ZAL.DE vs. NU
ZAL.DE (Zalando SE) and NU (Nu Holdings Ltd.) are both stocks. ZAL.DE operates in Internet Retail (Consumer Cyclical), while NU operates in Banks - Diversified (Financial Services). Over the past 3 years, ZAL.DE returned -3.06%/yr vs 16.10%/yr for NU. At a 0.18 correlation, their price movements are largely independent.
Performance
ZAL.DE vs. NU - Performance Comparison
Loading charts...
Different Trading Currencies
ZAL.DE is traded in EUR, while NU is traded in USD. To make them comparable, the NU 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 -6.20% return, which is significantly higher than NU's -26.77% return.
ZAL.DE
- 1D
- 1.76%
- 1M
- 16.29%
- YTD
- -6.20%
- 6M
- 0.17%
- 1Y
- -22.22%
- 3Y*
- -3.06%
- 5Y*
- -24.28%
- 10Y*
- -1.01%
NU
- 1D
- 0.00%
- 1M
- -15.33%
- YTD
- -26.77%
- 6M
- -27.26%
- 1Y
- -1.38%
- 3Y*
- 16.10%
- 5Y*
- —
- 10Y*
- —
ZAL.DE vs. NU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ZAL.DE Zalando SE | -6.20% | -21.77% | 51.00% | -35.22% | -53.46% | -8.44% |
NU Nu Holdings Ltd. | -27.09% | 42.41% | 32.58% | 98.53% | -53.92% | -9.81% |
Correlation
The correlation between ZAL.DE and NU is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2021 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZAL.DE vs. NU — Risk / Return Rank
ZAL.DE
NU
ZAL.DE vs. NU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zalando SE (ZAL.DE) and Nu Holdings Ltd. (NU). 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.DE | NU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.03 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | -0.04 | -0.56 |
| Martin ratioReturn relative to average drawdown | -0.99 | -0.10 | -0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZAL.DE | NU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | -0.04 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.05 | -0.03 |
Drawdowns
ZAL.DE vs. NU - Drawdown Comparison
The maximum ZAL.DE drawdown since its inception was -84.41%, which is greater than NU's maximum drawdown of -70.37%. Use the drawdown chart below to compare losses from any high point for ZAL.DE and NU.
Loading charts...
Drawdown Indicators
| ZAL.DE | NU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.41% | -70.37% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -36.85% | -36.05% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -52.12% | -41.27% | -10.85% |
Max Drawdown (5Y)Largest decline over 5 years | -84.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -84.41% | — | — |
Current DrawdownCurrent decline from peak | -77.29% | -33.50% | -43.79% |
Average DrawdownAverage peak-to-trough decline | -35.37% | -28.96% | -6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.08% | 13.49% | +8.59% |
Volatility
ZAL.DE vs. NU - Volatility Comparison
The current volatility for Zalando SE (ZAL.DE) is 9.99%, while Nu Holdings Ltd. (NU) has a volatility of 13.80%. This indicates that ZAL.DE experiences smaller price fluctuations and is considered to be less risky than NU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZAL.DE | NU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 13.80% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 30.42% | 27.49% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.03% | 37.94% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.89% | 57.65% | -10.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.02% | 57.65% | -14.63% |
Dividends
ZAL.DE vs. NU - Dividend Comparison
Neither ZAL.DE nor NU has paid dividends to shareholders.
Financials
ZAL.DE vs. NU - Financials Comparison
This section allows you to compare key financial metrics between Zalando SE and Nu Holdings 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
ZAL.DE and NU have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ZAL.DE and NU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer