Watchlist: compare your ETFs and stocks by return, risk and drawdown
Collect the securities you are interested in. Paperball calculates return, volatility, drawdown and risk ratios for each one over the time window you choose — with real prices, in your currency and against a benchmark.
- Free account with starter credits
- Backtest and Monte Carlo in the same account
- Hosted in the EU · GDPR
How it works
Add securities
On every plan you choose freely from more than 80,000 securities: search by name, ISIN or symbol, or paste a whole list of ISINs. Preset securities are also there to try out.
Compare
Set the time window, currency and metrics, and sort the list by what matters to you.
Keep calculating
Copy the securities that convince you into a backtest set — and run every allocation in the backtest.
What the Watchlist shows
For each security, Paperball calculates the metrics you know from the backtest — for a single security instead of an allocation.
Return, risk and risk ratios
CAGR, volatility, maximum drawdown and its duration, Sharpe, Sortino, Calmar, Sterling, Martin, recovery and Ulcer Index — plus alpha and beta against a benchmark. You choose which metrics you see and how the list is sorted.
Any time window
Year to date, over one, three, five or ten years, over the full price history or a period of your choice. If a security's history is too short for a time window, the list says so.
Price chart with a benchmark
The price chart shows each security next to a benchmark, from the full history down to the last month. You choose the index per security, for example the MSCI World or the S&P 500.
In your currency
Metrics in euros, US dollars, pounds or francs, converted at each day's exchange rate — or in the currency the security is quoted in.
Folders and notes
Sort securities into folders, one into several if you like, and keep a note for each. If you work with others in one account, you share folders with them.
On to the backtest
Copy selected securities into a backtest set and run every allocation in the backtest. Each security shows which of your saved portfolios it is part of.
Example: the same metrics over several periods
This is how the Watchlist shows each security over several periods side by side — here with the three securities that also appear in the worked example of the portfolio backtester. Calculated with the same code as the Watchlist.
World equitiesPrices since 25 Sept 2009
| Metric | 1 y | 3 y | 5 y | 10 y | Max |
|---|---|---|---|---|---|
| Return p.a. | 18.03 % | 19.62 % | 11.43 % | 12.52 % | 12.45 % |
| Volatility | 10.61 % | 13.03 % | 14.07 % | 15.09 % | 15.24 % |
| Maximum drawdown | -6.47 % | -21.73 % | -21.73 % | -33.63 % | -33.63 % |
| Sharpe ratio | 1.43 | 1.29 | 0.70 | 0.73 | 0.72 |
Euro government bondsPrices since 2 Jan 2008
| Metric | 1 y | 3 y | 5 y | 10 y | Max |
|---|---|---|---|---|---|
| Return p.a. | -3.55 % | 2.19 % | -2.82 % | -0.79 % | 2.09 % |
| Volatility | 4.54 % | 4.75 % | 6.37 % | 5.63 % | 5.05 % |
| Maximum drawdown | -5.57 % | -5.57 % | -21.06 % | -22.59 % | -22.59 % |
| Sharpe ratio | -1.22 | 0.06 | -0.73 | -0.47 | 0.04 |
GoldPrices since 13 Nov 2009
| Metric | 1 y | 3 y | 5 y | 10 y | Max |
|---|---|---|---|---|---|
| Return p.a. | 0.10 % | 24.18 % | 17.84 % | 11.78 % | 9.58 % |
| Volatility | 24.91 % | 18.92 % | 16.84 % | 14.70 % | 15.39 % |
| Maximum drawdown | -22.49 % | -22.49 % | -22.49 % | -22.49 % | -36.79 % |
| Sharpe ratio | 0.05 | 1.14 | 0.94 | 0.70 | 0.54 |
Prices up to 23 Oct 2026 in euros, distributions reinvested, without order fees and taxes; return and volatility per year, Sharpe ratio with a risk-free rate of 2 %. “Max” is a security's full price history; a dash means it does not go back that far. Calculated on 26 Oct 2026. Past results are not a reliable indicator of future ones.
All three securities are in the test data — you can recalculate the example yourself on the free plan.
How to read the tables: in the “10 y” column, World equities would have returned 12.52 % a year, with a volatility of 15.09 %. Over the full price history since 25 Sept 2009, their largest decline was 33.63 %.
From the Watchlist to the backtest
The Watchlist shows each security on its own. In the same account, the portfolio backtest runs every allocation of several securities — after costs and taxes, with and without rebalancing.
Questions about the Watchlist
What is the Watchlist in Paperball?
A list of the securities you want to follow or test. Paperball calculates return and risk metrics for each one over different time windows and keeps the prices up to date. From the Watchlist, the securities also go into your backtests.
How up to date are the prices?
Paperball fetches the closing prices every weekday evening — daily closing prices, not real-time prices. Your Watchlist shows them up to your own update date: it is current when you add a security; after that you bring it forward with an update or let each folder do it automatically. This costs credits from your balance — once a day for the Watchlist and portfolios together, and only on days with new prices. The preset securities are always current.
Are there price alerts or notifications?
There are no price alerts or push notifications. If you like, the Watchlist updates a folder daily, weekly or monthly and then sends you an email: how each security has performed since the start of the period, which distributions were added and how volatility, maximum drawdown and Sharpe ratio stood before and after.
What can I do in the free plan?
You choose freely from more than 80,000 securities, upload prices from a file, see all metrics, time windows and price charts, and copy securities into your backtest sets. Adding and viewing cost nothing, a day of updates to new prices costs credits; you get starter credits when you sign up. The subscriptions bring more credits and more places in the Watchlist — see all prices.
Which securities can I add?
ETFs, funds and stocks with a price history, including ADRs and REITs. If older prices are missing, you add them from a price file, for example from onvista.de or investing.com.
Does Paperball recommend which securities to buy?
No. The Watchlist evaluates historical prices. It does not recommend anything and makes no statement about how a security will develop.
Set up your Watchlist
Collect the securities you are interested in and see at a glance how they have developed over the years.