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ZAL.DE vs. SRT3.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZAL.DE and SRT3.DE is 0.38, 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.


-0.50.00.51.00.4

Performance

ZAL.DE vs. SRT3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zalando SE (ZAL.DE) and Sartorius Aktiengesellschaft (SRT3.DE). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
43.75%
-1.91%
ZAL.DE
SRT3.DE

Key characteristics

Sharpe Ratio

ZAL.DE:

2.23

SRT3.DE:

-0.55

Sortino Ratio

ZAL.DE:

3.24

SRT3.DE:

-0.54

Omega Ratio

ZAL.DE:

1.40

SRT3.DE:

0.93

Calmar Ratio

ZAL.DE:

1.13

SRT3.DE:

-0.41

Martin Ratio

ZAL.DE:

9.07

SRT3.DE:

-0.79

Ulcer Index

ZAL.DE:

10.25%

SRT3.DE:

34.09%

Daily Std Dev

ZAL.DE:

41.55%

SRT3.DE:

48.91%

Max Drawdown

ZAL.DE:

-84.41%

SRT3.DE:

-86.67%

Current Drawdown

ZAL.DE:

-64.55%

SRT3.DE:

-58.61%

Fundamentals

Market Cap

ZAL.DE:

€7.17B

SRT3.DE:

€14.77B

EPS

ZAL.DE:

€0.78

SRT3.DE:

€1.20

PE Ratio

ZAL.DE:

35.31

SRT3.DE:

198.92

PEG Ratio

ZAL.DE:

0.63

SRT3.DE:

3.08

Total Revenue (TTM)

ZAL.DE:

€7.27B

SRT3.DE:

€3.38B

Gross Profit (TTM)

ZAL.DE:

€2.93B

SRT3.DE:

€1.52B

EBITDA (TTM)

ZAL.DE:

€481.10M

SRT3.DE:

€605.40M

Returns By Period

In the year-to-date period, ZAL.DE achieves a 14.54% return, which is significantly lower than SRT3.DE's 15.71% return. Over the past 10 years, ZAL.DE has underperformed SRT3.DE with an annualized return of 4.64%, while SRT3.DE has yielded a comparatively higher 23.58% annualized return.


ZAL.DE

YTD

14.54%

1M

18.15%

6M

52.11%

1Y

90.26%

5Y*

-4.70%

10Y*

4.64%

SRT3.DE

YTD

15.71%

1M

4.84%

6M

3.79%

1Y

-24.82%

5Y*

1.23%

10Y*

23.58%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZAL.DE vs. SRT3.DE — Risk-Adjusted Performance Rank

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

ZAL.DE
The Risk-Adjusted Performance Rank of ZAL.DE is 9090
Overall Rank
The Sharpe Ratio Rank of ZAL.DE is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ZAL.DE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ZAL.DE is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ZAL.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ZAL.DE is 9090
Martin Ratio Rank

SRT3.DE
The Risk-Adjusted Performance Rank of SRT3.DE is 2222
Overall Rank
The Sharpe Ratio Rank of SRT3.DE is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SRT3.DE is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SRT3.DE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SRT3.DE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SRT3.DE is 3030
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.

ZAL.DE vs. SRT3.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zalando SE (ZAL.DE) and Sartorius Aktiengesellschaft (SRT3.DE). 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 ZAL.DE, currently valued at 2.04, compared to the broader market-2.000.002.002.04-0.59
The chart of Sortino ratio for ZAL.DE, currently valued at 3.00, compared to the broader market-4.00-2.000.002.004.006.003.00-0.61
The chart of Omega ratio for ZAL.DE, currently valued at 1.37, compared to the broader market0.501.001.502.001.370.92
The chart of Calmar ratio for ZAL.DE, currently valued at 1.04, compared to the broader market0.002.004.006.001.04-0.42
The chart of Martin ratio for ZAL.DE, currently valued at 8.98, compared to the broader market-10.000.0010.0020.0030.008.98-0.84
ZAL.DE
SRT3.DE

The current ZAL.DE Sharpe Ratio is 2.23, which is higher than the SRT3.DE Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of ZAL.DE and SRT3.DE, 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.04
-0.59
ZAL.DE
SRT3.DE

Dividends

ZAL.DE vs. SRT3.DE - Dividend Comparison

ZAL.DE has not paid dividends to shareholders, while SRT3.DE's dividend yield for the trailing twelve months is around 0.30%.


TTM20242023202220212020201920182017201620152014
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%
SRT3.DE
Sartorius Aktiengesellschaft
0.30%0.34%0.43%0.34%0.12%0.31%0.32%0.47%0.58%0.54%0.45%1.01%

Drawdowns

ZAL.DE vs. SRT3.DE - Drawdown Comparison

The maximum ZAL.DE drawdown since its inception was -84.41%, roughly equal to the maximum SRT3.DE drawdown of -86.67%. Use the drawdown chart below to compare losses from any high point for ZAL.DE and SRT3.DE. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%SeptemberOctoberNovemberDecember2025February
-68.55%
-62.29%
ZAL.DE
SRT3.DE

Volatility

ZAL.DE vs. SRT3.DE - Volatility Comparison

The current volatility for Zalando SE (ZAL.DE) is 9.65%, while Sartorius Aktiengesellschaft (SRT3.DE) has a volatility of 13.41%. This indicates that ZAL.DE experiences smaller price fluctuations and is considered to be less risky than SRT3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.65%
13.41%
ZAL.DE
SRT3.DE

Financials

ZAL.DE vs. SRT3.DE - Financials Comparison

This section allows you to compare key financial metrics between Zalando SE and Sartorius Aktiengesellschaft. 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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