PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vivendi SE (1VIV.MI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorCommunication Services
IndustryEntertainment

Highlights

Market Cap€10.05B
EPS (TTM)€0.38
PE Ratio26.42
PEG Ratio1.62
Year Range€7.95 - €11.16

Share Price Chart


Loading data...

Compare to other instruments

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


Vivendi SE

Performance

Performance Chart

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


0.00%100.00%200.00%300.00%400.00%AprilMayJuneJulyAugustSeptember
-11.49%
346.47%
1VIV.MI (Vivendi SE)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vivendi SE had a return of 8.23% year-to-date (YTD) and 24.49% in the last 12 months. Over the past 10 years, Vivendi SE had an annualized return of -2.84%, while the S&P 500 had an annualized return of 10.55%, indicating that Vivendi SE did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.23%13.39%
1 month6.80%4.02%
6 months4.09%5.56%
1 year24.49%21.51%
5 years (annualized)-14.54%12.69%
10 years (annualized)-2.84%10.55%

Monthly Returns

The table below presents the monthly returns of 1VIV.MI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.96%-1.19%-2.66%-2.34%5.71%-3.48%0.72%2.87%8.23%
20239.19%0.37%-7.72%10.61%-14.29%-1.95%-0.15%-0.73%0.56%5.36%1.06%9.98%9.74%
2022-4.93%-2.75%7.08%-4.63%-1.30%-12.03%-3.51%-3.41%-14.13%6.25%2.19%6.95%-23.82%
2021-3.07%13.50%-3.45%4.29%2.26%-2.46%0.07%13.52%-66.28%0.96%1.18%8.06%-53.28%
2020-5.78%-5.32%-14.60%4.62%1.59%11.51%-3.43%8.78%2.80%2.97%0.36%3.74%4.53%
20197.42%14.88%-0.27%2.20%-4.89%0.73%0.65%2.05%-0.55%-1.27%-0.24%4.38%26.55%
20184.31%-10.65%-0.43%5.12%0.28%-1.81%6.34%-0.40%-0.80%-2.79%1.99%-5.13%-5.09%
2017-5.24%-1.82%9.05%0.82%7.74%1.45%0.31%-1.47%9.29%0.52%5.45%0.22%28.28%
20161.47%0.00%-2.79%-3.69%6.00%-5.72%4.04%0.17%2.34%2.57%-1.90%-0.55%1.32%
20152.70%4.06%6.20%1.05%4.02%2.62%3.88%-3.53%-8.01%3.69%-8.68%-1.45%5.33%
20144.33%3.55%-1.45%-4.31%-1.13%-2.15%6.09%6.21%-5.30%-2.72%9.80%-0.15%12.16%
2013-6.50%0.99%2.77%2.81%-5.65%-6.30%13.51%-4.81%9.52%9.40%2.05%1.48%18.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 1VIV.MI is 79, placing it in the top 21% 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 1VIV.MI is 7979
1VIV.MI (Vivendi SE)
The Sharpe Ratio Rank of 1VIV.MI is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of 1VIV.MI is 8383Sortino Ratio Rank
The Omega Ratio Rank of 1VIV.MI is 8383Omega Ratio Rank
The Calmar Ratio Rank of 1VIV.MI is 6464Calmar Ratio Rank
The Martin Ratio Rank of 1VIV.MI is 8181Martin 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 Vivendi SE (1VIV.MI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1VIV.MI
Sharpe ratio
The chart of Sharpe ratio for 1VIV.MI, currently valued at 1.27, compared to the broader market-4.00-2.000.002.001.27
Sortino ratio
The chart of Sortino ratio for 1VIV.MI, currently valued at 2.13, compared to the broader market-6.00-4.00-2.000.002.004.002.13
Omega ratio
The chart of Omega ratio for 1VIV.MI, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for 1VIV.MI, currently valued at 0.37, compared to the broader market0.001.002.003.004.005.000.37
Martin ratio
The chart of Martin ratio for 1VIV.MI, currently valued at 4.96, compared to the broader market-5.000.005.0010.0015.0020.004.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.28, compared to the broader market-6.00-4.00-2.000.002.004.002.28
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.001.002.003.004.005.001.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.96, compared to the broader market-5.000.005.0010.0015.0020.007.96

Sharpe Ratio

The current Vivendi SE Sharpe ratio is 1.27. 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 Vivendi SE 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 Ratio-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.27
1.38
1VIV.MI (Vivendi SE)
Benchmark (^GSPC)

Dividends

Dividend History

Vivendi SE granted a 2.47% dividend yield in the last twelve months. The annual payout for that period amounted to €0.25 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.25€0.25€0.25€25.85€0.60€0.50€0.45€0.40€2.00€2.00€1.00€1.00

Dividend yield

2.47%2.60%2.78%214.34%2.28%1.93%2.15%1.78%11.15%10.15%4.91%5.22%

Monthly Dividends

The table displays the monthly dividend distributions for Vivendi SE. 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€0.25€0.00€0.00€0.00€0.00€0.00€0.25
2023€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.25
2022€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.25
2021€0.00€0.00€0.00€0.00€0.00€0.60€0.00€0.00€25.25€0.00€0.00€0.00€25.85
2020€0.00€0.00€0.00€0.60€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.60
2019€0.00€0.00€0.00€0.50€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.50
2018€0.00€0.00€0.00€0.45€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.45
2017€0.00€0.00€0.00€0.00€0.40€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.40
2016€0.00€1.00€0.00€1.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.00
2015€0.00€0.00€0.00€1.00€0.00€1.00€0.00€0.00€0.00€0.00€0.00€0.00€2.00
2014€0.00€0.00€0.00€0.00€0.00€1.00€0.00€0.00€0.00€0.00€0.00€0.00€1.00
2013€1.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.5%
Vivendi SE has a dividend yield of 2.47%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%1,000.0%65.8%
Vivendi SE has a payout ratio of 65.79%, which is quite average when compared to the overall market. This suggests that Vivendi SE strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-66.78%
-6.23%
1VIV.MI (Vivendi SE)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vivendi SE. 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 Vivendi SE was 76.08%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current Vivendi SE drawdown is 66.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.08%Sep 9, 2021280Oct 12, 2022
-48.44%Jul 27, 20071202Apr 18, 2012464Feb 19, 20141666
-33.88%Jan 14, 202046Mar 17, 2020148Oct 14, 2020194
-31.23%Jul 17, 2015233Jun 14, 2016367Nov 17, 2017600
-16.22%Jan 12, 201838Mar 6, 2018239Feb 15, 2019277

Volatility

Volatility Chart

The current Vivendi SE volatility is 2.78%, 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%AprilMayJuneJulyAugustSeptember
2.78%
4.67%
1VIV.MI (Vivendi SE)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Vivendi SE compared to its peers in the Entertainment industry.


PE Ratio
50.0100.0150.0200.0250.026.4
The chart displays the price to earnings (P/E) ratio for 1VIV.MI in comparison to other companies of the Entertainment industry. Currently, 1VIV.MI has a PE value of 26.4. This PE ratio falls in the average range for the industry.
PEG Ratio
0.0100.0200.0300.0400.0500.01.6
The chart displays the price to earnings to growth (PEG) ratio for 1VIV.MI in comparison to other companies of the Entertainment industry. Currently, 1VIV.MI has a PEG value of 1.6. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Vivendi SE.


Loading data...

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