ZAL.DE vs. ^GDAXI
Compare and contrast key facts about Zalando SE (ZAL.DE) and DAX Performance Index (^GDAXI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZAL.DE or ^GDAXI.
Correlation
The correlation between ZAL.DE and ^GDAXI is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZAL.DE vs. ^GDAXI - Performance Comparison
Key characteristics
ZAL.DE:
2.23
^GDAXI:
2.47
ZAL.DE:
3.24
^GDAXI:
3.32
ZAL.DE:
1.40
^GDAXI:
1.42
ZAL.DE:
1.13
^GDAXI:
3.83
ZAL.DE:
9.07
^GDAXI:
13.94
ZAL.DE:
10.24%
^GDAXI:
2.23%
ZAL.DE:
41.52%
^GDAXI:
12.53%
ZAL.DE:
-84.41%
^GDAXI:
-72.68%
ZAL.DE:
-64.06%
^GDAXI:
-1.80%
Returns By Period
In the year-to-date period, ZAL.DE achieves a 16.12% return, which is significantly higher than ^GDAXI's 12.68% return. Over the past 10 years, ZAL.DE has underperformed ^GDAXI with an annualized return of 4.61%, while ^GDAXI has yielded a comparatively higher 7.29% annualized return.
ZAL.DE
16.12%
19.47%
55.09%
91.40%
-4.44%
4.61%
^GDAXI
12.68%
6.88%
21.60%
31.43%
10.45%
7.29%
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Risk-Adjusted Performance
ZAL.DE vs. ^GDAXI — Risk-Adjusted Performance Rank
ZAL.DE
^GDAXI
ZAL.DE vs. ^GDAXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zalando SE (ZAL.DE) and DAX Performance Index (^GDAXI). 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.
Drawdowns
ZAL.DE vs. ^GDAXI - Drawdown Comparison
The maximum ZAL.DE drawdown since its inception was -84.41%, which is greater than ^GDAXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ZAL.DE and ^GDAXI. For additional features, visit the drawdowns tool.
Volatility
ZAL.DE vs. ^GDAXI - Volatility Comparison
Zalando SE (ZAL.DE) has a higher volatility of 9.89% compared to DAX Performance Index (^GDAXI) at 4.88%. This indicates that ZAL.DE's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.