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ZAL.DE vs. GM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ZAL.DE vs. GM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Zalando SE (ZAL.DE) and General Motors Company (GM). The values are adjusted to include any dividend payments, if applicable.

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ZAL.DE vs. GM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZAL.DE
Zalando SE
-17.13%-21.77%51.00%-35.22%-53.46%-21.88%101.55%101.34%-49.13%21.56%
GM
General Motors Company
-8.97%35.93%59.73%4.69%-38.79%51.33%5.67%16.59%-11.07%7.46%
Different Trading Currencies

ZAL.DE is traded in EUR, while GM is traded in USD. To make them comparable, the GM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZAL.DE achieves a -17.13% return, which is significantly lower than GM's -6.08% return. Over the past 10 years, ZAL.DE has underperformed GM with an annualized return of -3.08%, while GM has yielded a comparatively higher 11.76% annualized return.


ZAL.DE

1D
-1.13%
1M
9.60%
YTD
-17.13%
6M
-22.74%
1Y
-37.16%
3Y*
-18.02%
5Y*
-24.48%
10Y*
-3.08%

GM

1D
0.00%
1M
-2.28%
YTD
-6.08%
6M
28.63%
1Y
47.89%
3Y*
26.24%
5Y*
6.55%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Zalando SE

General Motors Company

Return for Risk

ZAL.DE vs. GM — Risk / Return Rank

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

ZAL.DE
ZAL.DE Risk / Return Rank: 1111
Overall Rank
ZAL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ZAL.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
ZAL.DE Omega Ratio Rank: 99
Omega Ratio Rank
ZAL.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
ZAL.DE Martin Ratio Rank: 1717
Martin Ratio Rank

GM
GM Risk / Return Rank: 8484
Overall Rank
GM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GM Sortino Ratio Rank: 8383
Sortino Ratio Rank
GM Omega Ratio Rank: 8181
Omega Ratio Rank
GM Calmar Ratio Rank: 8787
Calmar Ratio Rank
GM Martin Ratio Rank: 8888
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.

ZAL.DE vs. GM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zalando SE (ZAL.DE) and General Motors Company (GM). 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.


ZAL.DEGMDifference

Sharpe ratio

Return per unit of total volatility

-0.90

1.35

-2.24

Sortino ratio

Return per unit of downside risk

-1.22

2.12

-3.33

Omega ratio

Gain probability vs. loss probability

0.86

1.28

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.75

3.62

-4.37

Martin ratio

Return relative to average drawdown

-1.18

8.66

-9.84

ZAL.DE vs. GM - Sharpe Ratio Comparison

The current ZAL.DE Sharpe Ratio is -0.90, which is lower than the GM Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of ZAL.DE and GM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZAL.DEGMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

1.35

-2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

0.18

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.32

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.25

-0.25

Correlation

The correlation between ZAL.DE and GM is 0.19, 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.


Dividends

ZAL.DE vs. GM - Dividend Comparison

ZAL.DE has not paid dividends to shareholders, while GM's dividend yield for the trailing twelve months is around 0.87%.


TTM20252024202320222021202020192018201720162015
ZAL.DE
Zalando 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%
GM
General Motors Company
0.87%0.70%0.90%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%

Drawdowns

ZAL.DE vs. GM - Drawdown Comparison

The maximum ZAL.DE drawdown since its inception was -84.41%, which is greater than GM's maximum drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for ZAL.DE and GM.


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Drawdown Indicators


ZAL.DEGMDifference

Max Drawdown

Largest peak-to-trough decline

-84.41%

-59.96%

-24.45%

Max Drawdown (1Y)

Largest decline over 1 year

-46.44%

-16.00%

-30.44%

Max Drawdown (5Y)

Largest decline over 5 years

-84.41%

-58.96%

-25.45%

Max Drawdown (10Y)

Largest decline over 10 years

-84.41%

-59.96%

-24.45%

Current Drawdown

Current decline from peak

-79.93%

-15.82%

-64.11%

Average Drawdown

Average peak-to-trough decline

-34.74%

-21.67%

-13.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.57%

5.45%

+24.12%

Volatility

ZAL.DE vs. GM - Volatility Comparison

Zalando SE (ZAL.DE) has a higher volatility of 15.55% compared to General Motors Company (GM) at 6.83%. This indicates that ZAL.DE's price experiences larger fluctuations and is considered to be riskier than GM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZAL.DEGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.55%

6.83%

+8.72%

Volatility (6M)

Calculated over the trailing 6-month period

31.63%

24.96%

+6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

41.45%

35.79%

+5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.75%

35.75%

+11.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.95%

36.48%

+6.47%

Financials

ZAL.DE vs. GM - Financials Comparison

This section allows you to compare key financial metrics between Zalando SE and General Motors Company. 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


Please note, different currencies. ZAL.DE values in EUR, GM values in USD