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Exosens (EXENS.PA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

ISIN
FR001400Q9V2

Share Price Chart


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Exosens

Performance

Performance Chart

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


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S&P 500 Index

Different Benchmark Currency

EXENS.PA is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

Exosens (EXENS.PA) has returned 26.32% so far this year and 81.33% over the past 12 months.


Exosens

1D
3.20%
1M
-1.77%
YTD
26.32%
6M
41.67%
1Y
81.33%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 7, 2024, EXENS.PA's average daily return is +0.26%, while the average monthly return is +5.25%. At this rate, your investment would double in approximately 1.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Mar 2025 with a return of +30.2%, while the worst month was Nov 2025 at -14.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EXENS.PA closed higher 51% of trading days. The best single day was Mar 3, 2025 with a return of +19.8%, while the worst single day was Feb 23, 2026 at -9.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.25%15.58%-1.77%26.32%
202517.78%13.52%30.22%1.54%26.50%-6.92%1.36%-3.91%9.92%13.08%-14.12%15.49%149.94%
2024-5.73%-0.99%-3.57%-0.25%-3.94%-6.20%6.76%-13.64%

Benchmark Metrics

Exosens has an annualized alpha of 86.59%, beta of 0.12, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 10, 2024.

  • This stock captured 162.36% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -342.74%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.12 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
86.59%
Beta
0.12
0.00
Upside Capture
162.36%
Downside Capture
-342.74%

Return for Risk

Risk / Return Rank

EXENS.PA ranks 85 for risk / return — in the top 85% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


EXENS.PA Risk / Return Rank: 8585
Overall Rank
EXENS.PA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EXENS.PA Sortino Ratio Rank: 8383
Sortino Ratio Rank
EXENS.PA Omega Ratio Rank: 7777
Omega Ratio Rank
EXENS.PA Calmar Ratio Rank: 9090
Calmar Ratio Rank
EXENS.PA Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Exosens (EXENS.PA) and compare them to a chosen benchmark (S&P 500 Index).


EXENS.PABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.43

+1.26

Sortino ratio

Return per unit of downside risk

2.31

0.73

+1.58

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.15

Calmar ratio

Return relative to maximum drawdown

4.07

0.67

+3.40

Martin ratio

Return relative to average drawdown

10.29

2.80

+7.49

Explore EXENS.PA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Exosens provided a 0.16% dividend yield over the last twelve months, with an annual payout of €0.10 per share.


0.21%€0.00€0.02€0.04€0.06€0.08€0.102025
Dividends
Dividend Yield
PeriodTTM2025
Dividend€0.10€0.10

Dividend yield

0.16%0.21%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.00€0.00
2025€0.10€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.10

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Exosens. 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 Exosens was 25.04%, occurring on Dec 18, 2024. Recovery took 27 trading sessions.

The current Exosens drawdown is 16.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.04%Jun 11, 2024137Dec 18, 202427Jan 29, 2025164
-21.12%Mar 19, 20267Mar 27, 2026
-19.01%Jun 6, 202566Sep 5, 202523Oct 8, 202589
-17.34%Nov 4, 202515Nov 24, 202526Jan 2, 202641
-13.28%Mar 7, 202524Apr 9, 202514May 2, 202538

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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