank
WRT1V.HE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WRT1V.HE Martin Ratio Rank: 9191
Martin Ratio Rank

SCR.PA
SCR.PA Risk / Return Rank: 6161
Overall Rank
SCR.PA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCR.PA Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCR.PA Omega Ratio Rank: 6060
Omega Ratio Rank
SCR.PA Calmar Ratio Rank: 6262
Calmar Ratio Rank
SCR.PA Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WRT1V.HE vs. SCR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wärtsilä Oyj Abp (WRT1V.HE) and SCOR SE (SCR.PA). 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.


WRT1V.HESCR.PADifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.36

1.15

+0.21

Calmar ratioReturn relative to maximum drawdown

4.41

0.86

+3.55

Martin ratioReturn relative to average drawdown

12.03

2.05

+9.97

WRT1V.HE vs. SCR.PA - Sharpe Ratio Comparison

The current WRT1V.HE Sharpe Ratio is 2.14, which is higher than the SCR.PA Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of WRT1V.HE and SCR.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WRT1V.HE vs. SCR.PA - Drawdown Comparison

The maximum WRT1V.HE drawdown since its inception was -71.45%, which is greater than SCR.PA's maximum drawdown of -61.72%. Use the drawdown chart below to compare losses from any high point for WRT1V.HE and SCR.PA.


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Drawdown Indicators


WRT1V.HESCR.PADifference

Max Drawdown

Largest peak-to-trough decline

-71.45%

-61.72%

-9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-18.99%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-30.78%

-44.04%

+13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

-52.50%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-71.45%

-61.72%

-9.73%

Current Drawdown

Current decline from peak

-16.58%

-5.65%

-10.93%

Average Drawdown

Average peak-to-trough decline

-18.75%

-16.40%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

8.02%

-1.72%

Volatility

WRT1V.HE vs. SCR.PA - Volatility Comparison

Wärtsilä Oyj Abp (WRT1V.HE) has a higher volatility of 13.04% compared to SCOR SE (SCR.PA) at 5.87%. This indicates that WRT1V.HE's price experiences larger fluctuations and is considered to be riskier than SCR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRT1V.HESCR.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.04%

5.87%

+7.17%

Volatility (6M)

Calculated over the trailing 6-month period

27.27%

15.86%

+11.41%

Volatility (1Y)

Calculated over the trailing 1-year period

35.61%

24.41%

+11.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.36%

33.63%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.42%

33.51%

+0.91%

Dividends

WRT1V.HE vs. SCR.PA - Dividend Comparison

WRT1V.HE's dividend yield for the trailing twelve months is around 3.06%, less than SCR.PA's 6.12% yield.


PositionTTM20252024202320222021202020192018201720162015
SCR.PA
SCOR SE
6.12%6.26%7.61%5.29%8.38%6.56%0.00%4.68%4.19%4.92%4.57%4.06%
WRT1V.HE
Wärtsilä Oyj Abp
3.06%1.45%1.87%1.98%3.05%1.62%5.89%4.87%6.62%7.42%8.43%8.19%

Financials

WRT1V.HE vs. SCR.PA - Financials Comparison

This section allows you to compare key financial metrics between Wärtsilä Oyj Abp and SCOR SE. 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

Frequently Asked Questions


WRT1V.HE and SCR.PA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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