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Etablissementen Franz Colruyt NV (0N4Y.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBE0974256852
SectorConsumer Defensive
IndustryGrocery Stores

Highlights

Market Cap€3.61B
EPS (TTM)€2.46
PE Ratio0.11
Year Range€32.94 - €47.50

Share Price Chart


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Etablissementen Franz Colruyt NV

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Etablissementen Franz Colruyt NV, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%FebruaryMarchAprilMayJuneJuly
128.34%
399.81%
0N4Y.L (Etablissementen Franz Colruyt NV)
Benchmark (^GSPC)

S&P 500

Returns By Period

Etablissementen Franz Colruyt NV had a return of 10.95% year-to-date (YTD) and 33.52% in the last 12 months. Over the past 10 years, Etablissementen Franz Colruyt NV had an annualized return of 4.16%, while the S&P 500 had an annualized return of 10.77%, indicating that Etablissementen Franz Colruyt NV did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.95%15.41%
1 month5.89%0.33%
6 months4.53%13.74%
1 year33.52%21.39%
5 years (annualized)1.04%13.11%
10 years (annualized)4.16%10.77%

Monthly Returns

The table below presents the monthly returns of 0N4Y.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.34%5.07%-3.62%1.98%7.75%-5.50%10.95%
202312.62%5.70%5.04%-6.38%23.42%9.69%1.45%1.92%18.28%-4.70%0.73%5.62%96.51%
2022-3.06%-1.46%4.69%-6.45%-12.43%-14.49%3.59%2.67%-16.47%8.82%3.40%-14.87%-40.38%
20214.66%-2.25%2.44%-3.03%1.30%-5.55%1.80%-1.47%-6.80%-1.50%-2.62%-9.67%-21.24%
2020-2.81%-7.38%18.01%10.47%-1.19%-9.57%1.16%7.88%3.58%-6.37%-2.20%-2.41%5.92%
20191.23%0.10%5.79%-2.96%3.52%-23.15%-7.39%-1.98%10.30%-0.54%-5.75%-0.90%-23.03%
20181.79%0.29%1.36%3.70%-2.12%6.50%4.77%0.51%-3.76%5.36%10.43%9.41%44.31%
2017-3.23%-2.21%3.00%2.98%3.79%-5.58%2.50%-1.26%-5.57%1.51%0.91%-1.98%-5.60%
20162.70%1.21%3.27%-1.45%5.58%-6.93%0.70%-0.79%1.49%-0.79%-2.30%-1.85%0.28%
20156.63%2.36%-3.06%4.04%-2.93%-1.93%10.02%-3.76%1.18%6.54%3.87%1.81%26.49%
20140.90%-3.03%-0.46%1.80%1.08%-9.19%-2.91%-1.21%-0.43%4.19%2.90%2.47%-4.51%
2013-4.56%5.75%-0.37%1.60%3.26%2.85%5.63%-2.12%0.57%-0.64%0.76%-1.18%11.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 0N4Y.L is 84, placing it in the top 16% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0N4Y.L is 8484
0N4Y.L (Etablissementen Franz Colruyt NV)
The Sharpe Ratio Rank of 0N4Y.L is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of 0N4Y.L is 8585Sortino Ratio Rank
The Omega Ratio Rank of 0N4Y.L is 8686Omega Ratio Rank
The Calmar Ratio Rank of 0N4Y.L is 7676Calmar Ratio Rank
The Martin Ratio Rank of 0N4Y.L is 8989Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Etablissementen Franz Colruyt NV (0N4Y.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0N4Y.L
Sharpe ratio
The chart of Sharpe ratio for 0N4Y.L, currently valued at 1.49, compared to the broader market-2.00-1.000.001.002.003.001.49
Sortino ratio
The chart of Sortino ratio for 0N4Y.L, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.34
Omega ratio
The chart of Omega ratio for 0N4Y.L, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for 0N4Y.L, currently valued at 0.76, compared to the broader market0.002.004.006.000.76
Martin ratio
The chart of Martin ratio for 0N4Y.L, currently valued at 8.06, compared to the broader market-30.00-20.00-10.000.0010.0020.008.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-2.00-1.000.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market-30.00-20.00-10.000.0010.0020.006.82

Sharpe Ratio

The current Etablissementen Franz Colruyt NV Sharpe ratio is 1.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Etablissementen Franz Colruyt NV with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.49
2.24
0N4Y.L (Etablissementen Franz Colruyt NV)
Benchmark (^GSPC)

Dividends

Dividend History

Etablissementen Franz Colruyt NV granted a 2.77% dividend yield in the last twelve months. The annual payout for that period amounted to €1.26 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€1.26€1.26€0.77€1.03€0.95€0.92€0.85€0.83€0.82€0.75€0.75€0.75

Dividend yield

2.77%3.08%3.58%2.75%1.95%1.97%1.38%1.90%1.74%1.57%1.96%1.83%

Monthly Dividends

The table displays the monthly dividend distributions for Etablissementen Franz Colruyt NV. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.56€0.00€0.00€0.70€1.26
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.77€0.00€0.00€0.00€0.77
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.03€0.00€0.00€1.03
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.95€0.00€0.00€0.95
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.92€0.00€0.00€0.00€0.92
2018€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.85€0.00€0.00€0.00€0.85
2017€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.83€0.00€0.00€0.00€0.83
2016€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.82€0.00€0.00€0.00€0.82
2015€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.75€0.00€0.00€0.75
2014€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.75€0.00€0.00€0.00€0.75
2013€0.75€0.00€0.00€0.00€0.75

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-23.68%
-2.75%
0N4Y.L (Etablissementen Franz Colruyt NV)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Etablissementen Franz Colruyt NV. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Etablissementen Franz Colruyt NV was 66.85%, occurring on Dec 14, 2022. The portfolio has not yet recovered.

The current Etablissementen Franz Colruyt NV drawdown is 23.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.85%Jun 10, 2019890Dec 14, 2022
-30.09%May 27, 2011101Nov 29, 2011174Dec 19, 2012275
-22.13%Sep 19, 2013187Oct 16, 201463Jan 23, 2015250
-21.73%Jun 22, 2016383Dec 13, 2017225Nov 5, 2018608
-20.85%Aug 7, 200851Dec 3, 2008170Apr 23, 2010221

Volatility

Volatility Chart

The current Etablissementen Franz Colruyt NV volatility is 4.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
4.06%
2.92%
0N4Y.L (Etablissementen Franz Colruyt NV)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Etablissementen Franz Colruyt NV over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Etablissementen Franz Colruyt NV.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items